SMIDX vs. QDSNX
Compare and contrast key facts about SMI Dynamic Allocation Fund (SMIDX) and AQR Diversifying Strategies Fund Class N (QDSNX).
SMIDX is managed by SMI Funds. It was launched on Feb 27, 2013. QDSNX is an actively managed fund by AQR Funds. It was launched on Jun 8, 2020.
Performance
SMIDX vs. QDSNX - Performance Comparison
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SMIDX vs. QDSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SMIDX SMI Dynamic Allocation Fund | 1.80% | 22.50% | 12.76% | 8.39% | -19.12% | 14.00% | 6.18% |
QDSNX AQR Diversifying Strategies Fund Class N | 4.01% | 16.14% | 9.56% | 8.62% | 14.48% | 10.35% | 5.40% |
Returns By Period
In the year-to-date period, SMIDX achieves a 1.80% return, which is significantly lower than QDSNX's 4.01% return.
SMIDX
- 1D
- -0.44%
- 1M
- -4.36%
- YTD
- 1.80%
- 6M
- 5.48%
- 1Y
- 24.30%
- 3Y*
- 12.69%
- 5Y*
- 6.48%
- 10Y*
- 6.05%
QDSNX
- 1D
- 0.28%
- 1M
- 0.69%
- YTD
- 4.01%
- 6M
- 6.93%
- 1Y
- 13.49%
- 3Y*
- 12.63%
- 5Y*
- 11.13%
- 10Y*
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SMIDX vs. QDSNX - Expense Ratio Comparison
SMIDX has a 1.19% expense ratio, which is lower than QDSNX's 3.30% expense ratio.
Return for Risk
SMIDX vs. QDSNX — Risk / Return Rank
SMIDX
QDSNX
SMIDX vs. QDSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SMI Dynamic Allocation Fund (SMIDX) and AQR Diversifying Strategies Fund Class N (QDSNX). 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.
| SMIDX | QDSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 2.02 | -0.35 |
Sortino ratioReturn per unit of downside risk | 2.31 | 2.55 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.42 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.30 | +0.24 |
Martin ratioReturn relative to average drawdown | 10.24 | 9.86 | +0.38 |
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
| SMIDX | QDSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 2.02 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.46 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.61 | -1.07 |
Correlation
The correlation between SMIDX and QDSNX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SMIDX vs. QDSNX - Dividend Comparison
SMIDX's dividend yield for the trailing twelve months is around 11.62%, more than QDSNX's 1.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMIDX SMI Dynamic Allocation Fund | 11.62% | 11.83% | 6.43% | 0.19% | 0.00% | 7.91% | 5.32% | 1.22% | 1.53% | 0.92% | 0.25% | 1.27% |
QDSNX AQR Diversifying Strategies Fund Class N | 1.91% | 1.99% | 0.00% | 11.18% | 8.01% | 5.99% | 1.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SMIDX vs. QDSNX - Drawdown Comparison
The maximum SMIDX drawdown since its inception was -21.99%, which is greater than QDSNX's maximum drawdown of -7.15%. Use the drawdown chart below to compare losses from any high point for SMIDX and QDSNX.
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Drawdown Indicators
| SMIDX | QDSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.99% | -7.15% | -14.84% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -1.97% | -6.76% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -7.15% | -14.84% |
Max Drawdown (10Y)Largest decline over 10 years | -21.99% | — | — |
Current DrawdownCurrent decline from peak | -5.89% | -0.14% | -5.75% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -1.49% | -4.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 1.28% | +0.89% |
Volatility
SMIDX vs. QDSNX - Volatility Comparison
SMI Dynamic Allocation Fund (SMIDX) has a higher volatility of 5.39% compared to AQR Diversifying Strategies Fund Class N (QDSNX) at 1.46%. This indicates that SMIDX's price experiences larger fluctuations and is considered to be riskier than QDSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMIDX | QDSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 1.46% | +3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.15% | 3.73% | +6.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 6.32% | +6.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.64% | 7.63% | +3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.08% | 7.37% | +2.71% |