AQR Large Cap Momentum Style Fund (AMOMX)
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 and real estate investment trusts) of large-cap companies traded on a principal U.S. exchange or over-the-counter market that the Adviser determines to have positive momentum. Under normal market circumstances, it will invest at least 80% of its net assets (including any borrowings for investment purposes) in large-cap U.S. companies.
Fund Info
US00203H7017
00203H701
Jul 9, 2009
$5,000,000
Large-Cap
Growth
Expense Ratio
AMOMX has an expense ratio of 0.41%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AQR Large Cap Momentum Style Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
AQR Large Cap Momentum Style Fund (AMOMX) returned -1.39% year-to-date (YTD) and -1.62% over the past 12 months. Over the past 10 years, AMOMX returned 0.95% annually, underperforming the S&P 500 benchmark at 10.43%.
AMOMX
-1.39%
18.11%
-15.41%
-1.62%
1.72%
0.95%
^GSPC (Benchmark)
-3.70%
13.67%
-5.18%
9.18%
14.14%
10.43%
Monthly Returns
The table below presents the monthly returns of AMOMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.13% | -2.99% | -7.75% | 1.43% | 3.34% | -1.39% | |||||||
| 2024 | 2.91% | 8.34% | 3.45% | -4.83% | 5.17% | 3.83% | -0.74% | 2.27% | 2.05% | 0.46% | 7.76% | -15.64% | 13.41% |
| 2023 | 2.26% | -2.63% | 1.62% | 1.38% | -1.57% | 7.51% | 2.63% | -0.77% | -4.96% | -2.66% | 10.05% | -7.21% | 4.42% |
| 2022 | -7.79% | -1.42% | 3.24% | -9.79% | 0.24% | -8.01% | 9.68% | -3.30% | -8.36% | 9.59% | 3.92% | -13.45% | -25.22% |
| 2021 | -0.04% | 0.93% | 1.13% | 6.06% | -0.70% | 4.18% | 2.31% | 3.44% | -3.79% | 9.47% | -1.15% | -13.28% | 6.95% |
| 2020 | 1.76% | -7.58% | -12.77% | 12.44% | 6.86% | 3.19% | 7.22% | 8.05% | -4.08% | -2.57% | 10.28% | -9.59% | 9.79% |
| 2019 | 8.01% | 4.01% | 1.98% | 2.93% | -3.26% | 5.79% | 1.26% | 0.62% | -0.62% | 0.93% | 3.03% | -6.79% | 18.44% |
| 2018 | 7.10% | -2.08% | -2.39% | 0.54% | 3.79% | -0.17% | 2.52% | 5.73% | 0.28% | -9.80% | 0.71% | -17.76% | -13.41% |
| 2017 | 2.74% | 3.02% | 0.30% | 0.89% | 1.62% | 0.48% | 2.79% | 1.12% | 1.90% | 4.05% | 2.58% | -7.36% | 14.55% |
| 2016 | -5.50% | -1.40% | 6.24% | -0.31% | 1.91% | 1.93% | 2.74% | -1.11% | 0.05% | -2.25% | 1.50% | -4.90% | -1.71% |
| 2015 | -0.77% | 4.58% | -0.61% | -1.69% | 2.96% | -1.44% | 3.10% | -6.34% | -2.87% | 7.21% | 0.61% | -7.98% | -4.20% |
| 2014 | -1.69% | 6.10% | -2.59% | -2.33% | 3.46% | 3.72% | -2.13% | 4.78% | -3.10% | 1.96% | 2.69% | -9.24% | 0.55% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AMOMX is 18, meaning it’s performing worse than 82% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for AQR Large Cap Momentum Style Fund (AMOMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
AQR Large Cap Momentum Style Fund provided a 14.25% dividend yield over the last twelve months, with an annual payout of $3.04 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.04 | $3.04 | $2.71 | $2.04 | $4.51 | $3.81 | $2.21 | $2.25 | $1.97 | $1.56 | $1.66 | $2.06 |
Dividend yield | 14.25% | 14.05% | 14.08% | 10.95% | 17.95% | 16.14% | 10.22% | 12.17% | 9.15% | 8.23% | 8.44% | 9.94% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR Large Cap Momentum Style Fund. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.04 | $3.04 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.71 | $2.71 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.04 | $2.04 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.37 | $4.51 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.81 | $3.81 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.21 | $2.21 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.25 | $2.25 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.97 | $1.97 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.56 | $1.56 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.66 | $1.66 |
| 2014 | $2.06 | $2.06 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the AQR Large Cap Momentum Style Fund. 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 Large Cap Momentum Style Fund was 39.97%, occurring on Mar 17, 2023. The portfolio has not yet recovered.
The current AQR Large Cap Momentum Style Fund drawdown is 27.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.97% | Nov 9, 2021 | 340 | Mar 17, 2023 | — | — | — |
| -37.45% | Oct 2, 2018 | 370 | Mar 23, 2020 | 105 | Aug 20, 2020 | 475 |
| -24.15% | Nov 28, 2014 | 303 | Feb 11, 2016 | 416 | Oct 5, 2017 | 719 |
| -23.1% | Jul 8, 2011 | 61 | Oct 3, 2011 | 120 | Mar 26, 2012 | 181 |
| -19.45% | Apr 26, 2010 | 49 | Jul 2, 2010 | 87 | Nov 4, 2010 | 136 |
Volatility
Volatility Chart
The current AQR Large Cap Momentum Style Fund volatility is 12.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.