PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

AQR International Momentum Style Fund (AIMOX) Sortino Ratio

Mutual Fund · Currency in USD · Last updated Jun 5, 2026

The fund pursues a momentum investment style by investing primarily in equity or equity-related securities (including, but not limited to, exchange-traded funds, equity index futures, equity index swaps, depositary receipts and real estate investment trusts or securities with similar characteristics) of non-U.S. companies that the Adviser determines to have positive momentum. The Adviser considers a security to have positive momentum primarily if it has outperformed other securities on a relative basis over a recent time period. The fund invests significantly in common stocks.

Sortino ratio is not yet available for AIMOX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares AQR International Momentum Style Fund's Sortino Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how AIMOX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
THOIXThornburg Global Opportunities Fund4.94
SWRLXTouchstone International Equity Fund4.55
TIVFXAmerican Beacon Tocqueville International Value Fund4.41
SAHMXSA International Value Fund4.40
DCINXDunham International Stock Fund4.32
DFWVXDFA World ex U.S. Value Portfolio Fund4.30
PTSIXPIMCO RAE PLUS International Fund4.25
GTMIXGMO Tax-Managed International Equities Fund4.11
SFNNXSchwab Fundamental International Large Company Index Fund4.05
SIDNXHartford Schroders International Multi-Cap Value Fund4.04
AIMOXAQR International Momentum Style Fund—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows AIMOX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AIMOX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sortino Ratio Calculator

IHow does AIMOX fit in your portfolio?

Add your other holdings to see your portfolio's Sortino Ratio and find out.

Analyze Your Portfolio