AIONX vs. GSIMX
Compare and contrast key facts about AQR International Momentum Style Fund Class N (AIONX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX).
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. GSIMX is managed by Goldman Sachs. It was launched on Dec 15, 2016.
Performance
AIONX vs. GSIMX - Performance Comparison
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AIONX vs. GSIMX - 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% | 24.41% |
GSIMX Goldman Sachs GQG Partners International Opportunities Fund | 3.78% | 20.85% | 9.66% | 22.10% | -11.06% | 12.50% | 15.77% | 27.64% | -6.04% | 29.92% |
Returns By Period
In the year-to-date period, AIONX achieves a -3.44% return, which is significantly lower than GSIMX's 3.78% 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%
GSIMX
- 1D
- 0.60%
- 1M
- -6.12%
- YTD
- 3.78%
- 6M
- 7.89%
- 1Y
- 15.89%
- 3Y*
- 17.37%
- 5Y*
- 10.41%
- 10Y*
- —
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AIONX vs. GSIMX - Expense Ratio Comparison
AIONX has a 0.88% expense ratio, which is higher than GSIMX's 0.76% expense ratio.
Return for Risk
AIONX vs. GSIMX — Risk / Return Rank
AIONX
GSIMX
AIONX vs. GSIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Momentum Style Fund Class N (AIONX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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 | GSIMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.28 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.69 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.27 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.81 | -0.31 |
Martin ratioReturn relative to average drawdown | 6.01 | 7.41 | -1.40 |
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 | GSIMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.28 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.73 | -0.25 |
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 | 0.81 | -0.41 |
Correlation
The correlation between AIONX and GSIMX is 0.88, 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. GSIMX - Dividend Comparison
AIONX's dividend yield for the trailing twelve months is around 15.14%, more than GSIMX's 4.93% 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% |
GSIMX Goldman Sachs GQG Partners International Opportunities Fund | 4.93% | 5.12% | 11.18% | 2.36% | 4.89% | 2.23% | 0.18% | 0.65% | 0.53% | 0.16% | 0.00% | 0.00% |
Drawdowns
AIONX vs. GSIMX - Drawdown Comparison
The maximum AIONX drawdown since its inception was -32.32%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for AIONX and GSIMX.
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Drawdown Indicators
| AIONX | GSIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -28.84% | -3.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -8.75% | -2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -32.32% | -25.37% | -6.95% |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | — | — |
Current DrawdownCurrent decline from peak | -11.70% | -6.12% | -5.58% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -4.85% | -2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.15% | +0.78% |
Volatility
AIONX vs. GSIMX - Volatility Comparison
AQR International Momentum Style Fund Class N (AIONX) has a higher volatility of 7.70% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 4.78%. This indicates that AIONX's price experiences larger fluctuations and is considered to be riskier than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIONX | GSIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 4.78% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 7.35% | +4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 12.47% | +5.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 14.42% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 15.77% | +0.92% |