RWMGX vs. QUERX
Compare and contrast key facts about American Funds Washington Mutual Investors Fund Class R-6 (RWMGX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX).
RWMGX is managed by American Funds. QUERX is an actively managed fund by AQR Funds. It was launched on Jul 9, 2012.
Performance
RWMGX vs. QUERX - Performance Comparison
Loading graphics...
RWMGX vs. QUERX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWMGX American Funds Washington Mutual Investors Fund Class R-6 | -2.79% | 17.56% | 19.35% | 17.58% | -8.17% | 28.84% | 8.02% | 25.78% | -5.91% | 20.38% |
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% |
Returns By Period
In the year-to-date period, RWMGX achieves a -2.79% return, which is significantly lower than QUERX's 1.76% return. Over the past 10 years, RWMGX has outperformed QUERX with an annualized return of 12.49%, while QUERX has yielded a comparatively lower 10.65% annualized return.
RWMGX
- 1D
- 0.32%
- 1M
- -4.45%
- YTD
- -2.79%
- 6M
- -0.98%
- 1Y
- 13.17%
- 3Y*
- 16.60%
- 5Y*
- 11.59%
- 10Y*
- 12.49%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RWMGX vs. QUERX - Expense Ratio Comparison
RWMGX has a 0.27% expense ratio, which is lower than QUERX's 0.31% expense ratio.
Return for Risk
RWMGX vs. QUERX — Risk / Return Rank
RWMGX
QUERX
RWMGX vs. QUERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds Washington Mutual Investors Fund Class R-6 (RWMGX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX). 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.
| RWMGX | QUERX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.34 | +0.56 |
Sortino ratioReturn per unit of downside risk | 1.39 | 0.56 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.08 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 0.45 | +0.88 |
Martin ratioReturn relative to average drawdown | 5.89 | 2.06 | +3.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RWMGX | QUERX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.34 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.53 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.70 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.70 | +0.09 |
Correlation
The correlation between RWMGX and QUERX is 0.90, 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
RWMGX vs. QUERX - Dividend Comparison
RWMGX's dividend yield for the trailing twelve months is around 10.71%, less than QUERX's 22.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWMGX American Funds Washington Mutual Investors Fund Class R-6 | 10.71% | 10.36% | 10.36% | 6.42% | 6.63% | 6.33% | 3.35% | 6.91% | 4.67% | 7.52% | 6.66% | 6.55% |
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% |
Drawdowns
RWMGX vs. QUERX - Drawdown Comparison
The maximum RWMGX drawdown since its inception was -34.64%, which is greater than QUERX's maximum drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for RWMGX and QUERX.
Loading graphics...
Drawdown Indicators
| RWMGX | QUERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.64% | -30.81% | -3.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.35% | -8.92% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -18.46% | -22.04% | +3.58% |
Max Drawdown (10Y)Largest decline over 10 years | -34.64% | -30.81% | -3.83% |
Current DrawdownCurrent decline from peak | -6.02% | -4.33% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -3.14% | -3.95% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 1.95% | +0.40% |
Volatility
RWMGX vs. QUERX - Volatility Comparison
American Funds Washington Mutual Investors Fund Class R-6 (RWMGX) has a higher volatility of 4.36% compared to AQR Large Cap Defensive Style Fund Class R6 (QUERX) at 2.81%. This indicates that RWMGX's price experiences larger fluctuations and is considered to be riskier than QUERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RWMGX | QUERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 2.81% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.29% | 5.75% | +2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.29% | 12.05% | +3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 13.08% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 15.23% | +1.09% |