AMOMX vs. IOLZX

Last updated Jun 4, 2026

AMOMX (AQR Large Cap Momentum Style Fund) and IOLZX (ICON Equity Fund) are both Large Cap Growth Equities funds. Their correlation of 0.83 suggests significant overlap in exposure. AMOMX charges 0.41%/yr vs 1.04%/yr for IOLZX.

Performance

AMOMX vs. IOLZX - Performance Comparison

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

Returns By Period

AMOMX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IOLZX

• 1D: 2.03%
• 1M: 8.48%
• YTD: 28.15%
• 6M: 30.91%
• 1Y: 50.12%
• 3Y*: 24.88%
• 5Y*: 11.20%
• 10Y*: 14.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AMOMX vs. IOLZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
IOLZX ICON Equity Fund	28.15%	15.81%	16.87%	12.13%	-17.78%	26.72%	16.00%	38.22%	-16.69%	26.78%

Correlation

The correlation between AMOMX and IOLZX is 0.70, 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	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jul 10, 2009	0.83

The correlation between AMOMX and IOLZX shifts across timeframes, from 0.69 (3 years) to 0.83 (all time), reflecting how their relationship changes across market environments.

Return for Risk

AMOMX vs. IOLZX — Risk / Return Rank

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

IOLZX

IOLZX Risk / Return Rank: 76
IOLZX Sharpe Ratio Rank: 85
IOLZX Sortino Ratio Rank: 78
IOLZX Omega Ratio Rank: 68
IOLZX Calmar Ratio Rank: 80
IOLZX Martin Ratio Rank: 66

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.

AMOMX vs. IOLZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Momentum Style Fund (AMOMX) and ICON Equity Fund (IOLZX). 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.

Sharpe Ratios by Period

	AMOMX	IOLZX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.77	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.53	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.41	—

Drawdowns

Drawdown Indicators

	AMOMX	IOLZX	Difference
Max Drawdown Largest peak-to-trough decline	—	-56.03%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-14.35%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-24.71%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.77%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.04%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-12.63%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.04%	—

Volatility

Volatility by Period

	AMOMX	IOLZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.36%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.98%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	18.86%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	21.43%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.36%	—

AMOMX vs. IOLZX - Expense Ratio Comparison

AMOMX has a 0.41% expense ratio, which is lower than IOLZX's 1.04% expense ratio.

Dividends

AMOMX vs. IOLZX - Dividend Comparison

AMOMX's dividend yield for the trailing twelve months is around 30.65%, more than IOLZX's 8.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
IOLZX ICON Equity Fund	8.34%	10.69%	22.21%	4.75%	18.57%	14.12%	0.00%	3.46%	1.60%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AMOMX and IOLZX in my portfolio?

AMOMX and IOLZX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.