AMOMX vs. IWV

In the year-to-date period, AMOMX achieves a 4.11% return, which is significantly higher than IWV's 0.45% return. Both investments have delivered pretty close results over the past 10 years, with AMOMX having a 12.56% annualized return and IWV not far behind at 11.99%.

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AMOMX has a 0.41% expense ratio, which is higher than IWV's 0.20% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Momentum Style Fund (AMOMX) and iShares Russell 3000 ETF (IWV). 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 comparable to the IWV Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of AMOMX and IWV, 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%, more than IWV's 1.10% yield.

The maximum AMOMX drawdown since its inception was -34.29%, smaller than the maximum IWV drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for AMOMX and IWV.

AQR Large Cap Momentum Style Fund (AMOMX) has a higher volatility of 5.07% compared to iShares Russell 3000 ETF (IWV) at 4.81%. This indicates that AMOMX's price experiences larger fluctuations and is considered to be riskier than IWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.