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 Jun 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| POGRX | PrimeCap Odyssey Growth Fund | 4.18 | |||
| VPMCX | Vanguard PRIMECAP Fund Investor Shares | 4.12 | |||
| VHCAX | Vanguard Capital Opportunity Fund Admiral Shares | 3.70 | |||
| CHAIX | Chase Growth Fund Institutional Class | 3.68 | |||
| IOLZX | ICON Equity Fund | 3.52 | |||
| FSSKX | Fidelity Advisor Stock Selector All Cap Fund Class K | 3.43 | |||
| FZAPX | Fidelity Advisor Stock Selector All Cap Fund Class Z | 3.42 | |||
| FBRNX | Fidelity Advisor Stock Selector All Cap Fund Class I | 3.41 | |||
| CHASX | Chase Growth Fund | 3.41 | |||
| FMAMX | Fidelity Advisor Stock Selector All Cap Fund Class A | 3.38 | |||
| AMOMX | AQR Large Cap Momentum Style Fund | — |
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.
Loading charts...
IHow does AMOMX fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio