AIONX vs. AMOMX
Compare and contrast key facts about AQR International Momentum Style Fund Class N (AIONX) and AQR Large Cap Momentum Style Fund (AMOMX).
AIONX is a passively managed fund by AQR Funds that tracks the performance of the MSCI World Ex-USA Index. It was launched on Jul 9, 2009. AMOMX is managed by AQR Funds. It was launched on Jul 9, 2009.
Performance
AIONX vs. AMOMX - Performance Comparison
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AIONX vs. AMOMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIONX AQR International Momentum Style Fund Class N | -3.44% | 34.58% | 8.41% | 16.39% | -19.64% | 11.72% | 16.32% | 22.29% | -15.50% | 24.99% |
AMOMX AQR Large Cap Momentum Style Fund | -6.19% | 15.36% | 27.62% | 18.17% | -18.00% | 26.01% | 26.86% | 29.20% | -4.01% | 23.87% |
Returns By Period
In the year-to-date period, AIONX achieves a -3.44% return, which is significantly higher than AMOMX's -6.19% return. Over the past 10 years, AIONX has underperformed AMOMX with an annualized return of 8.20%, while AMOMX has yielded a comparatively higher 13.17% annualized return.
AIONX
- 1D
- 0.00%
- 1M
- -11.46%
- YTD
- -3.44%
- 6M
- 0.23%
- 1Y
- 19.65%
- 3Y*
- 15.88%
- 5Y*
- 7.99%
- 10Y*
- 8.20%
AMOMX
- 1D
- -1.37%
- 1M
- -8.17%
- YTD
- -6.19%
- 6M
- -7.18%
- 1Y
- 15.03%
- 3Y*
- 17.28%
- 5Y*
- 10.57%
- 10Y*
- 13.17%
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AIONX vs. AMOMX - Expense Ratio Comparison
AIONX has a 0.88% expense ratio, which is higher than AMOMX's 0.41% expense ratio.
Return for Risk
AIONX vs. AMOMX — Risk / Return Rank
AIONX
AMOMX
AIONX vs. AMOMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Momentum Style Fund Class N (AIONX) and AQR Large Cap Momentum Style Fund (AMOMX). 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.
| AIONX | AMOMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.73 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.16 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.99 | +0.52 |
Martin ratioReturn relative to average drawdown | 6.01 | 4.50 | +1.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIONX | AMOMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.73 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.50 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.63 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.69 | -0.29 |
Correlation
The correlation between AIONX and AMOMX is 0.77, 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.
Dividends
AIONX vs. AMOMX - Dividend Comparison
AIONX's dividend yield for the trailing twelve months is around 15.14%, less than AMOMX's 27.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIONX AQR International Momentum Style Fund Class N | 15.14% | 14.62% | 21.87% | 11.32% | 2.62% | 1.77% | 0.95% | 2.12% | 1.85% | 1.96% | 2.23% | 1.30% |
AMOMX AQR Large Cap Momentum Style Fund | 27.17% | 25.49% | 14.05% | 14.08% | 10.95% | 17.95% | 16.14% | 10.22% | 12.17% | 9.15% | 8.23% | 8.44% |
Drawdowns
AIONX vs. AMOMX - Drawdown Comparison
The maximum AIONX drawdown since its inception was -32.32%, smaller than the maximum AMOMX drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for AIONX and AMOMX.
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Drawdown Indicators
| AIONX | AMOMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -34.80% | +2.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -12.96% | +1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -32.32% | -34.80% | +2.48% |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | -34.80% | +2.48% |
Current DrawdownCurrent decline from peak | -11.70% | -9.42% | -2.28% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -6.34% | -1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.85% | +0.08% |
Volatility
AIONX vs. AMOMX - Volatility Comparison
AQR International Momentum Style Fund Class N (AIONX) has a higher volatility of 7.70% compared to AQR Large Cap Momentum Style Fund (AMOMX) at 5.77%. This indicates that AIONX's price experiences larger fluctuations and is considered to be riskier than AMOMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIONX | AMOMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 5.77% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 11.81% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 21.18% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 21.46% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 20.89% | -4.20% |