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AIMOX vs. QMNNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIMOX vs. QMNNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR International Momentum Style Fund (AIMOX) and AQR Equity Market Neutral Fund N (QMNNX). The values are adjusted to include any dividend payments, if applicable.

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AIMOX vs. QMNNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
QMNNX
AQR Equity Market Neutral Fund N
-3.52%26.19%25.43%16.30%27.07%17.38%-19.79%-11.55%-11.94%5.56%

Returns By Period

In the year-to-date period, AIMOX achieves a 0.06% return, which is significantly higher than QMNNX's -3.52% return. Over the past 10 years, AIMOX has outperformed QMNNX with an annualized return of 8.86%, while QMNNX has yielded a comparatively lower 6.07% 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%

QMNNX

1D
-0.17%
1M
0.43%
YTD
-3.52%
6M
1.87%
1Y
10.76%
3Y*
20.68%
5Y*
18.37%
10Y*
6.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIMOX vs. QMNNX - Expense Ratio Comparison

AIMOX has a 0.57% expense ratio, which is lower than QMNNX's 5.28% expense ratio.


Return for Risk

AIMOX vs. QMNNX — Risk / Return Rank

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

AIMOX
AIMOX Risk / Return Rank: 7575
Overall Rank
AIMOX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
AIMOX Sortino Ratio Rank: 7373
Sortino Ratio Rank
AIMOX Omega Ratio Rank: 7070
Omega Ratio Rank
AIMOX Calmar Ratio Rank: 8181
Calmar Ratio Rank
AIMOX Martin Ratio Rank: 7878
Martin Ratio Rank

QMNNX
QMNNX Risk / Return Rank: 7878
Overall Rank
QMNNX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
QMNNX Sortino Ratio Rank: 8787
Sortino Ratio Rank
QMNNX Omega Ratio Rank: 8282
Omega Ratio Rank
QMNNX Calmar Ratio Rank: 8282
Calmar Ratio Rank
QMNNX Martin Ratio Rank: 5151
Martin Ratio Rank
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. QMNNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR International Momentum Style Fund (AIMOX) and AQR Equity Market Neutral Fund N (QMNNX). 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.


AIMOXQMNNXDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.77

-0.41

Sortino ratio

Return per unit of downside risk

1.88

2.40

-0.51

Omega ratio

Gain probability vs. loss probability

1.28

1.33

-0.06

Calmar ratio

Return relative to maximum drawdown

2.03

2.06

-0.03

Martin ratio

Return relative to average drawdown

7.96

5.15

+2.81

AIMOX vs. QMNNX - Sharpe Ratio Comparison

The current AIMOX Sharpe Ratio is 1.36, which is comparable to the QMNNX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of AIMOX and QMNNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AIMOXQMNNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.77

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

1.94

-1.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.74

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.87

-0.50

Correlation

The correlation between AIMOX and QMNNX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AIMOX vs. QMNNX - Dividend Comparison

AIMOX's dividend yield for the trailing twelve months is around 15.19%, more than QMNNX's 1.30% yield.


TTM20252024202320222021202020192018201720162015
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%
QMNNX
AQR Equity Market Neutral Fund N
1.30%1.26%6.06%21.67%5.77%1.41%17.64%3.86%0.49%3.37%1.19%2.51%

Drawdowns

AIMOX vs. QMNNX - Drawdown Comparison

The maximum AIMOX drawdown since its inception was -32.23%, smaller than the maximum QMNNX drawdown of -39.22%. Use the drawdown chart below to compare losses from any high point for AIMOX and QMNNX.


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Drawdown Indicators


AIMOXQMNNXDifference

Max Drawdown

Largest peak-to-trough decline

-32.23%

-39.22%

+6.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-5.47%

-6.19%

Max Drawdown (5Y)

Largest decline over 5 years

-32.23%

-14.23%

-18.00%

Max Drawdown (10Y)

Largest decline over 10 years

-32.23%

-39.22%

+6.99%

Current Drawdown

Current decline from peak

-8.50%

-3.92%

-4.58%

Average Drawdown

Average peak-to-trough decline

-8.28%

-10.67%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.19%

+0.78%

Volatility

AIMOX vs. QMNNX - Volatility Comparison

AQR International Momentum Style Fund (AIMOX) has a higher volatility of 8.59% compared to AQR Equity Market Neutral Fund N (QMNNX) at 1.36%. This indicates that AIMOX's price experiences larger fluctuations and is considered to be riskier than QMNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIMOXQMNNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.59%

1.36%

+7.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

4.07%

+8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

17.96%

6.29%

+11.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

9.53%

+7.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

8.23%

+8.58%