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ANDIX vs. AIONX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANDIX vs. AIONX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR International Defensive Style Fund (ANDIX) and AQR International Momentum Style Fund Class N (AIONX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ANDIX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

AIONX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANDIX vs. AIONX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANDIX
AQR International Defensive Style Fund
5.63%21.41%2.83%12.06%-14.26%7.59%8.43%18.39%-10.35%22.86%
AIONX
AQR International Momentum Style Fund Class N
6.03%34.58%8.41%16.39%-19.64%11.72%16.32%22.29%-15.50%24.99%

Correlation

The correlation between ANDIX and AIONX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.92

The correlation between ANDIX and AIONX has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

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Return for Risk

ANDIX vs. AIONX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR International Defensive Style Fund (ANDIX) and AQR International Momentum Style Fund Class N (AIONX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ANDIX vs. AIONX - Sharpe Ratio Comparison


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Drawdowns

ANDIX vs. AIONX - Drawdown Comparison


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Volatility

ANDIX vs. AIONX - Volatility Comparison


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ANDIX vs. AIONX - Expense Ratio Comparison

ANDIX has a 0.55% expense ratio, which is lower than AIONX's 0.88% expense ratio.


Dividends

ANDIX vs. AIONX - Dividend Comparison

ANDIX's dividend yield for the trailing twelve months is around 70.16%, more than AIONX's 20.01% yield.


PositionTTM20252024202320222021202020192018201720162015
AIONX
AQR International Momentum Style Fund Class N
20.01%14.62%21.87%11.32%2.62%1.77%0.95%2.12%1.85%1.96%2.23%1.30%
ANDIX
AQR International Defensive Style Fund
70.16%4.74%2.29%3.02%2.00%2.53%1.73%2.51%2.40%3.30%1.47%2.09%

Frequently Asked Questions


ANDIX and AIONX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ANDIX and AIONX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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