PortfoliosLab logoPortfoliosLab logo
AIONX vs. PPYPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIONX vs. PPYPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR International Momentum Style Fund Class N (AIONX) and PIMCO RAE International Fund (PPYPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AIONX vs. PPYPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%24.99%
PPYPX
PIMCO RAE International Fund
8.42%31.34%-1.15%18.13%-8.73%10.68%2.05%16.43%-15.49%24.89%

Returns By Period

In the year-to-date period, AIONX achieves a -3.44% return, which is significantly lower than PPYPX's 8.42% return. Over the past 10 years, AIONX has underperformed PPYPX with an annualized return of 8.20%, while PPYPX has yielded a comparatively higher 8.80% annualized 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%

PPYPX

1D
0.63%
1M
-6.12%
YTD
8.42%
6M
13.11%
1Y
31.25%
3Y*
15.99%
5Y*
8.93%
10Y*
8.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AIONX vs. PPYPX - Expense Ratio Comparison

AIONX has a 0.88% expense ratio, which is higher than PPYPX's 0.60% expense ratio.


Return for Risk

AIONX vs. PPYPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIONX
AIONX Risk / Return Rank: 6060
Overall Rank
AIONX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AIONX Sortino Ratio Rank: 5757
Sortino Ratio Rank
AIONX Omega Ratio Rank: 5555
Omega Ratio Rank
AIONX Calmar Ratio Rank: 6565
Calmar Ratio Rank
AIONX Martin Ratio Rank: 6363
Martin Ratio Rank

PPYPX
PPYPX Risk / Return Rank: 9090
Overall Rank
PPYPX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PPYPX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PPYPX Omega Ratio Rank: 8888
Omega Ratio Rank
PPYPX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PPYPX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AIONX vs. PPYPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR International Momentum Style Fund Class N (AIONX) and PIMCO RAE International Fund (PPYPX). 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.


AIONXPPYPXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.96

-0.87

Sortino ratio

Return per unit of downside risk

1.52

2.52

-0.99

Omega ratio

Gain probability vs. loss probability

1.22

1.38

-0.16

Calmar ratio

Return relative to maximum drawdown

1.51

2.46

-0.95

Martin ratio

Return relative to average drawdown

6.01

11.58

-5.57

AIONX vs. PPYPX - Sharpe Ratio Comparison

The current AIONX Sharpe Ratio is 1.08, which is lower than the PPYPX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of AIONX and PPYPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AIONXPPYPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.96

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.46

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.46

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.45

-0.04

Correlation

The correlation between AIONX and PPYPX is 0.87, 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. PPYPX - Dividend Comparison

AIONX's dividend yield for the trailing twelve months is around 15.14%, more than PPYPX's 7.17% yield.


TTM20252024202320222021202020192018201720162015
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%
PPYPX
PIMCO RAE International Fund
7.17%7.78%6.57%10.09%7.20%27.06%2.23%4.20%5.96%2.53%2.41%0.00%

Drawdowns

AIONX vs. PPYPX - Drawdown Comparison

The maximum AIONX drawdown since its inception was -32.32%, smaller than the maximum PPYPX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for AIONX and PPYPX.


Loading graphics...

Drawdown Indicators


AIONXPPYPXDifference

Max Drawdown

Largest peak-to-trough decline

-32.32%

-42.48%

+10.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-10.21%

-1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-32.32%

-35.65%

+3.33%

Max Drawdown (10Y)

Largest decline over 10 years

-32.32%

-42.48%

+10.16%

Current Drawdown

Current decline from peak

-11.70%

-6.12%

-5.58%

Average Drawdown

Average peak-to-trough decline

-7.75%

-10.28%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.47%

+0.46%

Volatility

AIONX vs. PPYPX - Volatility Comparison

AQR International Momentum Style Fund Class N (AIONX) has a higher volatility of 7.70% compared to PIMCO RAE International Fund (PPYPX) at 4.98%. This indicates that AIONX's price experiences larger fluctuations and is considered to be riskier than PPYPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AIONXPPYPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

4.98%

+2.72%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

9.98%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.69%

15.30%

+2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

19.59%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.69%

19.07%

-2.38%