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STIP vs. QMNIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STIP vs. QMNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-5 Year TIPS Bond ETF (STIP) and AQR Equity Market Neutral Fund Class I (QMNIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STIP achieves a 1.87% return, which is significantly higher than QMNIX's -6.97% return. Over the past 10 years, STIP has underperformed QMNIX with an annualized return of 3.14%, while QMNIX has yielded a comparatively higher 6.17% annualized return.


STIP

1D
-0.02%
1M
-0.09%
YTD
1.87%
6M
1.97%
1Y
4.54%
3Y*
5.26%
5Y*
3.38%
10Y*
3.14%

QMNIX

1D
0.26%
1M
0.09%
YTD
-6.97%
6M
-6.18%
1Y
3.55%
3Y*
18.88%
5Y*
17.62%
10Y*
6.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STIP vs. QMNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STIP
iShares 0-5 Year TIPS Bond ETF
1.87%6.03%4.77%4.63%-3.02%5.68%5.18%4.89%0.54%0.74%
QMNIX
AQR Equity Market Neutral Fund Class I
-6.97%26.54%25.85%16.61%27.26%17.64%-19.62%-11.30%-11.73%5.85%

Correlation

The correlation between STIP and QMNIX is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.16

Correlation (3Y)
Calculated over the trailing 3-year period

-0.13

Correlation (5Y)
Calculated over the trailing 5-year period

-0.10

Correlation (10Y)
Calculated over the trailing 10-year period

-0.08

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

-0.09

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Return for Risk

STIP vs. QMNIX — Risk / Return Rank

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

STIP
STIP Risk / Return Rank: 9595
Overall Rank
STIP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
STIP Omega Ratio Rank: 9595
Omega Ratio Rank
STIP Calmar Ratio Rank: 9595
Calmar Ratio Rank
STIP Martin Ratio Rank: 9595
Martin Ratio Rank

QMNIX
QMNIX Risk / Return Rank: 1010
Overall Rank
QMNIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
QMNIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
QMNIX Omega Ratio Rank: 1111
Omega Ratio Rank
QMNIX Calmar Ratio Rank: 88
Calmar Ratio Rank
QMNIX Martin Ratio Rank: 77
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.

STIP vs. QMNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond ETF (STIP) and AQR Equity Market Neutral Fund Class I (QMNIX). 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.


STIPQMNIXDifference
Sharpe ratioReturn per unit of total volatility

+2.52

Sortino ratioReturn per unit of downside risk

+4.53

Omega ratioGain probability vs. loss probability

1.68

1.12

+0.57

Calmar ratioReturn relative to maximum drawdown

6.63

0.52

+6.11

Martin ratioReturn relative to average drawdown

25.91

1.16

+24.75

STIP vs. QMNIX - Sharpe Ratio Comparison

The current STIP Sharpe Ratio is 3.17, which is higher than the QMNIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of STIP and QMNIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

STIP vs. QMNIX - Drawdown Comparison

The maximum STIP drawdown since its inception was -5.50%, smaller than the maximum QMNIX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for STIP and QMNIX.


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Drawdown Indicators


STIPQMNIXDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

-38.80%

+33.30%

Max Drawdown (1Y)

Largest decline over 1 year

-0.69%

-8.30%

+7.61%

Max Drawdown (3Y)

Largest decline over 3 years

-0.95%

-8.30%

+7.35%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

-13.86%

+8.36%

Max Drawdown (10Y)

Largest decline over 10 years

-5.50%

-38.80%

+33.30%

Current Drawdown

Current decline from peak

-0.20%

-7.26%

+7.06%

Average Drawdown

Average peak-to-trough decline

-0.99%

-10.32%

+9.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

3.70%

-3.52%

Volatility

STIP vs. QMNIX - Volatility Comparison

The current volatility for iShares 0-5 Year TIPS Bond ETF (STIP) is 0.41%, while AQR Equity Market Neutral Fund Class I (QMNIX) has a volatility of 2.56%. This indicates that STIP experiences smaller price fluctuations and is considered to be less risky than QMNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STIPQMNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.41%

2.56%

-2.15%

Volatility (6M)

Calculated over the trailing 6-month period

1.01%

5.19%

-4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

1.45%

6.62%

-5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.74%

9.34%

-6.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.45%

8.28%

-5.83%

STIP vs. QMNIX - Expense Ratio Comparison

STIP has a 0.06% expense ratio, which is lower than QMNIX's 5.48% expense ratio.


Dividends

STIP vs. QMNIX - Dividend Comparison

STIP's dividend yield for the trailing twelve months is around 4.31%, more than QMNIX's 1.51% yield.


PositionTTM20252024202320222021202020192018201720162015
QMNIX
AQR Equity Market Neutral Fund Class I
1.51%1.41%6.10%21.48%5.95%1.39%17.42%3.83%0.48%3.48%1.51%2.57%
STIP
iShares 0-5 Year TIPS Bond ETF
4.31%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%0.00%

Frequently Asked Questions


STIP and QMNIX have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QMNIX has higher volatility (2.56%) compared to STIP (0.41%). In terms of maximum drawdown, STIP dropped -5.50% vs QMNIX's -38.80%.

STIP currently has the higher Sharpe Ratio (3.17 vs 0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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