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SGRT vs. QDSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGRT vs. QDSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMART Earnings Growth 30 ETF (SGRT) and AQR Diversifying Strategies Fund (QDSIX). The values are adjusted to include any dividend payments, if applicable.

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SGRT vs. QDSIX - Yearly Performance Comparison


2026 (YTD)2025
SGRT
SMART Earnings Growth 30 ETF
6.68%25.25%
QDSIX
AQR Diversifying Strategies Fund
2.86%6.18%

Returns By Period

In the year-to-date period, SGRT achieves a 6.68% return, which is significantly higher than QDSIX's 2.86% return.


SGRT

1D
4.18%
1M
-8.35%
YTD
6.68%
6M
13.46%
1Y
3Y*
5Y*
10Y*

QDSIX

1D
0.21%
1M
-1.30%
YTD
2.86%
6M
5.69%
1Y
12.12%
3Y*
12.66%
5Y*
11.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SGRT vs. QDSIX - Expense Ratio Comparison

SGRT has a 0.59% expense ratio, which is higher than QDSIX's 0.20% expense ratio.


Return for Risk

SGRT vs. QDSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGRT

QDSIX
QDSIX Risk / Return Rank: 8989
Overall Rank
QDSIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
QDSIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
QDSIX Omega Ratio Rank: 9090
Omega Ratio Rank
QDSIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
QDSIX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGRT vs. QDSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMART Earnings Growth 30 ETF (SGRT) and AQR Diversifying Strategies Fund (QDSIX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SGRT vs. QDSIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SGRTQDSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.89

1.61

+0.27

Correlation

The correlation between SGRT and QDSIX is 0.49, 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.


Dividends

SGRT vs. QDSIX - Dividend Comparison

SGRT's dividend yield for the trailing twelve months is around 0.15%, less than QDSIX's 2.17% yield.


TTM202520242023202220212020
SGRT
SMART Earnings Growth 30 ETF
0.15%0.16%0.00%0.00%0.00%0.00%0.00%
QDSIX
AQR Diversifying Strategies Fund
2.17%2.23%0.00%11.35%8.22%6.07%1.93%

Drawdowns

SGRT vs. QDSIX - Drawdown Comparison

The maximum SGRT drawdown since its inception was -17.87%, which is greater than QDSIX's maximum drawdown of -7.06%. Use the drawdown chart below to compare losses from any high point for SGRT and QDSIX.


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Drawdown Indicators


SGRTQDSIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.87%

-7.06%

-10.81%

Max Drawdown (1Y)

Largest decline over 1 year

-5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-7.06%

Current Drawdown

Current decline from peak

-9.53%

-1.30%

-8.23%

Average Drawdown

Average peak-to-trough decline

-3.50%

-1.48%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

Volatility

SGRT vs. QDSIX - Volatility Comparison


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Volatility by Period


SGRTQDSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

Volatility (6M)

Calculated over the trailing 6-month period

3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

32.55%

6.36%

+26.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.55%

7.64%

+24.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.55%

7.39%

+25.16%