AIONX vs. EPDIX
Compare and contrast key facts about AQR International Momentum Style Fund Class N (AIONX) and EuroPac International Dividend Income Fund (EPDIX).
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. EPDIX is managed by Euro Pacific Asset Management. It was launched on Jan 9, 2014.
Performance
AIONX vs. EPDIX - Performance Comparison
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AIONX vs. EPDIX - 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% |
EPDIX EuroPac International Dividend Income Fund | 5.87% | 62.35% | 0.87% | 7.85% | 1.53% | 8.04% | 9.23% | 13.33% | -10.74% | 15.81% |
Returns By Period
In the year-to-date period, AIONX achieves a -3.44% return, which is significantly lower than EPDIX's 5.87% return. Over the past 10 years, AIONX has underperformed EPDIX with an annualized return of 8.20%, while EPDIX has yielded a comparatively higher 9.85% 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%
EPDIX
- 1D
- 0.07%
- 1M
- -9.48%
- YTD
- 5.87%
- 6M
- 16.80%
- 1Y
- 44.92%
- 3Y*
- 20.84%
- 5Y*
- 14.71%
- 10Y*
- 9.85%
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AIONX vs. EPDIX - Expense Ratio Comparison
AIONX has a 0.88% expense ratio, which is lower than EPDIX's 1.25% expense ratio.
Return for Risk
AIONX vs. EPDIX — Risk / Return Rank
AIONX
EPDIX
AIONX vs. EPDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Momentum Style Fund Class N (AIONX) and EuroPac International Dividend Income Fund (EPDIX). 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 | EPDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 2.80 | -1.72 |
Sortino ratioReturn per unit of downside risk | 1.52 | 3.33 | -1.81 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.54 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 4.08 | -2.57 |
Martin ratioReturn relative to average drawdown | 6.01 | 16.78 | -10.78 |
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 | EPDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 2.80 | -1.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 1.06 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.66 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.46 | -0.05 |
Correlation
The correlation between AIONX and EPDIX is 0.74, 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. EPDIX - Dividend Comparison
AIONX's dividend yield for the trailing twelve months is around 15.14%, more than EPDIX's 6.72% 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% |
EPDIX EuroPac International Dividend Income Fund | 6.72% | 7.71% | 4.09% | 3.32% | 2.81% | 2.31% | 1.92% | 2.68% | 3.00% | 2.93% | 2.47% | 3.88% |
Drawdowns
AIONX vs. EPDIX - Drawdown Comparison
The maximum AIONX drawdown since its inception was -32.32%, smaller than the maximum EPDIX drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for AIONX and EPDIX.
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Drawdown Indicators
| AIONX | EPDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -38.23% | +5.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -10.92% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -32.32% | -20.98% | -11.34% |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | -32.84% | +0.52% |
Current DrawdownCurrent decline from peak | -11.70% | -9.48% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -10.88% | +3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.65% | +0.28% |
Volatility
AIONX vs. EPDIX - Volatility Comparison
AQR International Momentum Style Fund Class N (AIONX) has a higher volatility of 7.70% compared to EuroPac International Dividend Income Fund (EPDIX) at 6.47%. This indicates that AIONX's price experiences larger fluctuations and is considered to be riskier than EPDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIONX | EPDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 6.47% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 11.36% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 16.09% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 14.01% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 14.86% | +1.83% |