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AQR Large Cap Momentum Style Fund (AMOMX) Sortino Ratio

Mutual Fund · Currency in USD · Last updated Jul 15, 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 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.

Sortino ratio is not yet available for AMOMX. 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 Large Cap Momentum Style Fund's Sortino Ratio with other mutual funds in the Large Cap Growth Equities category across multiple time periods, showing how AMOMX'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 Jul 15, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
VPMCXVanguard PRIMECAP Fund Investor Shares3.40
CHAIXChase Growth Fund Institutional Class3.14
CHASXChase Growth Fund3.13
VHCAXVanguard Capital Opportunity Fund Admiral Shares3.06
FSSKXFidelity Advisor Stock Selector All Cap Fund Class K2.91
DNVYXDavis New York Venture Fund Class Y2.91
FZAPXFidelity Advisor Stock Selector All Cap Fund Class Z2.90
FOCKXFidelity OTC Portfolio Class K2.90
FDSSXFidelity Stock Selector All Cap Fund2.90
FBRNXFidelity Advisor Stock Selector All Cap Fund Class I2.89
AMOMXAQR Large Cap Momentum Style Fund—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows AMOMX'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 AMOMX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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