AMOMX vs. AUEIX

In the year-to-date period, AMOMX achieves a 4.11% return, which is significantly lower than AUEIX's 5.48% return. Over the past 10 years, AMOMX has outperformed AUEIX with an annualized return of 12.56%, while AUEIX has yielded a comparatively lower 4.92% annualized return.

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AMOMX has a 0.41% expense ratio, which is higher than AUEIX's 0.37% expense ratio.

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.

The current AMOMX Sharpe Ratio is 0.64, which is higher than the AUEIX Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of AMOMX and AUEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AMOMX's dividend yield for the trailing twelve months is around 13.50%, less than AUEIX's 23.04% yield.

The maximum AMOMX drawdown since its inception was -34.29%, smaller than the maximum AUEIX drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for AMOMX and AUEIX.

AQR Large Cap Momentum Style Fund (AMOMX) has a higher volatility of 5.07% compared to AQR Large Cap Defensive Style Fund (AUEIX) at 3.30%. This indicates that AMOMX's price experiences larger fluctuations and is considered to be riskier than AUEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.