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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMOMX or VOO.
Correlation
The correlation between AMOMX and VOO is 0.93, 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.
Performance
AMOMX vs. VOO - Performance Comparison
Key characteristics
AMOMX:
0.83
VOO:
2.12
AMOMX:
1.09
VOO:
2.82
AMOMX:
1.19
VOO:
1.39
AMOMX:
0.53
VOO:
3.21
AMOMX:
3.25
VOO:
13.50
AMOMX:
5.34%
VOO:
2.01%
AMOMX:
20.85%
VOO:
12.80%
AMOMX:
-39.97%
VOO:
-33.99%
AMOMX:
-21.10%
VOO:
-0.30%
Returns By Period
In the year-to-date period, AMOMX achieves a 6.93% return, which is significantly higher than VOO's 3.75% return. Over the past 10 years, AMOMX has underperformed VOO with an annualized return of 2.10%, while VOO has yielded a comparatively higher 13.84% annualized return.
AMOMX
6.93%
3.96%
3.46%
16.66%
1.71%
2.10%
VOO
3.75%
1.12%
12.44%
26.35%
15.29%
13.84%
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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.
Risk-Adjusted Performance
AMOMX vs. VOO — Risk-Adjusted Performance Rank
AMOMX
VOO
AMOMX vs. VOO - Risk-Adjusted Performance 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.
Dividends
AMOMX vs. VOO - Dividend Comparison
AMOMX's dividend yield for the trailing twelve months is around 0.86%, less than VOO's 1.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMOMX AQR Large Cap Momentum Style Fund | 0.86% | 0.92% | 1.11% | 1.29% | 0.51% | 0.72% | 1.14% | 1.20% | 0.97% | 1.67% | 1.05% | 0.65% |
VOO Vanguard S&P 500 ETF | 1.20% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
AMOMX vs. VOO - Drawdown Comparison
The maximum AMOMX drawdown since its inception was -39.97%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AMOMX and VOO. For additional features, visit the drawdowns tool.
Volatility
AMOMX vs. VOO - Volatility Comparison
AQR Large Cap Momentum Style Fund (AMOMX) has a higher volatility of 4.48% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. 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.