AQR Large Cap Momentum Style Fund (AMOMX)

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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.

AQR Large Cap Momentum Style Fund (AMOMX) has returned -6.19% so far this year and 15.03% over the past 12 months. Looking at the last ten years, AMOMX has achieved an annualized return of 13.17%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.

Based on dividend-adjusted daily data since Jul 9, 2009, AMOMX's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, your investment would double in approximately 4.9 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Mar 2020 at -12.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, AMOMX closed higher 54% of trading days. The best single day was Dec 23, 2021 with a return of +17.7%, while the worst single day was Mar 16, 2020 at -12.8%.

AQR Large Cap Momentum Style Fund has an annualized alpha of 0.77%, beta of 1.07, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since July 10, 2009.

• This fund captured 103.46% of S&P 500 Index gains but only 97.80% of its losses — a favorable profile for investors.
• With beta of 1.07 and R² of 0.85, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

AMOMX has an expense ratio of 0.41%, placing it in the medium range.

AMOMX ranks 35 for risk / return — below 35% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for AQR Large Cap Momentum Style Fund (AMOMX) and compare them to a chosen benchmark (S&P 500 Index).

AQR Large Cap Momentum Style Fund provided a 27.17% dividend yield over the last twelve months, with an annual payout of $5.07 per share. The fund has been increasing its distributions for 3 consecutive years.

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.

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.

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 34.80%, occurring on Jun 17, 2022. Recovery took 499 trading sessions.

The current AQR Large Cap Momentum Style Fund drawdown is 9.42%.

The chart below shows the rolling one-month volatility.