AIMOX vs. FIGSX
Compare and contrast key facts about AQR International Momentum Style Fund (AIMOX) and Fidelity Series International Growth Fund (FIGSX).
AIMOX is managed by AQR Funds. It was launched on Jul 8, 2009. FIGSX is managed by Fidelity. It was launched on Dec 3, 2009.
Performance
AIMOX vs. FIGSX - Performance Comparison
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AIMOX vs. FIGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIMOX AQR International Momentum Style Fund | 0.06% | 34.89% | 8.70% | 16.69% | -19.43% | 12.04% | 16.57% | 22.63% | -15.29% | 25.25% |
FIGSX Fidelity Series International Growth Fund | -1.99% | 19.12% | 5.93% | 21.74% | -22.87% | 16.61% | 18.52% | 35.59% | -10.97% | 30.21% |
Returns By Period
In the year-to-date period, AIMOX achieves a 0.06% return, which is significantly higher than FIGSX's -1.99% return. Over the past 10 years, AIMOX has underperformed FIGSX with an annualized return of 8.86%, while FIGSX has yielded a comparatively higher 9.60% annualized return.
AIMOX
- 1D
- 3.58%
- 1M
- -6.84%
- YTD
- 0.06%
- 6M
- 3.81%
- 1Y
- 23.66%
- 3Y*
- 17.53%
- 5Y*
- 8.68%
- 10Y*
- 8.86%
FIGSX
- 1D
- 3.82%
- 1M
- -8.68%
- YTD
- -1.99%
- 6M
- -1.59%
- 1Y
- 13.63%
- 3Y*
- 10.79%
- 5Y*
- 5.70%
- 10Y*
- 9.60%
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AIMOX vs. FIGSX - Expense Ratio Comparison
AIMOX has a 0.57% expense ratio, which is higher than FIGSX's 0.01% expense ratio.
Return for Risk
AIMOX vs. FIGSX — Risk / Return Rank
AIMOX
FIGSX
AIMOX vs. FIGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Momentum Style Fund (AIMOX) and Fidelity Series International Growth Fund (FIGSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AIMOX | FIGSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.74 | +0.62 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.16 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.16 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 0.98 | +1.05 |
Martin ratioReturn relative to average drawdown | 7.96 | 3.83 | +4.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIMOX | FIGSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.74 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.33 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.55 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.48 | -0.11 |
Correlation
The correlation between AIMOX and FIGSX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AIMOX vs. FIGSX - Dividend Comparison
AIMOX's dividend yield for the trailing twelve months is around 15.19%, more than FIGSX's 8.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIMOX AQR International Momentum Style Fund | 15.19% | 15.20% | 22.64% | 13.66% | 2.77% | 2.22% | 1.12% | 2.34% | 2.17% | 2.19% | 2.52% | 1.62% |
FIGSX Fidelity Series International Growth Fund | 8.85% | 8.67% | 4.29% | 1.27% | 3.53% | 8.33% | 16.24% | 3.64% | 7.47% | 3.14% | 2.54% | 3.54% |
Drawdowns
AIMOX vs. FIGSX - Drawdown Comparison
The maximum AIMOX drawdown since its inception was -32.23%, smaller than the maximum FIGSX drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for AIMOX and FIGSX.
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Drawdown Indicators
| AIMOX | FIGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.23% | -34.47% | +2.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -13.89% | +2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -32.23% | -34.47% | +2.24% |
Max Drawdown (10Y)Largest decline over 10 years | -32.23% | -34.47% | +2.24% |
Current DrawdownCurrent decline from peak | -8.50% | -10.60% | +2.10% |
Average DrawdownAverage peak-to-trough decline | -8.28% | -6.49% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 3.55% | -0.58% |
Volatility
AIMOX vs. FIGSX - Volatility Comparison
The current volatility for AQR International Momentum Style Fund (AIMOX) is 8.59%, while Fidelity Series International Growth Fund (FIGSX) has a volatility of 9.09%. This indicates that AIMOX experiences smaller price fluctuations and is considered to be less risky than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIMOX | FIGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.59% | 9.09% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 13.23% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 19.24% | -1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 17.61% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 17.54% | -0.73% |