Correlation
The correlation between AMOMX and XMMO is 0.83, 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.
AMOMX vs. XMMO
Compare and contrast key facts about AQR Large Cap Momentum Style Fund (AMOMX) and Invesco S&P MidCap Momentum ETF (XMMO).
AMOMX is managed by AQR Funds. It was launched on Jul 9, 2009. XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMOMX or XMMO.
Performance
AMOMX vs. XMMO - Performance Comparison
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Key characteristics
AMOMX:
0.58
XMMO:
0.42
AMOMX:
0.91
XMMO:
0.59
AMOMX:
1.13
XMMO:
1.08
AMOMX:
0.60
XMMO:
0.30
AMOMX:
2.04
XMMO:
0.87
AMOMX:
6.57%
XMMO:
8.54%
AMOMX:
24.28%
XMMO:
24.59%
AMOMX:
-34.29%
XMMO:
-55.37%
AMOMX:
-3.43%
XMMO:
-8.49%
Returns By Period
In the year-to-date period, AMOMX achieves a 4.02% return, which is significantly higher than XMMO's 0.85% return. Over the past 10 years, AMOMX has underperformed XMMO with an annualized return of 12.51%, while XMMO has yielded a comparatively higher 15.13% annualized return.
AMOMX
4.02%
9.06%
-0.72%
14.01%
14.49%
15.84%
12.51%
XMMO
0.85%
7.44%
-7.44%
10.19%
15.96%
16.68%
15.13%
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AMOMX vs. XMMO - Expense Ratio Comparison
AMOMX has a 0.41% expense ratio, which is higher than XMMO's 0.33% expense ratio.
Risk-Adjusted Performance
AMOMX vs. XMMO — Risk-Adjusted Performance Rank
AMOMX
XMMO
AMOMX vs. XMMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Momentum Style Fund (AMOMX) and Invesco S&P MidCap Momentum ETF (XMMO). 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.
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Dividends
AMOMX vs. XMMO - Dividend Comparison
AMOMX's dividend yield for the trailing twelve months is around 13.51%, more than XMMO's 0.49% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
AMOMX AQR Large Cap Momentum Style Fund | 13.51% | 14.05% | 14.08% | 10.95% | 17.95% | 16.14% | 10.22% | 12.17% | 9.15% | 8.23% | 8.44% | 9.94% |
XMMO Invesco S&P MidCap Momentum ETF | 0.49% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% |
Drawdowns
AMOMX vs. XMMO - Drawdown Comparison
The maximum AMOMX drawdown since its inception was -34.29%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for AMOMX and XMMO.
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Volatility
AMOMX vs. XMMO - Volatility Comparison
AQR Large Cap Momentum Style Fund (AMOMX) and Invesco S&P MidCap Momentum ETF (XMMO) have volatilities of 5.07% and 5.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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