AIONX vs. GQJPX
Compare and contrast key facts about AQR International Momentum Style Fund Class N (AIONX) and GQG Partners International Quality Dividend Income Fund (GQJPX).
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. GQJPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.
Performance
AIONX vs. GQJPX - Performance Comparison
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AIONX vs. GQJPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AIONX AQR International Momentum Style Fund Class N | 0.00% | 34.58% | 8.41% | 16.39% | -19.64% | 5.43% |
GQJPX GQG Partners International Quality Dividend Income Fund | 4.71% | 24.88% | 7.39% | 18.06% | -10.50% | 1.05% |
Returns By Period
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%
GQJPX
- 1D
- 0.81%
- 1M
- -4.74%
- YTD
- 4.71%
- 6M
- 9.45%
- 1Y
- 17.72%
- 3Y*
- 17.91%
- 5Y*
- —
- 10Y*
- —
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AIONX vs. GQJPX - Expense Ratio Comparison
AIONX has a 0.88% expense ratio, which is lower than GQJPX's 0.91% expense ratio.
Return for Risk
AIONX vs. GQJPX — Risk / Return Rank
AIONX
GQJPX
AIONX vs. GQJPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Momentum Style Fund Class N (AIONX) and GQG Partners International Quality Dividend Income Fund (GQJPX). 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 | GQJPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.48 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.92 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.30 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.84 | +0.15 |
Martin ratioReturn relative to average drawdown | 7.80 | 6.99 | +0.82 |
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 | GQJPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.48 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.69 | -0.27 |
Correlation
The correlation between AIONX and GQJPX is 0.77, 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. GQJPX - Dividend Comparison
AIONX's dividend yield for the trailing twelve months is around 14.62%, more than GQJPX's 3.07% 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% |
GQJPX GQG Partners International Quality Dividend Income Fund | 3.07% | 3.22% | 3.35% | 4.50% | 5.59% | 1.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AIONX vs. GQJPX - Drawdown Comparison
The maximum AIONX drawdown since its inception was -32.32%, which is greater than GQJPX's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for AIONX and GQJPX.
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Drawdown Indicators
| AIONX | GQJPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -21.83% | -10.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -8.78% | -2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -32.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | — | — |
Current DrawdownCurrent decline from peak | -8.56% | -6.53% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -5.58% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.49% | +0.49% |
Volatility
AIONX vs. GQJPX - Volatility Comparison
AQR International Momentum Style Fund Class N (AIONX) has a higher volatility of 8.64% compared to GQG Partners International Quality Dividend Income Fund (GQJPX) at 5.33%. This indicates that AIONX's price experiences larger fluctuations and is considered to be riskier than GQJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIONX | GQJPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 5.33% | +3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 8.03% | +4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 12.39% | +5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 13.05% | +3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 13.05% | +3.68% |