ASMOX vs. AUEIX
Compare and contrast key facts about AQR Small Cap Momentum Style Fund (ASMOX) and AQR Large Cap Defensive Style Fund (AUEIX).
ASMOX is managed by AQR Funds. It was launched on Jul 9, 2009. AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASMOX or AUEIX.
Correlation
The correlation between ASMOX and AUEIX is 0.75, 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.
Performance
ASMOX vs. AUEIX - Performance Comparison
Key characteristics
ASMOX:
0.14
AUEIX:
-0.30
ASMOX:
0.35
AUEIX:
-0.21
ASMOX:
1.05
AUEIX:
0.94
ASMOX:
0.11
AUEIX:
-0.18
ASMOX:
0.41
AUEIX:
-0.76
ASMOX:
9.21%
AUEIX:
8.10%
ASMOX:
27.92%
AUEIX:
20.37%
ASMOX:
-56.69%
AUEIX:
-34.19%
ASMOX:
-31.61%
AUEIX:
-31.12%
Returns By Period
In the year-to-date period, ASMOX achieves a 3.32% return, which is significantly lower than AUEIX's 4.20% return. Over the past 10 years, ASMOX has underperformed AUEIX with an annualized return of 0.14%, while AUEIX has yielded a comparatively higher 5.03% annualized return.
ASMOX
3.32%
2.74%
-5.48%
1.60%
0.71%
0.14%
AUEIX
4.20%
3.48%
-12.48%
-6.64%
-1.63%
5.03%
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ASMOX vs. AUEIX - Expense Ratio Comparison
ASMOX has a 0.61% expense ratio, which is higher than AUEIX's 0.37% expense ratio.
Risk-Adjusted Performance
ASMOX vs. AUEIX — Risk-Adjusted Performance Rank
ASMOX
AUEIX
ASMOX vs. AUEIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Small Cap Momentum Style Fund (ASMOX) and AQR Large Cap Defensive Style Fund (AUEIX). 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.
Dividends
ASMOX vs. AUEIX - Dividend Comparison
ASMOX's dividend yield for the trailing twelve months is around 0.33%, less than AUEIX's 1.71% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASMOX AQR Small Cap Momentum Style Fund | 0.33% | 0.34% | 0.79% | 0.57% | 0.32% | 0.63% | 0.54% | 0.25% | 0.27% | 0.79% | 0.79% | 0.17% |
AUEIX AQR Large Cap Defensive Style Fund | 1.71% | 1.78% | 2.37% | 1.39% | 1.06% | 1.29% | 1.10% | 1.22% | 1.44% | 1.45% | 0.95% | 1.98% |
Drawdowns
ASMOX vs. AUEIX - Drawdown Comparison
The maximum ASMOX drawdown since its inception was -56.69%, which is greater than AUEIX's maximum drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for ASMOX and AUEIX. For additional features, visit the drawdowns tool.
Volatility
ASMOX vs. AUEIX - Volatility Comparison
AQR Small Cap Momentum Style Fund (ASMOX) has a higher volatility of 6.17% compared to AQR Large Cap Defensive Style Fund (AUEIX) at 2.61%. This indicates that ASMOX's price experiences larger fluctuations and is considered to be riskier than AUEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.