ASMNX vs. PXQSX
Compare and contrast key facts about AQR Small Cap Momentum Style Fund Class N (ASMNX) and Virtus KAR Small-Cap Value Fund (PXQSX).
ASMNX is an actively managed fund by AQR Funds. It was launched on Dec 17, 2012. PXQSX is managed by Virtus. It was launched on Jun 28, 2006.
Performance
ASMNX vs. PXQSX - Performance Comparison
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ASMNX vs. PXQSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASMNX AQR Small Cap Momentum Style Fund Class N | 1.15% | 16.62% | 16.62% | 18.09% | -19.78% | 15.05% | 25.80% | 25.69% | -12.36% | 17.21% |
PXQSX Virtus KAR Small-Cap Value Fund | 0.43% | -4.50% | 9.63% | 19.10% | -24.29% | 19.50% | 28.16% | 24.87% | -15.95% | 18.90% |
Returns By Period
In the year-to-date period, ASMNX achieves a 1.15% return, which is significantly higher than PXQSX's 0.43% return. Over the past 10 years, ASMNX has outperformed PXQSX with an annualized return of 11.15%, while PXQSX has yielded a comparatively lower 7.85% annualized return.
ASMNX
- 1D
- 4.57%
- 1M
- -6.73%
- YTD
- 1.15%
- 6M
- -0.52%
- 1Y
- 30.43%
- 3Y*
- 17.28%
- 5Y*
- 5.85%
- 10Y*
- 11.15%
PXQSX
- 1D
- 2.17%
- 1M
- -7.60%
- YTD
- 0.43%
- 6M
- -1.93%
- 1Y
- -0.65%
- 3Y*
- 6.85%
- 5Y*
- -0.34%
- 10Y*
- 7.85%
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ASMNX vs. PXQSX - Expense Ratio Comparison
ASMNX has a 0.88% expense ratio, which is lower than PXQSX's 0.96% expense ratio.
Return for Risk
ASMNX vs. PXQSX — Risk / Return Rank
ASMNX
PXQSX
ASMNX vs. PXQSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Small Cap Momentum Style Fund Class N (ASMNX) and Virtus KAR Small-Cap Value Fund (PXQSX). 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.
| ASMNX | PXQSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.01 | +1.14 |
Sortino ratioReturn per unit of downside risk | 1.67 | 0.16 | +1.51 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.02 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 0.06 | +2.17 |
Martin ratioReturn relative to average drawdown | 6.68 | 0.13 | +6.55 |
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
| ASMNX | PXQSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.01 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | -0.02 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.39 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.36 | +0.08 |
Correlation
The correlation between ASMNX and PXQSX is 0.84, 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
ASMNX vs. PXQSX - Dividend Comparison
ASMNX's dividend yield for the trailing twelve months is around 7.96%, more than PXQSX's 5.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASMNX AQR Small Cap Momentum Style Fund Class N | 7.96% | 8.05% | 19.09% | 3.54% | 0.27% | 24.51% | 5.45% | 3.83% | 29.34% | 9.61% | 0.00% | 0.97% |
PXQSX Virtus KAR Small-Cap Value Fund | 5.79% | 5.81% | 4.90% | 2.99% | 3.37% | 1.76% | 0.82% | 0.80% | 2.54% | 5.32% | 8.89% | 7.58% |
Drawdowns
ASMNX vs. PXQSX - Drawdown Comparison
The maximum ASMNX drawdown since its inception was -42.57%, smaller than the maximum PXQSX drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for ASMNX and PXQSX.
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Drawdown Indicators
| ASMNX | PXQSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.57% | -55.56% | +12.99% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -13.25% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -40.27% | -31.49% | -8.78% |
Max Drawdown (10Y)Largest decline over 10 years | -42.57% | -37.65% | -4.92% |
Current DrawdownCurrent decline from peak | -9.81% | -13.69% | +3.88% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -10.29% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 5.85% | -1.27% |
Volatility
ASMNX vs. PXQSX - Volatility Comparison
AQR Small Cap Momentum Style Fund Class N (ASMNX) has a higher volatility of 9.84% compared to Virtus KAR Small-Cap Value Fund (PXQSX) at 5.71%. This indicates that ASMNX's price experiences larger fluctuations and is considered to be riskier than PXQSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASMNX | PXQSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.84% | 5.71% | +4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 19.32% | 11.75% | +7.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.95% | 19.73% | +7.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.98% | 20.22% | +7.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.43% | 20.45% | +5.98% |