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AIONX vs. TBGVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIONX vs. TBGVX - Performance Comparison

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

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AIONX vs. TBGVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

AIONX
AIONX Risk / Return Rank: 6969
Overall Rank
AIONX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
AIONX Sortino Ratio Rank: 6767
Sortino Ratio Rank
AIONX Omega Ratio Rank: 6565
Omega Ratio Rank
AIONX Calmar Ratio Rank: 7575
Calmar Ratio Rank
AIONX Martin Ratio Rank: 7171
Martin Ratio Rank

TBGVX
TBGVX Risk / Return Rank: 7777
Overall Rank
TBGVX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TBGVX Sortino Ratio Rank: 8181
Sortino Ratio Rank
TBGVX Omega Ratio Rank: 8282
Omega Ratio Rank
TBGVX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TBGVX Martin Ratio Rank: 6767
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. 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.


AIONXTBGVXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.58

-0.25

Sortino ratio

Return per unit of downside risk

1.85

2.13

-0.28

Omega ratio

Gain probability vs. loss probability

1.27

1.34

-0.07

Calmar ratio

Return relative to maximum drawdown

1.99

1.74

+0.25

Martin ratio

Return relative to average drawdown

7.80

6.58

+1.23

AIONX vs. TBGVX - Sharpe Ratio Comparison

The current AIONX Sharpe Ratio is 1.34, which is comparable to the TBGVX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of AIONX and TBGVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AIONXTBGVXDifference

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.


TTM20252024202320222021202020192018201720162015
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


AIONXTBGVXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.56%

-7.46%

-1.10%

Average Drawdown

Average peak-to-trough decline

-7.75%

-6.09%

-1.66%

Ulcer Index

Depth 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


AIONXTBGVXDifference

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%