AIONX vs. GSINX
Compare and contrast key facts about AQR International Momentum Style Fund Class N (AIONX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX).
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. GSINX is managed by Goldman Sachs. It was launched on Dec 14, 2016.
Performance
AIONX vs. GSINX - Performance Comparison
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AIONX vs. GSINX - 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% |
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 4.74% | 20.76% | 9.53% | 21.93% | -11.14% | 12.35% | 15.64% | 27.41% | -6.14% | 29.66% |
Returns By Period
In the year-to-date period, AIONX achieves a -3.44% return, which is significantly lower than GSINX's 4.74% return.
AIONX
- 1D
- 0.00%
- 1M
- -10.09%
- YTD
- -3.44%
- 6M
- 0.07%
- 1Y
- 19.04%
- 3Y*
- 15.88%
- 5Y*
- 7.99%
- 10Y*
- 8.20%
GSINX
- 1D
- 0.95%
- 1M
- -3.93%
- YTD
- 4.74%
- 6M
- 8.15%
- 1Y
- 16.49%
- 3Y*
- 17.62%
- 5Y*
- 10.27%
- 10Y*
- —
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AIONX vs. GSINX - Expense Ratio Comparison
AIONX has a 0.88% expense ratio, which is lower than GSINX's 0.89% expense ratio.
Return for Risk
AIONX vs. GSINX — Risk / Return Rank
AIONX
GSINX
AIONX vs. GSINX - 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 (GSINX). 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 | GSINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.36 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.80 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.29 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.87 | -0.37 |
Martin ratioReturn relative to average drawdown | 6.01 | 7.54 | -1.53 |
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 | GSINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.36 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.72 | -0.24 |
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 | -0.40 |
Correlation
The correlation between AIONX and GSINX 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. GSINX - Dividend Comparison
AIONX's dividend yield for the trailing twelve months is around 15.14%, more than GSINX's 4.80% 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% |
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 4.80% | 5.03% | 11.11% | 2.27% | 4.79% | 2.13% | 0.08% | 0.57% | 0.43% | 0.12% | 0.00% | 0.00% |
Drawdowns
AIONX vs. GSINX - Drawdown Comparison
The maximum AIONX drawdown since its inception was -32.32%, which is greater than GSINX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for AIONX and GSINX.
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Drawdown Indicators
| AIONX | GSINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -28.80% | -3.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -8.74% | -2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -32.32% | -25.46% | -6.86% |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | — | — |
Current DrawdownCurrent decline from peak | -11.70% | -5.22% | -6.48% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -4.88% | -2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.17% | +0.76% |
Volatility
AIONX vs. GSINX - 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 (GSINX) at 4.86%. This indicates that AIONX's price experiences larger fluctuations and is considered to be riskier than GSINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIONX | GSINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 4.86% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 7.41% | +4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 12.49% | +5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 14.44% | +2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 15.77% | +0.92% |