AIMOX vs. JPM

Last updated Apr 2, 2026

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.

Performance

AIMOX vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR International Momentum Style Fund (AIMOX) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

AIMOX vs. JPM - 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%
JPM JPMorgan Chase & Co.	-7.92%	37.27%	44.29%	30.63%	-12.64%	27.75%	-5.53%	47.26%	-6.62%	26.76%

Returns By Period

In the year-to-date period, AIMOX achieves a 0.06% return, which is significantly higher than JPM's -7.92% return. Over the past 10 years, AIMOX has underperformed JPM with an annualized return of 8.86%, while JPM has yielded a comparatively higher 20.50% 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%

JPM

• 1D: 0.41%
• 1M: -0.73%
• YTD: -7.92%
• 6M: -4.04%
• 1Y: 23.71%
• 3Y*: 34.51%
• 5Y*: 16.89%
• 10Y*: 20.50%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AIMOX vs. JPM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIMOX

AIMOX Risk / Return Rank: 75
AIMOX Sharpe Ratio Rank: 74
AIMOX Sortino Ratio Rank: 73
AIMOX Omega Ratio Rank: 70
AIMOX Calmar Ratio Rank: 81
AIMOX Martin Ratio Rank: 78

JPM

JPM Risk / Return Rank: 68
JPM Sharpe Ratio Rank: 72
JPM Sortino Ratio Rank: 63
JPM Omega Ratio Rank: 65
JPM Calmar Ratio Rank: 70
JPM Martin Ratio Rank: 72

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AIMOX vs. JPM - Risk-Adjusted Trends 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.

	AIMOX	JPM	Difference
Sharpe ratio Return per unit of total volatility	1.36	0.94	+0.42
Sortino ratio Return per unit of downside risk	1.88	1.34	+0.54
Omega ratio Gain probability vs. loss probability	1.28	1.19	+0.08
Calmar ratio Return relative to maximum drawdown	2.03	1.48	+0.55
Martin ratio Return relative to average drawdown	7.96	4.00	+3.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIMOX vs. JPM - Sharpe Ratio Comparison

The current AIMOX Sharpe Ratio is 1.36, which is higher than the JPM Sharpe Ratio of 0.94. 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.

Sharpe Ratios by Period

	AIMOX	JPM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	0.94	+0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.70	-0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.75	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.34	+0.04

Correlation

The correlation between AIMOX and JPM is 0.56, 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.

Dividends

AIMOX vs. JPM - Dividend Comparison

AIMOX's dividend yield for the trailing twelve months is around 15.19%, more than JPM's 1.96% 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%
JPM JPMorgan Chase & Co.	1.96%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%

Drawdowns

AIMOX vs. JPM - Drawdown Comparison

The maximum AIMOX drawdown since its inception was -32.23%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for AIMOX and JPM.

Drawdown Indicators

	AIMOX	JPM	Difference
Max Drawdown Largest peak-to-trough decline	-32.23%	-76.16%	+43.93%
Max Drawdown (1Y) Largest decline over 1 year	-11.66%	-15.47%	+3.81%
Max Drawdown (5Y) Largest decline over 5 years	-32.23%	-38.77%	+6.54%
Max Drawdown (10Y) Largest decline over 10 years	-32.23%	-43.63%	+11.40%
Current Drawdown Current decline from peak	-8.50%	-11.72%	+3.22%
Average Drawdown Average peak-to-trough decline	-8.28%	-17.66%	+9.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	5.72%	-2.75%

Volatility

AIMOX vs. JPM - Volatility Comparison

AQR International Momentum Style Fund (AIMOX) has a higher volatility of 8.59% compared to JPMorgan Chase & Co. (JPM) at 6.28%. This indicates that AIMOX's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIMOX	JPM	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.59%	6.28%	+2.31%
Volatility (6M) Calculated over the trailing 6-month period	12.35%	17.19%	-4.84%
Volatility (1Y) Calculated over the trailing 1-year period	17.96%	25.24%	-7.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.99%	24.34%	-7.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.81%	27.38%	-10.57%