ASMOX vs. WSHFX
Compare and contrast key facts about AQR Small Cap Momentum Style Fund (ASMOX) and American Funds Washington Mutual Investors Fund Class F-1 (WSHFX).
ASMOX is managed by AQR Funds. It was launched on Jul 9, 2009. WSHFX is managed by American Funds. It was launched on Aug 5, 2008.
Performance
ASMOX vs. WSHFX - Performance Comparison
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ASMOX vs. WSHFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASMOX AQR Small Cap Momentum Style Fund | -3.17% | 16.87% | 16.54% | 18.37% | -19.56% | 15.37% | 25.76% | 26.47% | -12.14% | 17.43% |
WSHFX American Funds Washington Mutual Investors Fund Class F-1 | -5.29% | 17.13% | 18.94% | 17.15% | -8.50% | 28.36% | 7.62% | 24.82% | -6.27% | 19.91% |
Returns By Period
In the year-to-date period, ASMOX achieves a -3.17% return, which is significantly higher than WSHFX's -5.29% return. Over the past 10 years, ASMOX has underperformed WSHFX with an annualized return of 10.91%, while WSHFX has yielded a comparatively higher 11.74% annualized return.
ASMOX
- 1D
- -2.56%
- 1M
- -9.75%
- YTD
- -3.17%
- 6M
- -4.45%
- 1Y
- 25.34%
- 3Y*
- 15.73%
- 5Y*
- 5.45%
- 10Y*
- 10.91%
WSHFX
- 1D
- -0.03%
- 1M
- -7.90%
- YTD
- -5.29%
- 6M
- -3.17%
- 1Y
- 10.62%
- 3Y*
- 15.21%
- 5Y*
- 10.84%
- 10Y*
- 11.74%
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ASMOX vs. WSHFX - Expense Ratio Comparison
ASMOX has a 0.61% expense ratio, which is lower than WSHFX's 0.64% expense ratio.
Return for Risk
ASMOX vs. WSHFX — Risk / Return Rank
ASMOX
WSHFX
ASMOX vs. WSHFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Small Cap Momentum Style Fund (ASMOX) and American Funds Washington Mutual Investors Fund Class F-1 (WSHFX). 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.
| ASMOX | WSHFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.76 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.19 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 0.96 | +0.68 |
Martin ratioReturn relative to average drawdown | 4.95 | 4.33 | +0.62 |
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
| ASMOX | WSHFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.76 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.77 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.72 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.48 | -0.01 |
Correlation
The correlation between ASMOX and WSHFX is 0.80, 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
ASMOX vs. WSHFX - Dividend Comparison
ASMOX's dividend yield for the trailing twelve months is around 8.39%, less than WSHFX's 10.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASMOX AQR Small Cap Momentum Style Fund | 8.39% | 8.12% | 18.80% | 3.92% | 0.57% | 24.81% | 5.46% | 4.38% | 29.63% | 9.90% | 0.79% | 1.23% |
WSHFX American Funds Washington Mutual Investors Fund Class F-1 | 10.67% | 10.08% | 10.05% | 6.11% | 6.28% | 6.01% | 3.02% | 6.17% | 4.28% | 7.19% | 6.32% | 6.18% |
Drawdowns
ASMOX vs. WSHFX - Drawdown Comparison
The maximum ASMOX drawdown since its inception was -42.16%, smaller than the maximum WSHFX drawdown of -53.94%. Use the drawdown chart below to compare losses from any high point for ASMOX and WSHFX.
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Drawdown Indicators
| ASMOX | WSHFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.16% | -53.94% | +11.78% |
Max Drawdown (1Y)Largest decline over 1 year | -13.69% | -10.36% | -3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -40.32% | -18.69% | -21.63% |
Max Drawdown (10Y)Largest decline over 10 years | -42.16% | -34.67% | -7.49% |
Current DrawdownCurrent decline from peak | -13.69% | -8.38% | -5.31% |
Average DrawdownAverage peak-to-trough decline | -10.63% | -7.38% | -3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 2.29% | +2.23% |
Volatility
ASMOX vs. WSHFX - Volatility Comparison
AQR Small Cap Momentum Style Fund (ASMOX) has a higher volatility of 8.62% compared to American Funds Washington Mutual Investors Fund Class F-1 (WSHFX) at 3.58%. This indicates that ASMOX's price experiences larger fluctuations and is considered to be riskier than WSHFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASMOX | WSHFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.62% | 3.58% | +5.04% |
Volatility (6M)Calculated over the trailing 6-month period | 18.82% | 7.98% | +10.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.64% | 15.18% | +11.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.99% | 14.10% | +13.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.45% | 16.32% | +10.13% |