VTI vs. QDSIX
VTI (Vanguard Total Stock Market ETF) and QDSIX (AQR Diversifying Strategies Fund) are both funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while QDSIX is a Multistrategy fund managed by AQR Funds. Over the past 5 years, VTI returned 12.20%/yr vs 10.94%/yr for QDSIX. At a 0.16 correlation, their price movements are largely independent. VTI charges 0.03%/yr vs 0.20%/yr for QDSIX.
Performance
VTI vs. QDSIX - Performance Comparison
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Returns By Period
In the year-to-date period, VTI achieves a 9.62% return, which is significantly higher than QDSIX's 5.00% return.
VTI
- 1D
- 0.57%
- 1M
- -0.28%
- YTD
- 9.62%
- 6M
- 9.69%
- 1Y
- 26.27%
- 3Y*
- 20.60%
- 5Y*
- 12.20%
- 10Y*
- 15.02%
QDSIX
- 1D
- 0.34%
- 1M
- -0.27%
- YTD
- 5.00%
- 6M
- 6.36%
- 1Y
- 13.68%
- 3Y*
- 13.04%
- 5Y*
- 10.94%
- 10Y*
- —
VTI vs. QDSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 9.62% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.23% |
QDSIX AQR Diversifying Strategies Fund | 5.00% | 16.36% | 9.71% | 8.88% | 14.69% | 10.64% | 5.50% |
Correlation
The correlation between VTI and QDSIX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2020 | 0.16 |
Over the past year, VTI and QDSIX have become more correlated (0.44) than their long-term average of 0.16, meaning their price movements have been converging.
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Return for Risk
VTI vs. QDSIX — Risk / Return Rank
VTI
QDSIX
VTI vs. QDSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) 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.
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.
| VTI | QDSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.52 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 7.16 | -4.37 |
| Martin ratioReturn relative to average drawdown | 12.52 | 20.24 | -7.73 |
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Drawdowns
VTI vs. QDSIX - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, which is greater than QDSIX's maximum drawdown of -7.06%. Use the drawdown chart below to compare losses from any high point for VTI and QDSIX.
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Drawdown Indicators
| VTI | QDSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.45% | -7.06% | -48.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -1.96% | -6.96% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -6.90% | -12.40% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -7.06% | -18.30% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | — | — |
Current DrawdownCurrent decline from peak | -2.14% | -1.41% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -1.44% | -6.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 0.69% | +1.30% |
Volatility
VTI vs. QDSIX - Volatility Comparison
Vanguard Total Stock Market ETF (VTI) has a higher volatility of 4.50% compared to AQR Diversifying Strategies Fund (QDSIX) at 1.73%. This indicates that VTI's price experiences larger fluctuations and is considered to be riskier 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
| VTI | QDSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 1.73% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 3.72% | +6.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 5.11% | +7.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 7.65% | +9.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 7.32% | +11.01% |
VTI vs. QDSIX - Expense Ratio Comparison
VTI has a 0.03% expense ratio, which is lower than QDSIX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VTI vs. QDSIX - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.03%, less than QDSIX's 2.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDSIX AQR Diversifying Strategies Fund | 2.13% | 2.23% | 0.00% | 11.35% | 8.22% | 6.07% | 1.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
VTI and QDSIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTI has higher volatility (4.50%) compared to QDSIX (1.73%). In terms of maximum drawdown, VTI dropped -55.45% vs QDSIX's -7.06%.
QDSIX currently has the higher Sharpe Ratio (2.74 vs 1.97), 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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