AIONX vs. EPDPX
Compare and contrast key facts about AQR International Momentum Style Fund Class N (AIONX) and EuroPac International Dividend Income Fund Class A (EPDPX).
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. EPDPX is managed by Euro Pacific Asset Management. It was launched on Jan 10, 2014.
Performance
AIONX vs. EPDPX - Performance Comparison
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AIONX vs. EPDPX - 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% |
EPDPX EuroPac International Dividend Income Fund Class A | 5.90% | 61.93% | 0.72% | 7.46% | 1.27% | 7.78% | 8.83% | 13.05% | -11.02% | 15.53% |
Returns By Period
In the year-to-date period, AIONX achieves a -3.44% return, which is significantly lower than EPDPX's 5.90% return. Over the past 10 years, AIONX has underperformed EPDPX with an annualized return of 8.20%, while EPDPX has yielded a comparatively higher 9.56% 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%
EPDPX
- 1D
- 0.14%
- 1M
- -9.40%
- YTD
- 5.90%
- 6M
- 16.78%
- 1Y
- 44.80%
- 3Y*
- 20.57%
- 5Y*
- 14.44%
- 10Y*
- 9.56%
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AIONX vs. EPDPX - Expense Ratio Comparison
AIONX has a 0.88% expense ratio, which is lower than EPDPX's 1.52% expense ratio.
Return for Risk
AIONX vs. EPDPX — Risk / Return Rank
AIONX
EPDPX
AIONX vs. EPDPX - 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 Class A (EPDPX). 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 | EPDPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 2.78 | -1.70 |
Sortino ratioReturn per unit of downside risk | 1.52 | 3.30 | -1.78 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.53 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 4.04 | -2.54 |
Martin ratioReturn relative to average drawdown | 6.01 | 16.67 | -10.66 |
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 | EPDPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 2.78 | -1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 1.03 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.65 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.44 | -0.03 |
Correlation
The correlation between AIONX and EPDPX 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. EPDPX - Dividend Comparison
AIONX's dividend yield for the trailing twelve months is around 15.14%, more than EPDPX's 5.83% 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% |
EPDPX EuroPac International Dividend Income Fund Class A | 5.83% | 6.55% | 3.82% | 3.08% | 2.56% | 2.07% | 1.70% | 2.43% | 2.66% | 2.69% | 2.24% | 3.58% |
Drawdowns
AIONX vs. EPDPX - Drawdown Comparison
The maximum AIONX drawdown since its inception was -32.32%, smaller than the maximum EPDPX drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for AIONX and EPDPX.
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Drawdown Indicators
| AIONX | EPDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -39.21% | +6.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -10.96% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -32.32% | -21.06% | -11.26% |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | -33.34% | +1.02% |
Current DrawdownCurrent decline from peak | -11.70% | -9.40% | -2.30% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -11.30% | +3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.66% | +0.27% |
Volatility
AIONX vs. EPDPX - Volatility Comparison
AQR International Momentum Style Fund Class N (AIONX) has a higher volatility of 7.70% compared to EuroPac International Dividend Income Fund Class A (EPDPX) at 6.49%. This indicates that AIONX's price experiences larger fluctuations and is considered to be riskier than EPDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIONX | EPDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 6.49% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 11.41% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 16.13% | +1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 14.03% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 14.86% | +1.83% |