AIONX vs. TBGVX
Compare and contrast key facts about AQR International Momentum Style Fund Class N (AIONX) and Tweedy, Browne International Value Fund (TBGVX).
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. TBGVX is managed by Tweedy, Browne. It was launched on Jun 14, 1993.
Performance
AIONX vs. TBGVX - Performance Comparison
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AIONX vs. TBGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIONX AQR International Momentum Style Fund Class N | 0.00% | 34.58% | 8.41% | 16.39% | -19.64% | 11.72% | 16.32% | 22.29% | -15.50% | 24.99% |
TBGVX Tweedy, Browne International Value Fund | 3.44% | 23.86% | 2.47% | 12.48% | -7.52% | 15.62% | -1.00% | 14.64% | -6.72% | 15.03% |
Returns By Period
Over the past 10 years, AIONX has outperformed TBGVX with an annualized return of 8.58%, while TBGVX has yielded a comparatively lower 7.70% annualized return.
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%
TBGVX
- 1D
- 1.78%
- 1M
- -6.84%
- YTD
- 3.44%
- 6M
- 7.64%
- 1Y
- 19.21%
- 3Y*
- 11.46%
- 5Y*
- 7.94%
- 10Y*
- 7.70%
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AIONX vs. TBGVX - Expense Ratio Comparison
AIONX has a 0.88% expense ratio, which is lower than TBGVX's 1.40% expense ratio.
Return for Risk
AIONX vs. TBGVX — Risk / Return Rank
AIONX
TBGVX
AIONX vs. TBGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Momentum Style Fund Class N (AIONX) and Tweedy, Browne International Value Fund (TBGVX). 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 | TBGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.58 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.85 | 2.13 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.34 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.74 | +0.25 |
Martin ratioReturn relative to average drawdown | 7.80 | 6.58 | +1.23 |
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 | TBGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.58 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.72 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.61 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.73 | -0.31 |
Correlation
The correlation between AIONX and TBGVX is 0.75, 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. TBGVX - Dividend Comparison
AIONX's dividend yield for the trailing twelve months is around 14.62%, more than TBGVX's 11.71% 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% |
TBGVX Tweedy, Browne International Value Fund | 11.71% | 12.11% | 9.95% | 4.55% | 5.68% | 8.89% | 0.94% | 1.88% | 6.74% | 1.10% | 3.16% | 4.94% |
Drawdowns
AIONX vs. TBGVX - Drawdown Comparison
The maximum AIONX drawdown since its inception was -32.32%, smaller than the maximum TBGVX drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for AIONX and TBGVX.
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Drawdown Indicators
| AIONX | TBGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -50.97% | +18.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -9.56% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -32.32% | -17.71% | -14.61% |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | -31.18% | -1.14% |
Current DrawdownCurrent decline from peak | -8.56% | -7.46% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -6.09% | -1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.66% | +0.32% |
Volatility
AIONX vs. TBGVX - Volatility Comparison
AQR International Momentum Style Fund Class N (AIONX) has a higher volatility of 8.64% compared to Tweedy, Browne International Value Fund (TBGVX) at 4.70%. This indicates that AIONX's price experiences larger fluctuations and is considered to be riskier than TBGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIONX | TBGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 4.70% | +3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 7.39% | +5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 12.36% | +5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 11.03% | +5.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 12.64% | +4.09% |