Correlation
The correlation between ASMOX and USVM is 0.81, 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.
ASMOX vs. USVM
Compare and contrast key facts about AQR Small Cap Momentum Style Fund (ASMOX) and VictoryShares USAA MSCI USA Small Cap Value Momentum ETF (USVM).
ASMOX is managed by AQR Funds. It was launched on Jul 9, 2009. USVM is a passively managed fund by Crestview that tracks the performance of the MSCI USA Sm Cap Select Value Momentum Blend Index. It was launched on Oct 24, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASMOX or USVM.
Performance
ASMOX vs. USVM - Performance Comparison
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Key characteristics
ASMOX:
0.17
USVM:
0.24
ASMOX:
0.40
USVM:
0.50
ASMOX:
1.05
USVM:
1.06
ASMOX:
0.14
USVM:
0.22
ASMOX:
0.37
USVM:
0.63
ASMOX:
10.81%
USVM:
8.48%
ASMOX:
27.19%
USVM:
22.72%
ASMOX:
-42.16%
USVM:
-42.37%
ASMOX:
-14.02%
USVM:
-11.25%
Returns By Period
In the year-to-date period, ASMOX achieves a -3.53% return, which is significantly lower than USVM's -3.24% return.
ASMOX
-3.53%
5.99%
-13.21%
4.28%
8.75%
11.70%
7.85%
USVM
-3.24%
5.47%
-11.00%
3.93%
8.82%
14.52%
N/A
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ASMOX vs. USVM - Expense Ratio Comparison
ASMOX has a 0.61% expense ratio, which is higher than USVM's 0.24% expense ratio.
Risk-Adjusted Performance
ASMOX vs. USVM — Risk-Adjusted Performance Rank
ASMOX
USVM
ASMOX vs. USVM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Small Cap Momentum Style Fund (ASMOX) and VictoryShares USAA MSCI USA Small Cap Value Momentum ETF (USVM). 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.
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Dividends
ASMOX vs. USVM - Dividend Comparison
ASMOX's dividend yield for the trailing twelve months is around 19.84%, more than USVM's 1.91% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASMOX AQR Small Cap Momentum Style Fund | 19.84% | 19.14% | 3.92% | 0.57% | 24.81% | 6.10% | 4.38% | 29.63% | 9.90% | 0.79% | 1.23% | 11.61% |
USVM VictoryShares USAA MSCI USA Small Cap Value Momentum ETF | 1.91% | 1.75% | 1.63% | 1.43% | 0.70% | 1.21% | 1.77% | 1.43% | 0.37% | 0.00% | 0.00% | 0.00% |
Drawdowns
ASMOX vs. USVM - Drawdown Comparison
The maximum ASMOX drawdown since its inception was -42.16%, roughly equal to the maximum USVM drawdown of -42.37%. Use the drawdown chart below to compare losses from any high point for ASMOX and USVM.
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Volatility
ASMOX vs. USVM - Volatility Comparison
AQR Small Cap Momentum Style Fund (ASMOX) and VictoryShares USAA MSCI USA Small Cap Value Momentum ETF (USVM) have volatilities of 6.09% and 5.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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