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 | -6.19% | 15.36% | 27.62% | 18.17% | -18.00% | 26.01% | 26.86% | 29.20% | -4.01% | 23.87% |
VOO Vanguard S&P 500 ETF | -4.42% | 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 -6.19% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, AMOMX has underperformed VOO with an annualized return of 13.17%, while VOO has yielded a comparatively higher 14.05% annualized return.
AMOMX
- 1D
- -1.37%
- 1M
- -8.17%
- YTD
- -6.19%
- 6M
- -7.18%
- 1Y
- 15.03%
- 3Y*
- 17.28%
- 5Y*
- 10.57%
- 10Y*
- 13.17%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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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 | 0.73 | 0.98 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.50 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.53 | -0.55 |
Martin ratioReturn relative to average drawdown | 4.50 | 7.29 | -2.79 |
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 | 0.73 | 0.98 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.70 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.78 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.83 | -0.14 |
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 27.17%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMOMX AQR Large Cap Momentum Style Fund | 27.17% | 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 | 1.19% | 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 | -9.42% | -6.29% | -3.13% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -3.72% | -2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.52% | +0.33% |
Volatility
AMOMX vs. VOO - Volatility Comparison
AQR Large Cap Momentum Style Fund (AMOMX) has a higher volatility of 5.77% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. 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 | 5.77% | 5.29% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 11.81% | 9.44% | +2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.18% | 18.10% | +3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.46% | 16.82% | +4.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.89% | 17.99% | +2.90% |