QTELX vs. SCHE
Compare and contrast key facts about AQR Emerging Multi-Style II Fund (QTELX) and Schwab Emerging Markets Equity ETF (SCHE).
QTELX is managed by AQR Funds. It was launched on Feb 10, 2015. SCHE is a passively managed fund by Charles Schwab that tracks the performance of the FTSE All-World Emerging. It was launched on Jan 14, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QTELX or SCHE.
Correlation
The correlation between QTELX and SCHE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
QTELX vs. SCHE - Performance Comparison
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Key characteristics
QTELX:
0.52
SCHE:
0.59
QTELX:
0.87
SCHE:
0.99
QTELX:
1.11
SCHE:
1.13
QTELX:
0.49
SCHE:
0.56
QTELX:
1.66
SCHE:
1.92
QTELX:
5.76%
SCHE:
5.96%
QTELX:
17.45%
SCHE:
18.69%
QTELX:
-41.46%
SCHE:
-36.16%
QTELX:
-6.41%
SCHE:
-7.55%
Returns By Period
In the year-to-date period, QTELX achieves a 5.87% return, which is significantly lower than SCHE's 6.23% return. Over the past 10 years, QTELX has underperformed SCHE with an annualized return of 2.87%, while SCHE has yielded a comparatively higher 3.72% annualized return.
QTELX
5.87%
12.01%
1.06%
8.21%
8.53%
2.87%
SCHE
6.23%
10.59%
2.03%
10.66%
8.10%
3.72%
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QTELX vs. SCHE - Expense Ratio Comparison
QTELX has a 0.70% expense ratio, which is higher than SCHE's 0.11% expense ratio.
Risk-Adjusted Performance
QTELX vs. SCHE — Risk-Adjusted Performance Rank
QTELX
SCHE
QTELX vs. SCHE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Emerging Multi-Style II Fund (QTELX) and Schwab Emerging Markets Equity ETF (SCHE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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Dividends
QTELX vs. SCHE - Dividend Comparison
QTELX's dividend yield for the trailing twelve months is around 4.57%, more than SCHE's 2.86% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QTELX AQR Emerging Multi-Style II Fund | 4.57% | 4.83% | 5.65% | 4.59% | 2.42% | 1.53% | 2.32% | 2.32% | 1.55% | 2.51% | 0.41% | 0.00% |
SCHE Schwab Emerging Markets Equity ETF | 2.86% | 3.03% | 3.83% | 2.87% | 2.86% | 2.09% | 3.27% | 2.69% | 2.31% | 2.26% | 2.50% | 2.86% |
Drawdowns
QTELX vs. SCHE - Drawdown Comparison
The maximum QTELX drawdown since its inception was -41.46%, which is greater than SCHE's maximum drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for QTELX and SCHE. For additional features, visit the drawdowns tool.
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Volatility
QTELX vs. SCHE - Volatility Comparison
The current volatility for AQR Emerging Multi-Style II Fund (QTELX) is 4.39%, while Schwab Emerging Markets Equity ETF (SCHE) has a volatility of 5.22%. This indicates that QTELX experiences smaller price fluctuations and is considered to be less risky than SCHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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