- ISIN
- US00203H7017
- CUSIP
- 00203H701
- Issuer
- AQR Funds
- Inception Date
- Jul 9, 2009
- Category
- Large Cap Growth Equities
- Min. Investment
- $5,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
AMOMX Performance Chart
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Returns By Period
AQR Large Cap Momentum Style Fund
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
AMOMX Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.21% | -0.05% | -4.73% | 14.31% | 0.00% | 11.26% | |||||||
| 2025 | 5.13% | -2.99% | -7.75% | 1.43% | 9.11% | 5.02% | 0.80% | 1.72% | 4.00% | 0.91% | -1.38% | -0.59% | 15.36% |
| 2024 | 2.91% | 8.34% | 3.45% | -4.83% | 5.17% | 3.83% | -0.74% | 2.27% | 2.05% | 0.46% | 7.76% | -5.08% | 27.62% |
| 2023 | 2.26% | -2.63% | 1.62% | 1.38% | -1.57% | 7.51% | 2.63% | -0.77% | -4.96% | -2.66% | 10.05% | 5.01% | 18.17% |
| 2022 | -7.79% | -1.42% | 3.24% | -9.79% | 0.23% | -8.01% | 9.68% | -3.30% | -8.36% | 9.59% | 3.92% | -5.09% | -18.00% |
| 2021 | -0.04% | 0.93% | 1.13% | 6.06% | -0.15% | 4.18% | 2.31% | 3.44% | -3.79% | 9.47% | -1.15% | 1.60% | 26.01% |
Benchmark Metrics
AQR Large Cap Momentum Style Fund has an annualized alpha of 0.97%, 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 104.34% of S&P 500 Index gains but only 97.45% 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.
- Alpha
- 0.97%
- Beta
- 1.07
- R²
- 0.85
- Upside Capture
- 104.34%
- Downside Capture
- 97.45%
Expense Ratio
AMOMX has an expense ratio of 0.41%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AQR Large Cap Momentum Style Fund (AMOMX) and compare them to S&P 500 Index.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Dividends
Dividend History
AQR Large Cap Momentum Style Fund provided a 30.65% dividend yield over the last twelve months, with an annual payout of $6.38 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $6.38 | $5.07 | $3.04 | $2.71 | $2.04 | $4.51 | $3.81 | $2.21 | $2.25 | $1.97 | $1.56 | $1.66 |
Dividend yield | 30.65% | 25.49% | 14.05% | 14.08% | 10.95% | 17.95% | 16.14% | 10.22% | 12.17% | 9.15% | 8.23% | 8.44% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $1.31 | $0.00 | $1.31 | |||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.07 | $5.07 |
| 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 |
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 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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -34.80%Jun 2022 | 5mo 22d | 1y 12mo | 2y 5moDec 2021 - Jun 2024 |
COVID crash2020 | -34.29%Mar 2020 | 1mo 2d | 3mo 29d | 5mo 1dFeb 2020 - Jul 2020 |
2011 bear market2011 | -23.10%Oct 2011 | 2mo 27d | 5mo 25d | 8mo 22dJul 2011 - Mar 2012 |
2025 selloff2025 | -22.49%Apr 2025 | 1mo 18d | 2mo 19d | 4mo 7dFeb 2025 - Jun 2025 |
Rate-hike selloffLate 2018 | -21.30%Dec 2018 | 2mo 20d | 6mo | 8mo 20dOct 2018 - Jun 2019 |
Drawdown Indicators
| AMOMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -0.74% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.72% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.97% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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