ARCIX vs. AMOMX

Last updated Jun 4, 2026

ARCIX (AQR Risk-Balanced Commodities Strategy Fund) and AMOMX (AQR Large Cap Momentum Style Fund) are both mutual funds - ARCIX is a Commodities fund managed by AQR Funds, while AMOMX is a Large Cap Growth Equities fund managed by AQR Funds. At a 0.20 correlation, their price movements are largely independent. ARCIX charges 1.00%/yr vs 0.41%/yr for AMOMX.

Performance

ARCIX vs. AMOMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and AQR Large Cap Momentum Style Fund (AMOMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ARCIX

• 1D: 0.18%
• 1M: -1.23%
• YTD: 21.57%
• 6M: 23.81%
• 1Y: 40.49%
• 3Y*: 18.04%
• 5Y*: 15.82%
• 10Y*: 12.31%

AMOMX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ARCIX vs. AMOMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ARCIX AQR Risk-Balanced Commodities Strategy Fund	21.57%	20.99%	7.43%	-0.22%	21.39%	39.74%	8.15%	18.15%	-17.56%	10.41%
AMOMX AQR Large Cap Momentum Style Fund	11.26%	15.36%	27.62%	18.17%	-18.00%	26.01%	26.86%	29.20%	-4.01%	23.87%

Correlation

The correlation between ARCIX and AMOMX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.21
Correlation (All Time) Calculated using the full available price history since Jul 10, 2012	0.20

The correlation between ARCIX and AMOMX shifts across timeframes, from 0.08 (1 year) to 0.21 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

ARCIX vs. AMOMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARCIX

ARCIX Risk / Return Rank: 82
ARCIX Sharpe Ratio Rank: 85
ARCIX Sortino Ratio Rank: 70
ARCIX Omega Ratio Rank: 76
ARCIX Calmar Ratio Rank: 92
ARCIX Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARCIX vs. AMOMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and AQR Large Cap Momentum Style Fund (AMOMX). 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.

	ARCIX	AMOMX	Difference
Sharpe ratio: Return per unit of total volatility	2.76	—	—
Sortino ratio: Return per unit of downside risk	3.48	—	—
Omega ratio: Gain probability vs. loss probability	1.50	—	—
Calmar ratio: Return relative to maximum drawdown	4.92	—	—
Martin ratio: Return relative to average drawdown	17.44	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ARCIX	AMOMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.76	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	—	—

Drawdowns

Drawdown Indicators

	ARCIX	AMOMX	Difference
Max Drawdown Largest peak-to-trough decline	-54.25%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-8.36%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-13.67%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.29%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.45%	—	—
Current Drawdown Current decline from peak	-3.92%	—	—
Average Drawdown Average peak-to-trough decline	-25.38%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.36%	—	—

Volatility

Volatility by Period

	ARCIX	AMOMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.62%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.97%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.04%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.43%	—	—

ARCIX vs. AMOMX - Expense Ratio Comparison

ARCIX has a 1.00% expense ratio, which is higher than AMOMX's 0.41% expense ratio.

Dividends

ARCIX vs. AMOMX - Dividend Comparison

ARCIX's dividend yield for the trailing twelve months is around 11.05%, less than AMOMX's 30.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMOMX AQR Large Cap Momentum Style Fund	30.65%	25.49%	14.05%	14.08%	10.95%	17.95%	16.14%	10.22%	12.17%	9.15%	8.23%	8.44%
ARCIX AQR Risk-Balanced Commodities Strategy Fund	11.05%	13.44%	2.11%	7.56%	9.51%	18.23%	0.09%	5.19%	0.67%	0.01%	4.82%	0.00%

Frequently Asked Questions

Can I hold both ARCIX and AMOMX in my portfolio?

ARCIX and AMOMX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.