TRTY vs. AQRIX
Compare and contrast key facts about Cambria Trinity ETF (TRTY) and AQR Multi-Asset Fund (AQRIX).
TRTY is a passively managed fund by Cambria that tracks the performance of the Cambria Trinity Index. It was launched on Sep 10, 2018. AQRIX is managed by AQR Funds. It was launched on Sep 29, 2010.
Performance
TRTY vs. AQRIX - Performance Comparison
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TRTY vs. AQRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TRTY Cambria Trinity ETF | 6.05% | 16.35% | 3.89% | 3.97% | -3.30% | 15.73% | 1.68% | 8.36% | -5.74% |
AQRIX AQR Multi-Asset Fund | 2.01% | 18.71% | 10.45% | 11.59% | -10.54% | 14.35% | 2.68% | 21.03% | -4.42% |
Returns By Period
In the year-to-date period, TRTY achieves a 6.05% return, which is significantly higher than AQRIX's 2.01% return.
TRTY
- 1D
- 0.43%
- 1M
- -2.77%
- YTD
- 6.05%
- 6M
- 9.36%
- 1Y
- 21.09%
- 3Y*
- 10.45%
- 5Y*
- 6.47%
- 10Y*
- —
AQRIX
- 1D
- 1.75%
- 1M
- -4.47%
- YTD
- 2.01%
- 6M
- 4.67%
- 1Y
- 14.84%
- 3Y*
- 12.69%
- 5Y*
- 8.26%
- 10Y*
- 8.00%
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TRTY vs. AQRIX - Expense Ratio Comparison
TRTY has a 0.44% expense ratio, which is lower than AQRIX's 0.80% expense ratio.
Return for Risk
TRTY vs. AQRIX — Risk / Return Rank
TRTY
AQRIX
TRTY vs. AQRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Trinity ETF (TRTY) and AQR Multi-Asset Fund (AQRIX). 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.
| TRTY | AQRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 1.31 | +0.62 |
Sortino ratioReturn per unit of downside risk | 2.48 | 1.77 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.26 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.86 | 1.71 | +1.14 |
Martin ratioReturn relative to average drawdown | 13.45 | 7.30 | +6.16 |
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
| TRTY | AQRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.31 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.78 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.75 | -0.18 |
Correlation
The correlation between TRTY and AQRIX is 0.63, 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
TRTY vs. AQRIX - Dividend Comparison
TRTY's dividend yield for the trailing twelve months is around 3.12%, less than AQRIX's 3.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRTY Cambria Trinity ETF | 3.12% | 2.86% | 3.55% | 3.24% | 5.17% | 4.52% | 1.99% | 2.64% | 1.07% | 0.00% | 0.00% | 0.00% |
AQRIX AQR Multi-Asset Fund | 3.78% | 3.85% | 1.72% | 2.40% | 6.82% | 6.39% | 1.09% | 6.65% | 7.36% | 10.49% | 7.08% | 2.51% |
Drawdowns
TRTY vs. AQRIX - Drawdown Comparison
The maximum TRTY drawdown since its inception was -22.35%, which is greater than AQRIX's maximum drawdown of -19.37%. Use the drawdown chart below to compare losses from any high point for TRTY and AQRIX.
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Drawdown Indicators
| TRTY | AQRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.35% | -19.37% | -2.98% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -9.52% | +2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -13.72% | -19.37% | +5.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.37% | — |
Current DrawdownCurrent decline from peak | -3.08% | -5.14% | +2.06% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -4.86% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.24% | -0.64% |
Volatility
TRTY vs. AQRIX - Volatility Comparison
The current volatility for Cambria Trinity ETF (TRTY) is 3.96%, while AQR Multi-Asset Fund (AQRIX) has a volatility of 4.72%. This indicates that TRTY experiences smaller price fluctuations and is considered to be less risky than AQRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRTY | AQRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 4.72% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 8.55% | 7.83% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.98% | 12.04% | -1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.74% | 10.64% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.47% | 9.76% | +0.71% |