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AQR Small Cap Momentum Style Fund (ASMOX) Sortino Ratio

Mutual Fund · Currency in USD · Last updated Aug 1, 2026

The investment seeks long-term capital appreciation. 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 small-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 small-cap U.S. companies. The fund invests significantly in common stocks.

Sortino ratio is not yet available for ASMOX. 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 Small Cap Momentum Style Fund's Sortino Ratio with other mutual funds in the Small Cap Growth Equities category across multiple time periods, showing how ASMOX'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 Aug 1, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
DSCIXDana Epiphany ESG Small Cap Equity Fund3.22
ORIGXNorth Square Spectrum Alpha Fund2.66
RYWCXRydex S&P SmallCap 600 Pure Growth Fund2.57
NESIXNeedham Small Cap Growth Fund Institutional2.50
NESGXNeedham Small Cap Growth Fund2.47
DMCRXDriehaus Micro Cap Growth Fund2.47
FGROXEmerald Growth Fund Institutional Class2.43
HSPGXEmerald Growth Fund2.42
OBMCXOberweis Micro Cap Fund2.38
QISGXFederated Hermes MDT Small Cap Growth Fund2.36
ASMOXAQR Small Cap Momentum Style Fund—
Benchmark

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Historical Sortino Ratio

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

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