QUERX vs. VLISX
Compare and contrast key facts about AQR Large Cap Defensive Style Fund Class R6 (QUERX) and Vanguard Large-Cap Index Fund Institutional Shares (VLISX).
QUERX is an actively managed fund by AQR Funds. It was launched on Jul 9, 2012. VLISX is managed by Vanguard. It was launched on Jun 30, 2005.
Performance
QUERX vs. VLISX - Performance Comparison
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QUERX vs. VLISX - 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% |
VLISX Vanguard Large-Cap Index Fund Institutional Shares | -4.78% | 18.11% | 25.12% | 27.26% | -19.68% | 27.04% | 21.04% | 31.38% | -4.47% | 22.04% |
Returns By Period
In the year-to-date period, QUERX achieves a 1.76% return, which is significantly higher than VLISX's -4.78% return. Over the past 10 years, QUERX has underperformed VLISX with an annualized return of 10.65%, while VLISX has yielded a comparatively higher 14.04% 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%
VLISX
- 1D
- 2.94%
- 1M
- -5.01%
- YTD
- -4.78%
- 6M
- -2.76%
- 1Y
- 17.16%
- 3Y*
- 18.46%
- 5Y*
- 11.30%
- 10Y*
- 14.04%
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QUERX vs. VLISX - Expense Ratio Comparison
QUERX has a 0.31% expense ratio, which is higher than VLISX's 0.04% expense ratio.
Return for Risk
QUERX vs. VLISX — Risk / Return Rank
QUERX
VLISX
QUERX vs. VLISX - 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 Vanguard Large-Cap Index Fund Institutional Shares (VLISX). 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 | VLISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 0.96 | -0.62 |
Sortino ratioReturn per unit of downside risk | 0.56 | 1.48 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 1.50 | -1.05 |
Martin ratioReturn relative to average drawdown | 2.06 | 7.08 | -5.02 |
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 | VLISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.96 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.66 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.77 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.55 | +0.15 |
Correlation
The correlation between QUERX and VLISX is 0.89, 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. VLISX - Dividend Comparison
QUERX's dividend yield for the trailing twelve months is around 22.46%, more than VLISX's 1.13% 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% |
VLISX Vanguard Large-Cap Index Fund Institutional Shares | 1.13% | 1.08% | 1.24% | 1.41% | 1.67% | 1.19% | 1.46% | 1.81% | 2.09% | 1.76% | 1.99% | 1.97% |
Drawdowns
QUERX vs. VLISX - Drawdown Comparison
The maximum QUERX drawdown since its inception was -30.81%, smaller than the maximum VLISX drawdown of -54.48%. Use the drawdown chart below to compare losses from any high point for QUERX and VLISX.
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Drawdown Indicators
| QUERX | VLISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.81% | -54.48% | +23.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -12.17% | +3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -25.65% | +3.61% |
Max Drawdown (10Y)Largest decline over 10 years | -30.81% | -33.97% | +3.16% |
Current DrawdownCurrent decline from peak | -4.33% | -6.52% | +2.19% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -6.78% | +2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 2.58% | -0.63% |
Volatility
QUERX vs. VLISX - Volatility Comparison
The current volatility for AQR Large Cap Defensive Style Fund Class R6 (QUERX) is 2.81%, while Vanguard Large-Cap Index Fund Institutional Shares (VLISX) has a volatility of 5.35%. This indicates that QUERX experiences smaller price fluctuations and is considered to be less risky than VLISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUERX | VLISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 5.35% | -2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 5.75% | 9.58% | -3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 18.43% | -6.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.08% | 17.17% | -4.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 18.19% | -2.96% |