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AMOMX vs. QGMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMOMX vs. QGMIX - Performance Comparison

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

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AMOMX vs. QGMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
QGMIX
AQR Macro Opportunities Fund
1.64%4.00%-0.95%0.01%29.30%-4.54%1.60%4.90%7.80%-3.38%

Returns By Period

In the year-to-date period, AMOMX achieves a -2.67% return, which is significantly lower than QGMIX's 1.64% return. Over the past 10 years, AMOMX has outperformed QGMIX with an annualized return of 13.59%, while QGMIX has yielded a comparatively lower 3.62% annualized return.


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%

QGMIX

1D
-0.50%
1M
-1.29%
YTD
1.64%
6M
0.14%
1Y
-1.52%
3Y*
2.37%
5Y*
4.51%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMOMX vs. QGMIX - Expense Ratio Comparison

AMOMX has a 0.41% expense ratio, which is lower than QGMIX's 1.20% expense ratio.


Return for Risk

AMOMX vs. QGMIX — Risk / Return Rank

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

AMOMX
AMOMX Risk / Return Rank: 5353
Overall Rank
AMOMX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AMOMX Sortino Ratio Rank: 4545
Sortino Ratio Rank
AMOMX Omega Ratio Rank: 4747
Omega Ratio Rank
AMOMX Calmar Ratio Rank: 6363
Calmar Ratio Rank
AMOMX Martin Ratio Rank: 7070
Martin Ratio Rank

QGMIX
QGMIX Risk / Return Rank: 33
Overall Rank
QGMIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
QGMIX Sortino Ratio Rank: 33
Sortino Ratio Rank
QGMIX Omega Ratio Rank: 33
Omega Ratio Rank
QGMIX Calmar Ratio Rank: 44
Calmar Ratio Rank
QGMIX Martin Ratio Rank: 44
Martin Ratio Rank
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. QGMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Momentum Style Fund (AMOMX) and AQR Macro Opportunities Fund (QGMIX). 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.


AMOMXQGMIXDifference

Sharpe ratio

Return per unit of total volatility

0.91

-0.13

+1.04

Sortino ratio

Return per unit of downside risk

1.40

-0.12

+1.52

Omega ratio

Gain probability vs. loss probability

1.21

0.98

+0.22

Calmar ratio

Return relative to maximum drawdown

1.52

-0.18

+1.70

Martin ratio

Return relative to average drawdown

6.88

-0.44

+7.31

AMOMX vs. QGMIX - Sharpe Ratio Comparison

The current AMOMX Sharpe Ratio is 0.91, which is higher than the QGMIX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of AMOMX and QGMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMOMXQGMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

-0.13

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.45

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.43

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.41

+0.29

Correlation

The correlation between AMOMX and QGMIX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

AMOMX vs. QGMIX - Dividend Comparison

AMOMX's dividend yield for the trailing twelve months is around 26.19%, more than QGMIX's 1.41% yield.


TTM20252024202320222021202020192018201720162015
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%
QGMIX
AQR Macro Opportunities Fund
1.41%1.44%1.92%10.07%7.48%1.49%0.96%0.05%3.92%0.04%6.05%5.30%

Drawdowns

AMOMX vs. QGMIX - Drawdown Comparison

The maximum AMOMX drawdown since its inception was -34.80%, which is greater than QGMIX's maximum drawdown of -13.48%. Use the drawdown chart below to compare losses from any high point for AMOMX and QGMIX.


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Drawdown Indicators


AMOMXQGMIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.80%

-13.48%

-21.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.96%

-8.68%

-4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

-13.48%

-21.32%

Max Drawdown (10Y)

Largest decline over 10 years

-34.80%

-13.48%

-21.32%

Current Drawdown

Current decline from peak

-6.02%

-3.09%

-2.93%

Average Drawdown

Average peak-to-trough decline

-6.34%

-3.95%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

3.47%

-0.60%

Volatility

AMOMX vs. QGMIX - Volatility Comparison

AQR Large Cap Momentum Style Fund (AMOMX) has a higher volatility of 7.05% compared to AQR Macro Opportunities Fund (QGMIX) at 2.20%. This indicates that AMOMX's price experiences larger fluctuations and is considered to be riskier than QGMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMOMXQGMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

2.20%

+4.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.38%

4.32%

+8.06%

Volatility (1Y)

Calculated over the trailing 1-year period

21.46%

7.83%

+13.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.51%

9.98%

+11.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.93%

8.37%

+12.56%