AMOMX vs. ASMOX
Compare and contrast key facts about AQR Large Cap Momentum Style Fund (AMOMX) and AQR Small Cap Momentum Style Fund (ASMOX).
AMOMX is managed by AQR Funds. It was launched on Jul 9, 2009. ASMOX is managed by AQR Funds. It was launched on Jul 9, 2009.
Performance
AMOMX vs. ASMOX - Performance Comparison
Loading graphics...
AMOMX vs. ASMOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMOMX AQR Large Cap Momentum Style Fund | -6.19% | 15.36% | 27.62% | 18.17% | -18.00% | 26.01% | 26.86% | 29.20% | -4.01% | 23.87% |
ASMOX AQR Small Cap Momentum Style Fund | -3.17% | 16.87% | 16.54% | 18.37% | -19.56% | 15.37% | 25.76% | 26.47% | -12.14% | 17.43% |
Returns By Period
In the year-to-date period, AMOMX achieves a -6.19% return, which is significantly lower than ASMOX's -3.17% return. Over the past 10 years, AMOMX has outperformed ASMOX with an annualized return of 13.17%, while ASMOX has yielded a comparatively lower 10.91% annualized return.
AMOMX
- 1D
- -1.37%
- 1M
- -8.17%
- YTD
- -6.19%
- 6M
- -7.18%
- 1Y
- 15.03%
- 3Y*
- 17.28%
- 5Y*
- 10.57%
- 10Y*
- 13.17%
ASMOX
- 1D
- -2.56%
- 1M
- -9.75%
- YTD
- -3.17%
- 6M
- -4.45%
- 1Y
- 25.34%
- 3Y*
- 15.73%
- 5Y*
- 5.45%
- 10Y*
- 10.91%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AMOMX vs. ASMOX - Expense Ratio Comparison
AMOMX has a 0.41% expense ratio, which is lower than ASMOX's 0.61% expense ratio.
Return for Risk
AMOMX vs. ASMOX — Risk / Return Rank
AMOMX
ASMOX
AMOMX vs. ASMOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Momentum Style Fund (AMOMX) and AQR Small Cap Momentum Style Fund (ASMOX). 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.
| AMOMX | ASMOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.95 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.43 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.63 | -0.65 |
Martin ratioReturn relative to average drawdown | 4.50 | 4.95 | -0.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AMOMX | ASMOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.95 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.20 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.41 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.47 | +0.22 |
Correlation
The correlation between AMOMX and ASMOX 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
AMOMX vs. ASMOX - Dividend Comparison
AMOMX's dividend yield for the trailing twelve months is around 27.17%, more than ASMOX's 8.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMOMX AQR Large Cap Momentum Style Fund | 27.17% | 25.49% | 14.05% | 14.08% | 10.95% | 17.95% | 16.14% | 10.22% | 12.17% | 9.15% | 8.23% | 8.44% |
ASMOX AQR Small Cap Momentum Style Fund | 8.39% | 8.12% | 18.80% | 3.92% | 0.57% | 24.81% | 5.46% | 4.38% | 29.63% | 9.90% | 0.79% | 1.23% |
Drawdowns
AMOMX vs. ASMOX - Drawdown Comparison
The maximum AMOMX drawdown since its inception was -34.80%, smaller than the maximum ASMOX drawdown of -42.16%. Use the drawdown chart below to compare losses from any high point for AMOMX and ASMOX.
Loading graphics...
Drawdown Indicators
| AMOMX | ASMOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -42.16% | +7.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -13.69% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -34.80% | -40.32% | +5.52% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -42.16% | +7.36% |
Current DrawdownCurrent decline from peak | -9.42% | -13.69% | +4.27% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -10.63% | +4.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 4.52% | -1.67% |
Volatility
AMOMX vs. ASMOX - Volatility Comparison
The current volatility for AQR Large Cap Momentum Style Fund (AMOMX) is 5.77%, while AQR Small Cap Momentum Style Fund (ASMOX) has a volatility of 8.62%. This indicates that AMOMX experiences smaller price fluctuations and is considered to be less risky than ASMOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AMOMX | ASMOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 8.62% | -2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 11.81% | 18.82% | -7.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.18% | 26.64% | -5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.46% | 27.99% | -6.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.89% | 26.45% | -5.56% |