AIMOX vs. JPM

In the year-to-date period, AIMOX achieves a 20.30% return, which is significantly higher than JPM's 15.59% return. Over the past 10 years, AIMOX has underperformed JPM with an annualized return of 6.61%, while JPM has yielded a comparatively higher 18.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for AQR International Momentum Style Fund (AIMOX) and JPMorgan Chase & Co. (JPM). 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.

The current AIMOX Sharpe Ratio is 1.04, which is lower than the JPM Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of AIMOX and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AIMOX's dividend yield for the trailing twelve months is around 18.82%, more than JPM's 1.84% yield.

The maximum AIMOX drawdown since its inception was -32.23%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for AIMOX and JPM.

The current volatility for AQR International Momentum Style Fund (AIMOX) is 3.35%, while JPMorgan Chase & Co. (JPM) has a volatility of 4.49%. This indicates that AIMOX experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.