AIMOX vs. SCHF

In the year-to-date period, AIMOX achieves a 20.65% return, which is significantly higher than SCHF's 16.59% return. Over the past 10 years, AIMOX has underperformed SCHF with an annualized return of 4.08%, while SCHF has yielded a comparatively higher 7.24% annualized return.

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AIMOX has a 0.57% expense ratio, which is higher than SCHF's 0.06% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR International Momentum Style Fund (AIMOX) and Schwab International Equity ETF (SCHF). 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 0.01, which is lower than the SCHF Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of AIMOX and SCHF, 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 18.76%, more than SCHF's 2.80% yield.

The maximum AIMOX drawdown since its inception was -32.23%, smaller than the maximum SCHF drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for AIMOX and SCHF.

AQR International Momentum Style Fund (AIMOX) and Schwab International Equity ETF (SCHF) have volatilities of 2.98% and 3.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.