USD=X vs. QDSNX
USD=X (USD Cash) is a currency, while QDSNX (AQR Diversifying Strategies Fund Class N) is Tactical Allocation fund actively managed by AQR Funds. Over the past 5 years, USD=X returned 0.00%/yr vs 10.72%/yr for QDSNX.
Performance
USD=X vs. QDSNX - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
QDSNX
- 1D
- 0.34%
- 1M
- -0.41%
- YTD
- 4.87%
- 6M
- 6.21%
- 1Y
- 13.30%
- 3Y*
- 12.84%
- 5Y*
- 10.72%
- 10Y*
- —
USD=X vs. QDSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QDSNX AQR Diversifying Strategies Fund Class N | 4.87% | 16.14% | 9.56% | 8.62% | 14.48% | 10.35% | 5.40% |
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Return for Risk
USD=X vs. QDSNX — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QDSNX
USD=X vs. QDSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.
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.
| USD=X | QDSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.52 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 6.97 | — |
| Martin ratioReturn relative to average drawdown | — | 19.53 | — |
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Drawdowns
USD=X vs. QDSNX - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum QDSNX drawdown of -7.15%. Use the drawdown chart below to compare losses from any high point for USD=X and QDSNX.
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Drawdown Indicators
| USD=X | QDSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -7.15% | +7.15% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -1.97% | +1.97% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -6.93% | +6.93% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -7.15% | +7.15% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.41% | +1.41% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -1.45% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 0.70% | -0.70% |
Volatility
USD=X vs. QDSNX - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while AQR Diversifying Strategies Fund Class N (QDSNX) has a volatility of 1.72%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky 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
| USD=X | QDSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 1.72% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 3.68% | -3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 5.06% | -5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 7.64% | -7.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 7.30% | -7.30% |
Frequently Asked Questions
QDSNX has higher volatility (1.72%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs QDSNX's -7.15%.
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