Correlation
The correlation between AIMOX and URTH is 0.78, 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.
AIMOX vs. URTH
Compare and contrast key facts about AQR International Momentum Style Fund (AIMOX) and iShares MSCI World ETF (URTH).
AIMOX is managed by AQR Funds. It was launched on Jul 8, 2009. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AIMOX or URTH.
Performance
AIMOX vs. URTH - Performance Comparison
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Key characteristics
AIMOX:
0.01
URTH:
0.80
AIMOX:
0.11
URTH:
1.13
AIMOX:
1.02
URTH:
1.17
AIMOX:
-0.03
URTH:
0.78
AIMOX:
-0.07
URTH:
3.36
AIMOX:
10.87%
URTH:
3.95%
AIMOX:
24.42%
URTH:
18.31%
AIMOX:
-32.23%
URTH:
-34.01%
AIMOX:
-5.38%
URTH:
-0.48%
Returns By Period
In the year-to-date period, AIMOX achieves a 20.65% return, which is significantly higher than URTH's 5.02% return. Over the past 10 years, AIMOX has underperformed URTH with an annualized return of 4.08%, while URTH has yielded a comparatively higher 10.06% annualized return.
AIMOX
20.65%
5.52%
-1.56%
0.30%
4.25%
6.35%
4.08%
URTH
5.02%
5.85%
2.04%
14.62%
13.28%
14.33%
10.06%
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AIMOX vs. URTH - Expense Ratio Comparison
AIMOX has a 0.57% expense ratio, which is higher than URTH's 0.24% expense ratio.
Risk-Adjusted Performance
AIMOX vs. URTH — Risk-Adjusted Performance Rank
AIMOX
URTH
AIMOX vs. URTH - Risk-Adjusted Performance 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.
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Dividends
AIMOX vs. URTH - Dividend Comparison
AIMOX's dividend yield for the trailing twelve months is around 18.76%, more than URTH's 1.40% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIMOX AQR International Momentum Style Fund | 18.76% | 22.64% | 13.66% | 2.77% | 2.22% | 1.12% | 2.34% | 2.17% | 2.18% | 2.52% | 1.62% | 3.47% |
URTH iShares MSCI World ETF | 1.40% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% |
Drawdowns
AIMOX vs. URTH - Drawdown Comparison
The maximum AIMOX drawdown since its inception was -32.23%, smaller than the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for AIMOX and URTH.
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Volatility
AIMOX vs. URTH - Volatility Comparison
The current volatility for AQR International Momentum Style Fund (AIMOX) is 2.98%, while iShares MSCI World ETF (URTH) has a volatility of 3.86%. This indicates that AIMOX experiences smaller price fluctuations and is considered to be less risky than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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