ASMOX vs. SGPIX

Last updated Aug 1, 2026

ASMOX (AQR Small Cap Momentum Style Fund) and SGPIX (ProFunds Small Cap Growth Fund) are both Small Cap Growth Equities funds. Their correlation of 0.94 means they have usually moved in the same direction. ASMOX charges 0.61%/yr vs 1.60%/yr for SGPIX.

Performance

ASMOX vs. SGPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Small Cap Momentum Style Fund (ASMOX) and ProFunds Small Cap Growth Fund (SGPIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ASMOX

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

SGPIX

• 1D: 1.72%
• 1M: -1.68%
• 6M: 16.42%
• YTD: 21.80%
• 1Y: 30.36%
• 3Y*: 11.94%
• 5Y*: 3.50%
• 10Y*: 8.48%
• ALL TIME*: 8.08%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SGPIX ProFunds Small Cap Growth Fund	$0.00	$0.00	$0.00

ASMOX vs. SGPIX - 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%
SGPIX ProFunds Small Cap Growth Fund	21.80%	3.52%	7.53%	15.35%	-22.72%	13.29%	17.43%	18.95%	-5.76%	12.73%

Correlation

The correlation between ASMOX and SGPIX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.74
Correlation (3Y) Balances recent behavior with more history.	0.87
Correlation (5Y) Shows whether the relationship held over a longer period.	0.90
Correlation (10Y) Provides a long-term view across more market conditions.	0.91
Correlation (All Time) Calculated using the full available price history since Jul 9, 2009	0.94

Over the past year, the correlation between ASMOX and SGPIX has dropped to 0.74 - well below their long-term average of 0.94, suggesting their price drivers have been diverging.

Return for Risk

ASMOX vs. SGPIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ASMOX

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

SGPIX

SGPIX Risk / Return Rank: 68
SGPIX Sharpe Ratio Rank: 58
SGPIX Sortino Ratio Rank: 64
SGPIX Omega Ratio Rank: 53
SGPIX Calmar Ratio Rank: 84
SGPIX Martin Ratio Rank: 79

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ASMOX vs. SGPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Small Cap Momentum Style Fund (ASMOX) and ProFunds Small Cap Growth Fund (SGPIX). 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.

	ASMOX	SGPIX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.50	—
Sortino ratio: Return per unit of downside risk	—	2.29	—
Omega ratio: Gain probability vs. loss probability	—	1.26	—
Calmar ratio: Return relative to maximum drawdown	—	2.93	—
Martin ratio: Return relative to average drawdown	—	9.84	—

Drawdowns

Drawdown Indicators

	ASMOX	SGPIX	Difference
Max Drawdown Largest peak-to-trough decline	—	-58.70%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.15%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-27.72%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.64%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.14%	—
Current Drawdown Current decline from peak	—	-3.19%	—
Average Drawdown Average peak-to-trough decline	—	-11.20%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.73%	—

Volatility

Volatility by Period

	ASMOX	SGPIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.10%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.96%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	17.84%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	21.61%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.31%	—

ASMOX vs. SGPIX - Expense Ratio Comparison

ASMOX has a 0.61% expense ratio, which is lower than SGPIX's 1.60% expense ratio.

Dividends

ASMOX vs. SGPIX - Dividend Comparison

ASMOX's dividend yield for the trailing twelve months is around 7.88%, while SGPIX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SGPIX ProFunds Small Cap Growth Fund	0.00%	0.18%	1.58%	0.80%	3.80%	2.06%	0.00%	0.00%	4.29%	0.00%	0.00%	2.58%

Frequently Asked Questions

Can I hold both ASMOX and SGPIX in my portfolio?

ASMOX and SGPIX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.