AMOMX vs. IWB
Compare and contrast key facts about AQR Large Cap Momentum Style Fund (AMOMX) and iShares Russell 1000 ETF (IWB).
AMOMX is managed by AQR Funds. It was launched on Jul 9, 2009. IWB is a passively managed fund by iShares that tracks the performance of the Russell 1000 Index. It was launched on May 15, 2000.
Performance
AMOMX vs. IWB - Performance Comparison
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AMOMX vs. IWB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMOMX AQR Large Cap Momentum Style Fund | -2.67% | 15.36% | 27.62% | 18.17% | -18.00% | 26.01% | 26.86% | 29.20% | -4.01% | 23.87% |
IWB iShares Russell 1000 ETF | -3.54% | 17.18% | 24.32% | 26.39% | -19.19% | 26.32% | 20.77% | 31.06% | -4.90% | 21.52% |
Returns By Period
In the year-to-date period, AMOMX achieves a -2.67% return, which is significantly higher than IWB's -3.54% return. Both investments have delivered pretty close results over the past 10 years, with AMOMX having a 13.59% annualized return and IWB not far ahead at 13.82%.
AMOMX
- 1D
- 3.75%
- 1M
- -5.05%
- YTD
- -2.67%
- 6M
- -3.66%
- 1Y
- 18.41%
- 3Y*
- 18.72%
- 5Y*
- 11.03%
- 10Y*
- 13.59%
IWB
- 1D
- 0.79%
- 1M
- -4.37%
- YTD
- -3.54%
- 6M
- -1.52%
- 1Y
- 17.98%
- 3Y*
- 18.26%
- 5Y*
- 11.07%
- 10Y*
- 13.82%
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AMOMX vs. IWB - Expense Ratio Comparison
AMOMX has a 0.41% expense ratio, which is higher than IWB's 0.15% expense ratio.
Return for Risk
AMOMX vs. IWB — Risk / Return Rank
AMOMX
IWB
AMOMX vs. IWB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Momentum Style Fund (AMOMX) and iShares Russell 1000 ETF (IWB). 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 | IWB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.98 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.50 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.51 | +0.02 |
Martin ratioReturn relative to average drawdown | 6.88 | 7.11 | -0.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMOMX | IWB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.98 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.65 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.76 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.42 | +0.28 |
Correlation
The correlation between AMOMX and IWB is 0.94, 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. IWB - Dividend Comparison
AMOMX's dividend yield for the trailing twelve months is around 26.19%, more than IWB's 1.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMOMX AQR Large Cap Momentum Style Fund | 26.19% | 25.49% | 14.05% | 14.08% | 10.95% | 17.95% | 16.14% | 10.22% | 12.17% | 9.15% | 8.23% | 8.44% |
IWB iShares Russell 1000 ETF | 1.05% | 1.00% | 1.14% | 1.31% | 1.56% | 1.09% | 1.37% | 1.71% | 2.06% | 1.64% | 1.89% | 1.95% |
Drawdowns
AMOMX vs. IWB - Drawdown Comparison
The maximum AMOMX drawdown since its inception was -34.80%, smaller than the maximum IWB drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for AMOMX and IWB.
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Drawdown Indicators
| AMOMX | IWB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -55.38% | +20.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -12.21% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -34.80% | -25.20% | -9.60% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -34.60% | -0.20% |
Current DrawdownCurrent decline from peak | -6.02% | -5.53% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -10.92% | +4.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.59% | +0.28% |
Volatility
AMOMX vs. IWB - Volatility Comparison
AQR Large Cap Momentum Style Fund (AMOMX) has a higher volatility of 7.05% compared to iShares Russell 1000 ETF (IWB) at 5.38%. This indicates that AMOMX's price experiences larger fluctuations and is considered to be riskier than IWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMOMX | IWB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 5.38% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.38% | 9.58% | +2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.46% | 18.34% | +3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.51% | 17.11% | +4.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.93% | 18.12% | +2.81% |