SGRT vs. QDSIX

Last updated Aug 2, 2026

SGRT (SMART Earnings Growth ETF) and QDSIX (AQR Diversifying Strategies Fund - Class I) are both funds - SGRT is a Large Cap Growth Equities fund, while QDSIX is a Multistrategy fund managed by AQR. Their 0.50 correlation means they have sometimes moved together and sometimes differently. SGRT charges 0.59%/yr vs 1.23%/yr for QDSIX.

Performance

SGRT vs. QDSIX - Performance Comparison

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

Returns By Period

In the year-to-date period, SGRT achieves a 25.07% return, which is significantly higher than QDSIX's 5.50% return.

SGRT

• 1D: -0.19%
• 1M: -7.04%
• 6M: 20.49%
• YTD: 25.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

QDSIX

• 1D: 0.61%
• 1M: 2.21%
• 6M: 3.50%
• YTD: 5.50%
• 1Y: 13.88%
• 3Y*: 12.16%
• 5Y*: 11.24%
• 10Y*: —
• ALL TIME*: 11.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
QDSIX AQR Diversifying Strategies Fund - Class I	$0.00	$0.00	$0.00
SGRT SMART Earnings Growth ETF	$998.46K	$1.36M	$2.23M

SGRT vs. QDSIX - Yearly Performance Comparison

	2026 (YTD)	2025
SGRT SMART Earnings Growth ETF	25.07%	26.83%
QDSIX AQR Diversifying Strategies Fund - Class I	5.50%	6.66%

Correlation

The correlation between SGRT and QDSIX is 0.50, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 20, 2025	0.50

Return for Risk

SGRT vs. QDSIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SGRT

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

QDSIX

QDSIX Risk / Return Rank: 92
QDSIX Sharpe Ratio Rank: 93
QDSIX Sortino Ratio Rank: 92
QDSIX Omega Ratio Rank: 88
QDSIX Calmar Ratio Rank: 95
QDSIX Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SGRT vs. QDSIX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SGRT	QDSIX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.43	—
Sortino ratio: Return per unit of downside risk	—	3.56	—
Omega ratio: Gain probability vs. loss probability	—	1.45	—
Calmar ratio: Return relative to maximum drawdown	—	4.21	—
Martin ratio: Return relative to average drawdown	—	13.94	—

Drawdowns

SGRT vs. QDSIX - Drawdown Comparison

The maximum SGRT drawdown since its inception was -24.98%, 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.

Drawdown Indicators

	SGRT	QDSIX	Difference
Max Drawdown Largest peak-to-trough decline	-24.98%	-7.06%	-17.92%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.08%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-6.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-7.06%	—
Current Drawdown Current decline from peak	-18.61%	-0.94%	-17.67%
Average Drawdown Average peak-to-trough decline	-4.25%	-1.44%	-2.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.93%	—

Volatility

Volatility by Period

	SGRT	QDSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.81%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	38.93%	5.36%	+33.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.93%	7.63%	+31.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.93%	7.30%	+31.63%

SGRT vs. QDSIX - Expense Ratio Comparison

SGRT has a 0.59% expense ratio, which is lower than QDSIX's 1.23% expense ratio.

Dividends

SGRT vs. QDSIX - Dividend Comparison

SGRT's dividend yield for the trailing twelve months is around 0.13%, less than QDSIX's 2.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
QDSIX AQR Diversifying Strategies Fund - Class I	2.12%	2.23%	0.00%	11.35%	8.22%	6.07%	1.93%
SGRT SMART Earnings Growth ETF	0.13%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SGRT and QDSIX in my portfolio?

SGRT and QDSIX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.