ASMOX vs. AMOMX
ASMOX (AQR Small Cap Momentum Style Fund) and AMOMX (AQR Large Cap Momentum Style Fund) are both mutual funds - ASMOX is a Small Cap Growth Equities fund managed by AQR Funds, while AMOMX is a Large Cap Growth Equities fund managed by AQR Funds. Their correlation of 0.87 suggests significant overlap in exposure. ASMOX charges 0.61%/yr vs 0.41%/yr for AMOMX.
Performance
ASMOX vs. AMOMX - Performance Comparison
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Returns By Period
ASMOX
- 1D
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- 1M
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- YTD
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- 6M
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- 1Y
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- 3Y*
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- 5Y*
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- 10Y*
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AMOMX
- 1D
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- 1M
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- YTD
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- 6M
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- 1Y
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- 3Y*
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- 5Y*
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- 10Y*
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ASMOX vs. AMOMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASMOX AQR Small Cap Momentum Style Fund | 17.33% | 16.87% | 16.54% | 18.37% | -19.56% | 15.37% | 25.76% | 26.47% | -12.14% | 17.43% |
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 ASMOX and AMOMX is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2009 | 0.87 |
The correlation between ASMOX and AMOMX has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
ASMOX vs. AMOMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Small Cap Momentum Style Fund (ASMOX) 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.
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.
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Drawdowns
ASMOX vs. AMOMX - Drawdown Comparison
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Volatility
ASMOX vs. AMOMX - Volatility Comparison
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ASMOX vs. AMOMX - Expense Ratio Comparison
ASMOX has a 0.61% expense ratio, which is higher than AMOMX's 0.41% expense ratio.
Dividends
ASMOX vs. AMOMX - Dividend Comparison
ASMOX's dividend yield for the trailing twelve months is around 7.88%, 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% |
ASMOX AQR Small Cap Momentum Style Fund | 7.88% | 8.12% | 18.80% | 3.92% | 0.57% | 24.81% | 5.46% | 4.38% | 29.63% | 9.90% | 0.79% | 1.23% |
Frequently Asked Questions
ASMOX and AMOMX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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