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AIONX vs. AMOMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIONX vs. AMOMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR International Momentum Style Fund Class N (AIONX) and AQR Large Cap Momentum Style Fund (AMOMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AIONX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

AMOMX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIONX vs. AMOMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIONX
AQR International Momentum Style Fund Class N
6.03%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
11.26%15.36%27.62%18.17%-18.00%26.01%26.86%29.20%-4.01%23.87%

Correlation

The correlation between AIONX and AMOMX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.77

The correlation between AIONX and AMOMX has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.

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Return for Risk

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.

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.


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

AIONX vs. AMOMX - Sharpe Ratio Comparison


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Drawdowns

AIONX vs. AMOMX - Drawdown Comparison


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Volatility

AIONX vs. AMOMX - Volatility Comparison


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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.


Dividends

AIONX vs. AMOMX - Dividend Comparison

AIONX's dividend yield for the trailing twelve months is around 20.01%, less than AMOMX's 30.65% yield.


PositionTTM20252024202320222021202020192018201720162015
AIONX
AQR International Momentum Style Fund Class N
20.01%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
30.65%25.49%14.05%14.08%10.95%17.95%16.14%10.22%12.17%9.15%8.23%8.44%

Frequently Asked Questions


AIONX and AMOMX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for AIONX and AMOMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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