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AMOMX vs. ANDIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMOMX vs. ANDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Large Cap Momentum Style Fund (AMOMX) and AQR International Defensive Style Fund (ANDIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AMOMX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ANDIX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMOMX vs. ANDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMOMX
AQR Large Cap Momentum Style Fund
11.26%15.36%27.62%18.17%-18.00%26.01%26.86%29.20%-4.01%23.87%
ANDIX
AQR International Defensive Style Fund
5.63%21.41%2.83%12.06%-14.26%7.59%8.43%18.39%-10.35%22.86%

Correlation

The correlation between AMOMX and ANDIX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2012

0.68

The correlation between AMOMX and ANDIX shifts across timeframes, from 0.52 (1 year) to 0.68 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

AMOMX vs. ANDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Momentum Style Fund (AMOMX) and AQR International Defensive Style Fund (ANDIX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AMOMX vs. ANDIX - Sharpe Ratio Comparison


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Drawdowns

AMOMX vs. ANDIX - Drawdown Comparison


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Volatility

AMOMX vs. ANDIX - Volatility Comparison


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AMOMX vs. ANDIX - Expense Ratio Comparison

AMOMX has a 0.41% expense ratio, which is lower than ANDIX's 0.55% expense ratio.


Dividends

AMOMX vs. ANDIX - Dividend Comparison

AMOMX's dividend yield for the trailing twelve months is around 30.65%, less than ANDIX's 70.16% yield.


PositionTTM20252024202320222021202020192018201720162015
AMOMX
AQR Large Cap Momentum Style Fund
30.65%25.49%14.05%14.08%10.95%17.95%16.14%10.22%12.17%9.15%8.23%8.44%
ANDIX
AQR International Defensive Style Fund
70.16%4.74%2.29%3.02%2.00%2.53%1.73%2.51%2.40%3.30%1.47%2.09%

Frequently Asked Questions


AMOMX and ANDIX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for AMOMX and ANDIX

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