AIONX vs. FSOSX
Compare and contrast key facts about AQR International Momentum Style Fund Class N (AIONX) and Fidelity Series Overseas Fund (FSOSX).
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. FSOSX is managed by Fidelity. It was launched on Jun 21, 2019.
Performance
AIONX vs. FSOSX - Performance Comparison
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AIONX vs. FSOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AIONX AQR International Momentum Style Fund Class N | -3.44% | 34.58% | 8.41% | 16.39% | -19.64% | 11.72% | 16.32% | 5.17% |
FSOSX Fidelity Series Overseas Fund | -2.61% | 21.29% | 5.87% | 21.49% | -23.25% | 19.59% | 16.36% | 7.78% |
Returns By Period
In the year-to-date period, AIONX achieves a -3.44% return, which is significantly lower than FSOSX's -2.61% 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%
FSOSX
- 1D
- 3.27%
- 1M
- -6.62%
- YTD
- -2.61%
- 6M
- -2.31%
- 1Y
- 10.32%
- 3Y*
- 11.20%
- 5Y*
- 6.18%
- 10Y*
- —
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AIONX vs. FSOSX - Expense Ratio Comparison
AIONX has a 0.88% expense ratio, which is higher than FSOSX's 0.01% expense ratio.
Return for Risk
AIONX vs. FSOSX — Risk / Return Rank
AIONX
FSOSX
AIONX vs. FSOSX - 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 Overseas Fund (FSOSX). 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 | FSOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.59 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.52 | 0.93 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.13 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.77 | +0.73 |
Martin ratioReturn relative to average drawdown | 6.01 | 2.85 | +3.16 |
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 | FSOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.59 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.36 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.46 | -0.05 |
Correlation
The correlation between AIONX and FSOSX is 0.94, 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. FSOSX - Dividend Comparison
AIONX's dividend yield for the trailing twelve months is around 15.14%, more than FSOSX's 9.39% 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% |
FSOSX Fidelity Series Overseas Fund | 9.39% | 9.15% | 2.25% | 1.63% | 1.80% | 2.92% | 1.12% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AIONX vs. FSOSX - Drawdown Comparison
The maximum AIONX drawdown since its inception was -32.32%, smaller than the maximum FSOSX drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for AIONX and FSOSX.
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Drawdown Indicators
| AIONX | FSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -35.36% | +3.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -12.39% | +0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -32.32% | -35.36% | +3.04% |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | — | — |
Current DrawdownCurrent decline from peak | -11.70% | -9.01% | -2.69% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -7.90% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.35% | -0.42% |
Volatility
AIONX vs. FSOSX - Volatility Comparison
The current volatility for AQR International Momentum Style Fund Class N (AIONX) is 7.70%, while Fidelity Series Overseas Fund (FSOSX) has a volatility of 8.95%. This indicates that AIONX experiences smaller price fluctuations and is considered to be less risky than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIONX | FSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 8.95% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 12.37% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 18.50% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 17.41% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 18.97% | -2.28% |