SPATX vs. QSPRX
Compare and contrast key facts about Symmetry Panoramic Alternatives Fund (SPATX) and AQR Style Premia Alternative R6 (QSPRX).
SPATX is managed by Symmetry Partners. It was launched on Nov 11, 2018. QSPRX is an actively managed fund by AQR. It was launched on Sep 2, 2014.
Performance
SPATX vs. QSPRX - Performance Comparison
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SPATX vs. QSPRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPATX Symmetry Panoramic Alternatives Fund | 5.61% | 11.09% | 1.50% | 11.90% | 12.80% | 5.86% | 3.42% | -0.00% | 0.64% |
QSPRX AQR Style Premia Alternative R6 | 9.99% | 14.94% | 21.60% | 12.50% | 30.90% | 25.14% | -21.91% | -8.10% | -5.32% |
Returns By Period
In the year-to-date period, SPATX achieves a 5.61% return, which is significantly lower than QSPRX's 9.99% return.
SPATX
- 1D
- -0.08%
- 1M
- 1.80%
- YTD
- 5.61%
- 6M
- 7.78%
- 1Y
- 12.02%
- 3Y*
- 10.44%
- 5Y*
- 8.54%
- 10Y*
- —
QSPRX
- 1D
- -0.10%
- 1M
- 3.90%
- YTD
- 9.99%
- 6M
- 12.27%
- 1Y
- 14.10%
- 3Y*
- 20.09%
- 5Y*
- 18.79%
- 10Y*
- 7.15%
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SPATX vs. QSPRX - Expense Ratio Comparison
SPATX has a 0.50% expense ratio, which is lower than QSPRX's 5.79% expense ratio.
Return for Risk
SPATX vs. QSPRX — Risk / Return Rank
SPATX
QSPRX
SPATX vs. QSPRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Alternatives Fund (SPATX) and AQR Style Premia Alternative R6 (QSPRX). 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.
| SPATX | QSPRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.00 | 1.43 | +1.57 |
Sortino ratioReturn per unit of downside risk | 3.92 | 1.94 | +1.98 |
Omega ratioGain probability vs. loss probability | 1.66 | 1.26 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 3.88 | 1.77 | +2.10 |
Martin ratioReturn relative to average drawdown | 16.81 | 5.37 | +11.45 |
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
| SPATX | QSPRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.00 | 1.43 | +1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.38 | 1.18 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | 0.57 | +0.60 |
Correlation
The correlation between SPATX and QSPRX is 0.59, 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
SPATX vs. QSPRX - Dividend Comparison
SPATX's dividend yield for the trailing twelve months is around 2.88%, more than QSPRX's 2.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPATX Symmetry Panoramic Alternatives Fund | 2.88% | 3.05% | 2.65% | 6.16% | 6.22% | 2.08% | 0.00% | 1.87% | 2.33% | 0.00% | 0.00% | 0.00% |
QSPRX AQR Style Premia Alternative R6 | 2.39% | 2.63% | 6.99% | 23.75% | 22.67% | 12.85% | 0.00% | 1.62% | 1.09% | 7.15% | 1.74% | 5.87% |
Drawdowns
SPATX vs. QSPRX - Drawdown Comparison
The maximum SPATX drawdown since its inception was -11.67%, smaller than the maximum QSPRX drawdown of -41.22%. Use the drawdown chart below to compare losses from any high point for SPATX and QSPRX.
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Drawdown Indicators
| SPATX | QSPRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.67% | -41.22% | +29.55% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -8.17% | +5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -5.89% | -17.17% | +11.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.22% | — |
Current DrawdownCurrent decline from peak | -0.08% | -0.10% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -1.73% | -10.21% | +8.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 2.70% | -1.97% |
Volatility
SPATX vs. QSPRX - Volatility Comparison
The current volatility for Symmetry Panoramic Alternatives Fund (SPATX) is 1.26%, while AQR Style Premia Alternative R6 (QSPRX) has a volatility of 2.52%. This indicates that SPATX experiences smaller price fluctuations and is considered to be less risky than QSPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPATX | QSPRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 2.52% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 6.54% | -4.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.13% | 10.13% | -6.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.23% | 16.03% | -9.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.08% | 12.80% | -6.72% |