AIMOX vs. JPM
Compare and contrast key facts about AQR International Momentum Style Fund (AIMOX) and JPMorgan Chase & Co. (JPM).
AIMOX is managed by AQR Funds. It was launched on Jul 8, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AIMOX or JPM.
Correlation
The correlation between AIMOX and JPM is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AIMOX vs. JPM - Performance Comparison
Key characteristics
AIMOX:
-0.11
JPM:
1.14
AIMOX:
-0.02
JPM:
1.77
AIMOX:
1.00
JPM:
1.26
AIMOX:
-0.15
JPM:
1.44
AIMOX:
-0.32
JPM:
4.84
AIMOX:
10.72%
JPM:
7.25%
AIMOX:
24.46%
JPM:
28.72%
AIMOX:
-32.23%
JPM:
-74.02%
AIMOX:
-9.55%
JPM:
-8.90%
Returns By Period
In the year-to-date period, AIMOX achieves a 15.33% return, which is significantly higher than JPM's 6.94% return. Over the past 10 years, AIMOX has underperformed JPM with an annualized return of 3.61%, while JPM has yielded a comparatively higher 17.73% annualized return.
AIMOX
15.33%
18.35%
-6.53%
-2.74%
6.44%
3.61%
JPM
6.94%
16.88%
8.45%
32.56%
25.82%
17.73%
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Risk-Adjusted Performance
AIMOX vs. JPM — Risk-Adjusted Performance Rank
AIMOX
JPM
AIMOX vs. JPM - Risk-Adjusted Performance Comparison
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.
Dividends
AIMOX vs. JPM - Dividend Comparison
AIMOX's dividend yield for the trailing twelve months is around 3.44%, more than JPM's 1.99% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIMOX AQR International Momentum Style Fund | 3.44% | 3.97% | 6.70% | 2.77% | 2.22% | 1.12% | 2.34% | 2.17% | 2.18% | 2.52% | 1.62% | 2.26% |
JPM JPMorgan Chase & Co. | 1.99% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
Drawdowns
AIMOX vs. JPM - Drawdown Comparison
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. For additional features, visit the drawdowns tool.
Volatility
AIMOX vs. JPM - Volatility Comparison
The current volatility for AQR International Momentum Style Fund (AIMOX) is 7.31%, while JPMorgan Chase & Co. (JPM) has a volatility of 10.54%. 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.