QUERX vs. AQMIX
Compare and contrast key facts about AQR Large Cap Defensive Style Fund Class R6 (QUERX) and AQR Managed Futures Strategy Fund (AQMIX).
QUERX is an actively managed fund by AQR Funds. It was launched on Jul 9, 2012. AQMIX is managed by AQR Funds. It was launched on Jan 5, 2010.
Performance
QUERX vs. AQMIX - Performance Comparison
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QUERX vs. AQMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QUERX AQR Large Cap Defensive Style Fund Class R6 | 1.76% | 6.98% | 13.98% | 9.55% | -13.73% | 23.56% | 13.20% | 28.82% | -0.21% | 22.22% |
AQMIX AQR Managed Futures Strategy Fund | 9.72% | 14.62% | 8.13% | 2.08% | 35.47% | -1.04% | -0.43% | 1.92% | -8.88% | -0.97% |
Returns By Period
In the year-to-date period, QUERX achieves a 1.76% return, which is significantly lower than AQMIX's 9.72% return. Over the past 10 years, QUERX has outperformed AQMIX with an annualized return of 10.65%, while AQMIX has yielded a comparatively lower 4.43% annualized return.
QUERX
- 1D
- 0.96%
- 1M
- -4.33%
- YTD
- 1.76%
- 6M
- -0.27%
- 1Y
- 3.98%
- 3Y*
- 10.10%
- 5Y*
- 6.84%
- 10Y*
- 10.65%
AQMIX
- 1D
- -0.47%
- 1M
- 0.96%
- YTD
- 9.72%
- 6M
- 12.93%
- 1Y
- 20.27%
- 3Y*
- 13.32%
- 5Y*
- 12.58%
- 10Y*
- 4.43%
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QUERX vs. AQMIX - Expense Ratio Comparison
QUERX has a 0.31% expense ratio, which is lower than AQMIX's 1.25% expense ratio.
Return for Risk
QUERX vs. AQMIX — Risk / Return Rank
QUERX
AQMIX
QUERX vs. AQMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund Class R6 (QUERX) and AQR Managed Futures Strategy Fund (AQMIX). 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.
| QUERX | AQMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 2.16 | -1.81 |
Sortino ratioReturn per unit of downside risk | 0.56 | 2.71 | -2.15 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.40 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 3.92 | -3.47 |
Martin ratioReturn relative to average drawdown | 2.06 | 11.52 | -9.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QUERX | AQMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 2.16 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 1.10 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.43 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.41 | +0.29 |
Correlation
The correlation between QUERX and AQMIX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
QUERX vs. AQMIX - Dividend Comparison
QUERX's dividend yield for the trailing twelve months is around 22.46%, more than AQMIX's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUERX AQR Large Cap Defensive Style Fund Class R6 | 22.46% | 22.86% | 24.47% | 24.43% | 10.37% | 2.62% | 1.37% | 1.18% | 1.74% | 2.45% | 2.06% | 6.28% |
AQMIX AQR Managed Futures Strategy Fund | 2.06% | 2.26% | 3.83% | 8.39% | 12.76% | 6.94% | 5.31% | 3.13% | 0.00% | 0.00% | 0.02% | 6.51% |
Drawdowns
QUERX vs. AQMIX - Drawdown Comparison
The maximum QUERX drawdown since its inception was -30.81%, which is greater than AQMIX's maximum drawdown of -26.52%. Use the drawdown chart below to compare losses from any high point for QUERX and AQMIX.
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Drawdown Indicators
| QUERX | AQMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.81% | -26.52% | -4.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -5.45% | -3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -13.57% | -8.47% |
Max Drawdown (10Y)Largest decline over 10 years | -30.81% | -23.34% | -7.47% |
Current DrawdownCurrent decline from peak | -4.33% | -0.94% | -3.39% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -10.10% | +6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.85% | +0.10% |
Volatility
QUERX vs. AQMIX - Volatility Comparison
AQR Large Cap Defensive Style Fund Class R6 (QUERX) has a higher volatility of 2.81% compared to AQR Managed Futures Strategy Fund (AQMIX) at 2.58%. This indicates that QUERX's price experiences larger fluctuations and is considered to be riskier than AQMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUERX | AQMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.58% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 5.75% | 6.71% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 9.62% | +2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.08% | 11.55% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 10.36% | +4.87% |