SRRIX vs. QDSIX
Compare and contrast key facts about Stone Ridge Reinsurance Risk Premium Interval Fund (SRRIX) and AQR Diversifying Strategies Fund (QDSIX).
SRRIX is an actively managed fund by Stone Ridge. It was launched on Dec 9, 2013. QDSIX is managed by AQR Funds. It was launched on Jun 7, 2020.
Performance
SRRIX vs. QDSIX - Performance Comparison
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SRRIX vs. QDSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SRRIX Stone Ridge Reinsurance Risk Premium Interval Fund | 5.11% | 29.63% | 33.14% | 44.73% | 5.10% | -6.47% | 3.50% |
QDSIX AQR Diversifying Strategies Fund | 2.86% | 16.36% | 9.71% | 8.88% | 14.69% | 10.64% | 5.50% |
Returns By Period
In the year-to-date period, SRRIX achieves a 5.11% return, which is significantly higher than QDSIX's 2.86% return.
SRRIX
- 1D
- 0.09%
- 1M
- 1.18%
- YTD
- 5.11%
- 6M
- 16.38%
- 1Y
- 37.45%
- 3Y*
- 34.43%
- 5Y*
- 21.42%
- 10Y*
- 8.43%
QDSIX
- 1D
- 0.21%
- 1M
- -1.30%
- YTD
- 2.86%
- 6M
- 5.69%
- 1Y
- 12.12%
- 3Y*
- 12.66%
- 5Y*
- 11.13%
- 10Y*
- —
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SRRIX vs. QDSIX - Expense Ratio Comparison
SRRIX has a 2.35% expense ratio, which is higher than QDSIX's 0.20% expense ratio.
Return for Risk
SRRIX vs. QDSIX — Risk / Return Rank
SRRIX
QDSIX
SRRIX vs. QDSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stone Ridge Reinsurance Risk Premium Interval Fund (SRRIX) 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.
| SRRIX | QDSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 14.17 | 1.96 | +12.22 |
Sortino ratioReturn per unit of downside risk | 44.31 | 2.47 | +41.84 |
Omega ratioGain probability vs. loss probability | 21.63 | 1.41 | +20.22 |
Calmar ratioReturn relative to maximum drawdown | 68.68 | 2.24 | +66.44 |
Martin ratioReturn relative to average drawdown | 615.32 | 9.64 | +605.67 |
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
| SRRIX | QDSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 14.17 | 1.96 | +12.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.54 | 1.46 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 1.61 | -0.76 |
Correlation
The correlation between SRRIX and QDSIX is 0.01, 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
SRRIX vs. QDSIX - Dividend Comparison
SRRIX's dividend yield for the trailing twelve months is around 19.16%, more than QDSIX's 2.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRRIX Stone Ridge Reinsurance Risk Premium Interval Fund | 19.16% | 20.14% | 21.58% | 20.02% | 0.00% | 0.00% | 0.38% | 1.06% | 2.32% | 0.10% | 6.16% | 8.41% |
QDSIX AQR Diversifying Strategies Fund | 2.17% | 2.23% | 0.00% | 11.35% | 8.22% | 6.07% | 1.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SRRIX vs. QDSIX - Drawdown Comparison
The maximum SRRIX drawdown since its inception was -27.22%, which is greater than QDSIX's maximum drawdown of -7.06%. Use the drawdown chart below to compare losses from any high point for SRRIX and QDSIX.
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Drawdown Indicators
| SRRIX | QDSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.22% | -7.06% | -20.16% |
Max Drawdown (1Y)Largest decline over 1 year | -0.55% | -5.53% | +4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -17.26% | -7.06% | -10.20% |
Max Drawdown (10Y)Largest decline over 10 years | -27.22% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.30% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -10.04% | -1.48% | -8.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.06% | 1.28% | -1.22% |
Volatility
SRRIX vs. QDSIX - Volatility Comparison
The current volatility for Stone Ridge Reinsurance Risk Premium Interval Fund (SRRIX) is 0.15%, while AQR Diversifying Strategies Fund (QDSIX) has a volatility of 1.56%. This indicates that SRRIX experiences smaller price fluctuations and is considered to be less risky than QDSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRRIX | QDSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.15% | 1.56% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 2.20% | 3.73% | -1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.69% | 6.36% | -3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.95% | 7.64% | +6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.01% | 7.39% | +3.62% |