VOLSX vs. AQMIX

In the year-to-date period, VOLSX achieves a -13.58% return, which is significantly lower than AQMIX's 2.69% return.

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VOLSX has a 1.75% expense ratio, which is higher than AQMIX's 1.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for ABR 75/25 Volatility Fund (VOLSX) and AQR Managed Futures Strategy Fund (AQMIX). 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.

The current VOLSX Sharpe Ratio is -0.31, which is lower than the AQMIX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of VOLSX and AQMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VOLSX's dividend yield for the trailing twelve months is around 2.59%, less than AQMIX's 3.73% yield.

The maximum VOLSX drawdown since its inception was -35.10%, which is greater than AQMIX's maximum drawdown of -26.54%. Use the drawdown chart below to compare losses from any high point for VOLSX and AQMIX.

ABR 75/25 Volatility Fund (VOLSX) has a higher volatility of 8.41% compared to AQR Managed Futures Strategy Fund (AQMIX) at 3.40%. This indicates that VOLSX's price experiences larger fluctuations and is considered to be riskier than AQMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.