AIONX vs. FIGSX
Compare and contrast key facts about AQR International Momentum Style Fund Class N (AIONX) and Fidelity Series International Growth Fund (FIGSX).
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. FIGSX is managed by Fidelity. It was launched on Dec 3, 2009.
Performance
AIONX vs. FIGSX - Performance Comparison
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AIONX vs. FIGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIONX AQR International Momentum Style Fund Class N | 0.00% | 34.58% | 8.41% | 16.39% | -19.64% | 11.72% | 16.32% | 22.29% | -15.50% | 24.99% |
FIGSX Fidelity Series International Growth Fund | -1.99% | 19.12% | 5.93% | 21.74% | -22.87% | 16.61% | 18.52% | 35.59% | -10.97% | 30.21% |
Returns By Period
Over the past 10 years, AIONX has underperformed FIGSX with an annualized return of 8.58%, while FIGSX has yielded a comparatively higher 9.60% annualized return.
AIONX
- 1D
- 3.56%
- 1M
- -6.89%
- YTD
- 0.00%
- 6M
- 3.63%
- 1Y
- 23.28%
- 3Y*
- 17.24%
- 5Y*
- 8.40%
- 10Y*
- 8.58%
FIGSX
- 1D
- 3.82%
- 1M
- -8.68%
- YTD
- -1.99%
- 6M
- -1.59%
- 1Y
- 13.63%
- 3Y*
- 10.79%
- 5Y*
- 5.70%
- 10Y*
- 9.60%
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AIONX vs. FIGSX - Expense Ratio Comparison
AIONX has a 0.88% expense ratio, which is higher than FIGSX's 0.01% expense ratio.
Return for Risk
AIONX vs. FIGSX — Risk / Return Rank
AIONX
FIGSX
AIONX vs. FIGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Momentum Style Fund Class N (AIONX) and Fidelity Series International Growth Fund (FIGSX). 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 | FIGSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.74 | +0.59 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.16 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.16 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 0.98 | +1.01 |
Martin ratioReturn relative to average drawdown | 7.80 | 3.83 | +3.98 |
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 | FIGSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 0.74 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.33 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.55 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.48 | -0.06 |
Correlation
The correlation between AIONX and FIGSX is 0.92, 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. FIGSX - Dividend Comparison
AIONX's dividend yield for the trailing twelve months is around 14.62%, more than FIGSX's 8.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIONX AQR International Momentum Style Fund Class N | 14.62% | 14.62% | 21.87% | 11.32% | 2.62% | 1.77% | 0.95% | 2.12% | 1.85% | 1.96% | 2.23% | 1.30% |
FIGSX Fidelity Series International Growth Fund | 8.85% | 8.67% | 4.29% | 1.27% | 3.53% | 8.33% | 16.24% | 3.64% | 7.47% | 3.14% | 2.54% | 3.54% |
Drawdowns
AIONX vs. FIGSX - Drawdown Comparison
The maximum AIONX drawdown since its inception was -32.32%, smaller than the maximum FIGSX drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for AIONX and FIGSX.
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Drawdown Indicators
| AIONX | FIGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -34.47% | +2.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -13.89% | +2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -32.32% | -34.47% | +2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | -34.47% | +2.15% |
Current DrawdownCurrent decline from peak | -8.56% | -10.60% | +2.04% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -6.49% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 3.55% | -0.57% |
Volatility
AIONX vs. FIGSX - Volatility Comparison
AQR International Momentum Style Fund Class N (AIONX) and Fidelity Series International Growth Fund (FIGSX) have volatilities of 8.64% and 9.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIONX | FIGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 9.09% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 13.23% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 19.24% | -1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 17.61% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 17.54% | -0.81% |