AIMOX vs. SCHF

Last updated Jun 24, 2026

AIMOX (AQR International Momentum Style Fund) and SCHF (Schwab International Equity ETF) are both Foreign Large Cap Equities funds. Their correlation of 0.94 suggests significant overlap in exposure. AIMOX charges 0.57%/yr vs 0.06%/yr for SCHF.

Performance

AIMOX vs. SCHF - Performance Comparison

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

Returns By Period

AIMOX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHF

• 1D: -3.15%
• 1M: 0.55%
• YTD: 13.98%
• 6M: 13.74%
• 1Y: 31.16%
• 3Y*: 19.61%
• 5Y*: 9.76%
• 10Y*: 10.82%

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

AIMOX vs. SCHF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AIMOX AQR International Momentum Style Fund	6.10%	34.89%	8.70%	16.69%	-19.43%	12.04%	16.57%	22.63%	-15.29%	25.25%
SCHF Schwab International Equity ETF	13.98%	34.55%	3.28%	18.35%	-14.80%	11.40%	9.48%	22.26%	-14.29%	26.03%

Correlation

The correlation between AIMOX and SCHF is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 4, 2010	0.94

The correlation between AIMOX and SCHF shifts across timeframes, from 0.84 (1 year) to 0.94 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

AIMOX vs. SCHF — Risk / Return Rank

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

AIMOX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SCHF

SCHF Risk / Return Rank: 57
SCHF Sharpe Ratio Rank: 56
SCHF Sortino Ratio Rank: 54
SCHF Omega Ratio Rank: 56
SCHF Calmar Ratio Rank: 57
SCHF Martin Ratio Rank: 60

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. SCHF - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AIMOX	SCHF	Difference
Sharpe ratio: Return per unit of total volatility	—	1.85	—
Sortino ratio: Return per unit of downside risk	—	2.52	—
Omega ratio: Gain probability vs. loss probability	—	1.34	—
Calmar ratio: Return relative to maximum drawdown	—	2.73	—
Martin ratio: Return relative to average drawdown	—	10.46	—

Drawdowns

Drawdown Indicators

	AIMOX	SCHF	Difference
Max Drawdown Largest peak-to-trough decline	—	-34.87%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-11.48%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.41%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.14%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.87%	—
Current Drawdown Current decline from peak	—	-3.15%	—
Average Drawdown Average peak-to-trough decline	—	-7.36%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.99%	—

Volatility

Volatility by Period

	AIMOX	SCHF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	16.92%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.61%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.05%	—

AIMOX vs. SCHF - Expense Ratio Comparison

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

Dividends

AIMOX vs. SCHF - Dividend Comparison

AIMOX's dividend yield for the trailing twelve months is around 20.85%, more than SCHF's 3.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIMOX AQR International Momentum Style Fund	20.85%	15.20%	22.64%	13.66%	2.77%	2.22%	1.12%	2.34%	2.17%	2.19%	2.52%	1.62%
SCHF Schwab International Equity ETF	3.00%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%

Frequently Asked Questions

Can I hold both AIMOX and SCHF in my portfolio?

AIMOX and SCHF have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.