AIMOX vs. URTH
AIMOX (AQR International Momentum Style Fund) and URTH (iShares MSCI World ETF) are both funds - AIMOX is a Foreign Large Cap Equities fund managed by AQR Funds, while URTH is a Global Equities fund tracking the MSCI World Index (Net). A 0.78 correlation means they provide meaningful diversification when combined. AIMOX charges 0.57%/yr vs 0.24%/yr for URTH.
Performance
AIMOX vs. URTH - Performance Comparison
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Returns By Period
AIMOX
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
URTH
- 1D
- -0.74%
- 1M
- 4.65%
- YTD
- 10.16%
- 6M
- 10.88%
- 1Y
- 26.06%
- 3Y*
- 20.81%
- 5Y*
- 11.86%
- 10Y*
- 13.19%
AIMOX vs. URTH - 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% |
URTH iShares MSCI World ETF | 10.16% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
Correlation
The correlation between AIMOX and URTH is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2012 | 0.78 |
The correlation between AIMOX and URTH has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.
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Return for Risk
AIMOX vs. URTH — Risk / Return Rank
AIMOX
URTH
AIMOX vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Momentum Style Fund (AIMOX) and iShares MSCI World ETF (URTH). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| AIMOX | URTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.17 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.73 | — |
Drawdowns
AIMOX vs. URTH - Drawdown Comparison
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Drawdown Indicators
| AIMOX | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -34.01% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.06% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.94% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.01% | — |
Current DrawdownCurrent decline from peak | — | -0.74% | — |
Average DrawdownAverage peak-to-trough decline | — | -4.37% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.99% | — |
Volatility
AIMOX vs. URTH - Volatility Comparison
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Volatility by Period
| AIMOX | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.27% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.42% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 12.05% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 16.19% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 17.27% | — |
AIMOX vs. URTH - Expense Ratio Comparison
AIMOX has a 0.57% expense ratio, which is higher than URTH's 0.24% expense ratio.
Dividends
AIMOX vs. URTH - Dividend Comparison
AIMOX's dividend yield for the trailing twelve months is around 20.85%, more than URTH's 1.35% 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% |
URTH iShares MSCI World ETF | 1.35% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Frequently Asked Questions
AIMOX and URTH have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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