AIMOX vs. ^AW01
Compare and contrast key facts about AQR International Momentum Style Fund (AIMOX) and FTSE All World (^AW01).
AIMOX is managed by AQR Funds. It was launched on Jul 8, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AIMOX or ^AW01.
Correlation
The correlation between AIMOX and ^AW01 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. ^AW01 - Performance Comparison
Key characteristics
AIMOX:
-0.11
^AW01:
0.58
AIMOX:
-0.02
^AW01:
0.71
AIMOX:
1.00
^AW01:
1.10
AIMOX:
-0.15
^AW01:
0.42
AIMOX:
-0.32
^AW01:
1.74
AIMOX:
10.72%
^AW01:
3.84%
AIMOX:
24.46%
^AW01:
14.14%
AIMOX:
-32.23%
^AW01:
-59.48%
AIMOX:
-9.55%
^AW01:
-4.47%
Returns By Period
In the year-to-date period, AIMOX achieves a 15.33% return, which is significantly higher than ^AW01's 0.71% return. Over the past 10 years, AIMOX has underperformed ^AW01 with an annualized return of 3.61%, while ^AW01 has yielded a comparatively higher 6.56% annualized return.
AIMOX
15.33%
18.35%
-6.53%
-2.74%
6.44%
3.61%
^AW01
0.71%
13.65%
-1.77%
8.96%
11.11%
6.56%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
AIMOX vs. ^AW01 — Risk-Adjusted Performance Rank
AIMOX
^AW01
AIMOX vs. ^AW01 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Momentum Style Fund (AIMOX) and FTSE All World (^AW01). 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.
Drawdowns
AIMOX vs. ^AW01 - Drawdown Comparison
The maximum AIMOX drawdown since its inception was -32.23%, smaller than the maximum ^AW01 drawdown of -59.48%. Use the drawdown chart below to compare losses from any high point for AIMOX and ^AW01. For additional features, visit the drawdowns tool.
Volatility
AIMOX vs. ^AW01 - Volatility Comparison
The current volatility for AQR International Momentum Style Fund (AIMOX) is 3.48%, while FTSE All World (^AW01) has a volatility of 3.97%. This indicates that AIMOX experiences smaller price fluctuations and is considered to be less risky than ^AW01 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.