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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AQR International Momentum Style Fund Class N, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
AQR International Momentum Style Fund Class N (AIONX) has returned -3.44% so far this year and 19.65% over the past 12 months. Over the last ten years, AIONX has returned 8.20% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
AQR International Momentum Style Fund Class N
- 1D
- 0.00%
- 1M
- -11.46%
- YTD
- -3.44%
- 6M
- 0.23%
- 1Y
- 19.65%
- 3Y*
- 15.88%
- 5Y*
- 7.99%
- 10Y*
- 8.20%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 2013, AIONX's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, your investment would double in approximately 9.5 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +11.6%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, AIONX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +7.0%, while the worst single day was Mar 12, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.50% | 4.37% | -11.46% | -3.44% | |||||||||
| 2025 | 5.07% | 2.38% | 0.97% | 5.18% | 5.53% | 3.05% | -0.95% | 3.05% | 2.25% | 0.54% | 0.59% | 2.65% | 34.58% |
| 2024 | 1.37% | 5.27% | 4.08% | -4.20% | 5.20% | -0.83% | 1.96% | 2.53% | -0.32% | -4.25% | 1.68% | -3.74% | 8.41% |
| 2023 | 6.55% | -2.74% | 1.69% | 2.64% | -4.13% | 5.56% | 2.25% | -3.71% | -3.61% | -2.74% | 9.81% | 4.90% | 16.39% |
| 2022 | -5.89% | -3.56% | 0.89% | -7.76% | 1.80% | -10.68% | 5.88% | -5.18% | -10.39% | 6.46% | 11.59% | -2.11% | -19.64% |
| 2021 | -1.45% | 0.51% | 1.18% | 3.94% | 3.16% | -1.40% | 1.47% | 2.43% | -3.69% | 4.78% | -3.81% | 4.50% | 11.72% |
Benchmark Metrics
AQR International Momentum Style Fund Class N has an annualized alpha of -2.26%, beta of 0.79, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.
- This fund participated in 91.95% of S&P 500 Index downside but only 72.09% of its upside — more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.26% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -2.26%
- Beta
- 0.79
- R²
- 0.69
- Upside Capture
- 72.09%
- Downside Capture
- 91.95%
Expense Ratio
AIONX has an expense ratio of 0.88%, placing it in the medium range.
Return for Risk
Risk / Return Rank
AIONX ranks 59 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AQR International Momentum Style Fund Class N (AIONX) and compare them to a chosen benchmark (S&P 500 Index).
| AIONX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.90 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.39 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.40 | +0.11 |
Martin ratioReturn relative to average drawdown | 6.01 | 6.61 | -0.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore AIONX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
AQR International Momentum Style Fund Class N provided a 15.14% dividend yield over the last twelve months, with an annual payout of $2.47 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.47 | $2.47 | $3.15 | $1.82 | $0.40 | $0.35 | $0.17 | $0.33 | $0.24 | $0.31 | $0.29 | $0.18 |
Dividend yield | 15.14% | 14.62% | 21.87% | 11.32% | 2.62% | 1.77% | 0.95% | 2.12% | 1.85% | 1.96% | 2.23% | 1.30% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR International Momentum Style Fund Class N. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.47 | $2.47 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.15 | $3.15 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.82 | $1.82 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.40 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.35 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the AQR International Momentum Style Fund Class N. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the AQR International Momentum Style Fund Class N was 32.32%, occurring on Sep 27, 2022. Recovery took 361 trading sessions.
The current AQR International Momentum Style Fund Class N drawdown is 11.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.32% | Nov 15, 2021 | 218 | Sep 27, 2022 | 361 | Mar 6, 2024 | 579 |
| -31.33% | Jan 29, 2018 | 538 | Mar 18, 2020 | 117 | Sep 2, 2020 | 655 |
| -21.57% | Jul 7, 2014 | 405 | Feb 11, 2016 | 370 | Aug 1, 2017 | 775 |
| -12.75% | Mar 20, 2025 | 14 | Apr 8, 2025 | 11 | Apr 24, 2025 | 25 |
| -11.7% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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