QUERX vs. AUEIX
Compare and contrast key facts about AQR Large Cap Defensive Style Fund Class R6 (QUERX) and AQR Large Cap Defensive Style Fund (AUEIX).
QUERX is an actively managed fund by AQR Funds. It was launched on Jul 9, 2012. AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Performance
QUERX vs. AUEIX - Performance Comparison
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QUERX vs. AUEIX - 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% |
AUEIX AQR Large Cap Defensive Style Fund | 1.76% | 6.95% | 13.85% | 9.49% | -13.81% | 23.52% | 13.10% | 28.63% | -0.27% | 22.14% |
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with QUERX at 1.76% and AUEIX at 1.76%. Both investments have delivered pretty close results over the past 10 years, with QUERX having a 10.65% annualized return and AUEIX not far behind at 10.56%.
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%
AUEIX
- 1D
- 0.96%
- 1M
- -4.32%
- YTD
- 1.76%
- 6M
- -0.28%
- 1Y
- 3.95%
- 3Y*
- 10.04%
- 5Y*
- 6.77%
- 10Y*
- 10.56%
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QUERX vs. AUEIX - Expense Ratio Comparison
QUERX has a 0.31% expense ratio, which is lower than AUEIX's 0.37% expense ratio.
Return for Risk
QUERX vs. AUEIX — Risk / Return Rank
QUERX
AUEIX
QUERX vs. AUEIX - 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 Large Cap Defensive Style Fund (AUEIX). 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 | AUEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 0.34 | 0.00 |
Sortino ratioReturn per unit of downside risk | 0.56 | 0.56 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.08 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 0.55 | -0.10 |
Martin ratioReturn relative to average drawdown | 2.06 | 2.51 | -0.46 |
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 | AUEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.34 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.52 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.70 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.84 | -0.14 |
Correlation
The correlation between QUERX and AUEIX is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QUERX vs. AUEIX - Dividend Comparison
QUERX's dividend yield for the trailing twelve months is around 22.46%, which matches AUEIX's 22.31% 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% |
AUEIX AQR Large Cap Defensive Style Fund | 22.31% | 22.70% | 24.31% | 24.28% | 10.26% | 2.54% | 1.29% | 1.12% | 1.67% | 2.36% | 1.99% | 6.18% |
Drawdowns
QUERX vs. AUEIX - Drawdown Comparison
The maximum QUERX drawdown since its inception was -30.81%, roughly equal to the maximum AUEIX drawdown of -30.82%. Use the drawdown chart below to compare losses from any high point for QUERX and AUEIX.
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Drawdown Indicators
| QUERX | AUEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.81% | -30.82% | +0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -8.94% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -22.08% | +0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -30.81% | -30.82% | +0.01% |
Current DrawdownCurrent decline from peak | -4.33% | -4.32% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -3.44% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.96% | -0.01% |
Volatility
QUERX vs. AUEIX - Volatility Comparison
AQR Large Cap Defensive Style Fund Class R6 (QUERX) and AQR Large Cap Defensive Style Fund (AUEIX) have volatilities of 2.81% and 2.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUERX | AUEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.79% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 5.75% | 5.78% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 12.06% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.08% | 13.07% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 15.21% | +0.02% |