AMOMX vs. AUEIX
Compare and contrast key facts about AQR Large Cap Momentum Style Fund (AMOMX) and AQR Large Cap Defensive Style Fund (AUEIX).
AMOMX is managed by AQR Funds. It was launched on Jul 9, 2009. AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMOMX or AUEIX.
Correlation
The correlation between AMOMX and AUEIX is 0.88, 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.
Performance
AMOMX vs. AUEIX - Performance Comparison
Key characteristics
AMOMX:
0.73
AUEIX:
-0.26
AMOMX:
0.97
AUEIX:
-0.16
AMOMX:
1.18
AUEIX:
0.95
AMOMX:
0.42
AUEIX:
-0.22
AMOMX:
4.53
AUEIX:
-1.74
AMOMX:
3.38%
AUEIX:
3.20%
AMOMX:
21.05%
AUEIX:
21.27%
AMOMX:
-39.97%
AUEIX:
-33.57%
AMOMX:
-26.11%
AUEIX:
-24.70%
Returns By Period
In the year-to-date period, AMOMX achieves a 13.58% return, which is significantly higher than AUEIX's -7.15% return. Over the past 10 years, AMOMX has underperformed AUEIX with an annualized return of 1.35%, while AUEIX has yielded a comparatively higher 8.56% annualized return.
AMOMX
13.58%
-13.78%
-5.46%
13.88%
-0.92%
1.35%
AUEIX
-7.15%
-21.30%
-15.25%
-6.30%
4.15%
8.56%
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AMOMX vs. AUEIX - Expense Ratio Comparison
AMOMX has a 0.41% expense ratio, which is higher than AUEIX's 0.37% expense ratio.
Risk-Adjusted Performance
AMOMX vs. AUEIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Momentum Style Fund (AMOMX) and AQR Large Cap Defensive Style Fund (AUEIX). 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.
Dividends
AMOMX vs. AUEIX - Dividend Comparison
Neither AMOMX nor AUEIX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMOMX AQR Large Cap Momentum Style Fund | 0.00% | 1.11% | 1.29% | 0.51% | 0.72% | 1.14% | 1.20% | 0.97% | 1.67% | 1.05% | 0.65% | 0.64% |
AUEIX AQR Large Cap Defensive Style Fund | 0.00% | 2.38% | 1.39% | 1.06% | 1.29% | 1.10% | 1.22% | 1.44% | 1.45% | 0.95% | 1.98% | 0.63% |
Drawdowns
AMOMX vs. AUEIX - Drawdown Comparison
The maximum AMOMX drawdown since its inception was -39.97%, which is greater than AUEIX's maximum drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for AMOMX and AUEIX. For additional features, visit the drawdowns tool.
Volatility
AMOMX vs. AUEIX - Volatility Comparison
The current volatility for AQR Large Cap Momentum Style Fund (AMOMX) is 14.69%, while AQR Large Cap Defensive Style Fund (AUEIX) has a volatility of 21.83%. This indicates that AMOMX experiences smaller price fluctuations and is considered to be less risky than AUEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.