AIMOX vs. SCHF
Compare and contrast key facts about AQR International Momentum Style Fund (AIMOX) and Schwab International Equity ETF (SCHF).
AIMOX is managed by AQR Funds. It was launched on Jul 8, 2009. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AIMOX or SCHF.
Correlation
The correlation between AIMOX and SCHF is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AIMOX vs. SCHF - Performance Comparison
Key characteristics
AIMOX:
-0.11
SCHF:
0.66
AIMOX:
-0.02
SCHF:
1.04
AIMOX:
1.00
SCHF:
1.14
AIMOX:
-0.15
SCHF:
0.84
AIMOX:
-0.32
SCHF:
2.55
AIMOX:
10.72%
SCHF:
4.43%
AIMOX:
24.46%
SCHF:
17.13%
AIMOX:
-32.23%
SCHF:
-34.64%
AIMOX:
-9.55%
SCHF:
-0.77%
Returns By Period
In the year-to-date period, AIMOX achieves a 15.33% return, which is significantly higher than SCHF's 12.16% return. Over the past 10 years, AIMOX has underperformed SCHF with an annualized return of 3.61%, while SCHF has yielded a comparatively higher 6.77% annualized return.
AIMOX
15.33%
18.35%
-6.53%
-2.74%
6.44%
3.61%
SCHF
12.16%
16.84%
6.90%
11.28%
13.37%
6.77%
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AIMOX vs. SCHF - Expense Ratio Comparison
AIMOX has a 0.57% expense ratio, which is higher than SCHF's 0.06% expense ratio.
Risk-Adjusted Performance
AIMOX vs. SCHF — Risk-Adjusted Performance Rank
AIMOX
SCHF
AIMOX vs. SCHF - Risk-Adjusted Performance Comparison
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.
Dividends
AIMOX vs. SCHF - Dividend Comparison
AIMOX's dividend yield for the trailing twelve months is around 3.44%, more than SCHF's 2.91% 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% |
SCHF Schwab International Equity ETF | 2.91% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% | 2.90% |
Drawdowns
AIMOX vs. SCHF - Drawdown Comparison
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. For additional features, visit the drawdowns tool.
Volatility
AIMOX vs. SCHF - Volatility Comparison
The current volatility for AQR International Momentum Style Fund (AIMOX) is 7.31%, while Schwab International Equity ETF (SCHF) has a volatility of 8.16%. This indicates that AIMOX experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.