AMOMX vs. VOO
Compare and contrast key facts about AQR Large Cap Momentum Style Fund (AMOMX) and Vanguard S&P 500 ETF (VOO).
AMOMX is managed by AQR Funds. It was launched on Jul 9, 2009. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
AMOMX vs. VOO - Performance Comparison
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AMOMX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, AMOMX achieves a -2.67% return, which is significantly higher than VOO's -3.66% return. Both investments have delivered pretty close results over the past 10 years, with AMOMX having a 13.59% annualized return and VOO not far ahead at 14.14%.
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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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AMOMX vs. VOO - Expense Ratio Comparison
AMOMX has a 0.41% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
AMOMX vs. VOO — Risk / Return Rank
AMOMX
VOO
AMOMX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Momentum Style Fund (AMOMX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.01 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.53 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.55 | -0.03 |
Martin ratioReturn relative to average drawdown | 6.88 | 7.31 | -0.43 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.01 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.71 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.79 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.83 | -0.13 |
Correlation
The correlation between AMOMX and VOO 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. VOO - Dividend Comparison
AMOMX's dividend yield for the trailing twelve months is around 26.19%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
AMOMX vs. VOO - Drawdown Comparison
The maximum AMOMX drawdown since its inception was -34.80%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AMOMX and VOO.
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Drawdown Indicators
| AMOMX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -33.99% | -0.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -11.98% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -34.80% | -24.52% | -10.28% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -33.99% | -0.81% |
Current DrawdownCurrent decline from peak | -6.02% | -5.55% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -3.72% | -2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.55% | +0.32% |
Volatility
AMOMX vs. VOO - Volatility Comparison
AQR Large Cap Momentum Style Fund (AMOMX) has a higher volatility of 7.05% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that AMOMX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMOMX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 5.34% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 12.38% | 9.47% | +2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.46% | 18.11% | +3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.51% | 16.82% | +4.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.93% | 17.99% | +2.94% |