QTELX vs. SCHG
Compare and contrast key facts about AQR Emerging Multi-Style II Fund (QTELX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
QTELX is managed by AQR Funds. It was launched on Feb 10, 2015. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QTELX or SCHG.
Key characteristics
| QTELX | SCHG | |
|---|---|---|
| YTD Return | 4.49% | 7.21% |
| 1Y Return | 15.29% | 39.61% |
| 3Y Return (Ann) | -5.32% | 8.52% |
| 5Y Return (Ann) | 2.57% | 17.10% |
| Sharpe Ratio | 0.99 | 2.56 |
| Daily Std Dev | 16.01% | 15.79% |
| Max Drawdown | -41.46% | -34.59% |
| Current Drawdown | -17.38% | -4.79% |
Correlation
The correlation between QTELX and SCHG is 0.65, 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. SCHG - Performance Comparison
In the year-to-date period, QTELX achieves a 4.49% return, which is significantly lower than SCHG's 7.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QTELX vs. SCHG - Expense Ratio Comparison
QTELX has a 0.70% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
QTELX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Emerging Multi-Style II Fund (QTELX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
QTELX vs. SCHG - Dividend Comparison
QTELX's dividend yield for the trailing twelve months is around 5.41%, more than SCHG's 0.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QTELX AQR Emerging Multi-Style II Fund | 5.41% | 5.65% | 4.60% | 2.42% | 1.53% | 2.32% | 2.32% | 1.55% | 2.51% | 0.42% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.45% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 0.82% | 1.22% | 1.09% | 1.07% |
Drawdowns
QTELX vs. SCHG - Drawdown Comparison
The maximum QTELX drawdown since its inception was -41.46%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for QTELX and SCHG. For additional features, visit the drawdowns tool.
Volatility
QTELX vs. SCHG - Volatility Comparison
The current volatility for AQR Emerging Multi-Style II Fund (QTELX) is 3.43%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.91%. This indicates that QTELX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.