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QCELX vs. AMOMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QCELX vs. AMOMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Large Cap Multi-Style Fund (QCELX) and AQR Large Cap Momentum Style Fund (AMOMX). The values are adjusted to include any dividend payments, if applicable.

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QCELX vs. AMOMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QCELX
AQR Large Cap Multi-Style Fund
-0.05%23.38%22.73%26.30%-15.73%27.18%14.93%24.33%-10.96%22.73%
AMOMX
AQR Large Cap Momentum Style Fund
-2.67%15.36%27.62%18.17%-18.00%26.01%26.86%29.20%-4.01%23.87%

Returns By Period

In the year-to-date period, QCELX achieves a -0.05% return, which is significantly higher than AMOMX's -2.67% return. Both investments have delivered pretty close results over the past 10 years, with QCELX having a 13.18% annualized return and AMOMX not far ahead at 13.59%.


QCELX

1D
2.92%
1M
-4.33%
YTD
-0.05%
6M
2.88%
1Y
28.05%
3Y*
21.93%
5Y*
13.20%
10Y*
13.18%

AMOMX

1D
3.75%
1M
-5.05%
YTD
-2.67%
6M
-3.66%
1Y
18.41%
3Y*
18.72%
5Y*
11.03%
10Y*
13.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QCELX vs. AMOMX - Expense Ratio Comparison

Both QCELX and AMOMX have an expense ratio of 0.41%.


Return for Risk

QCELX vs. AMOMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QCELX
QCELX Risk / Return Rank: 8686
Overall Rank
QCELX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QCELX Sortino Ratio Rank: 8484
Sortino Ratio Rank
QCELX Omega Ratio Rank: 8282
Omega Ratio Rank
QCELX Calmar Ratio Rank: 8989
Calmar Ratio Rank
QCELX Martin Ratio Rank: 9494
Martin Ratio Rank

AMOMX
AMOMX Risk / Return Rank: 5353
Overall Rank
AMOMX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AMOMX Sortino Ratio Rank: 4545
Sortino Ratio Rank
AMOMX Omega Ratio Rank: 4747
Omega Ratio Rank
AMOMX Calmar Ratio Rank: 6363
Calmar Ratio Rank
AMOMX Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QCELX vs. AMOMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Multi-Style Fund (QCELX) 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.


QCELXAMOMXDifference

Sharpe ratio

Return per unit of total volatility

1.55

0.91

+0.65

Sortino ratio

Return per unit of downside risk

2.26

1.40

+0.86

Omega ratio

Gain probability vs. loss probability

1.34

1.21

+0.13

Calmar ratio

Return relative to maximum drawdown

2.52

1.52

+1.00

Martin ratio

Return relative to average drawdown

12.59

6.88

+5.72

QCELX vs. AMOMX - Sharpe Ratio Comparison

The current QCELX Sharpe Ratio is 1.55, which is higher than the AMOMX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of QCELX and AMOMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QCELXAMOMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

0.91

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.52

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.65

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.71

-0.06

Correlation

The correlation between QCELX and AMOMX is 0.94, 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

QCELX vs. AMOMX - Dividend Comparison

QCELX's dividend yield for the trailing twelve months is around 14.41%, less than AMOMX's 26.19% yield.


TTM20252024202320222021202020192018201720162015
QCELX
AQR Large Cap Multi-Style Fund
14.41%14.40%12.89%13.67%11.05%12.41%9.94%5.36%7.81%0.99%1.28%0.89%
AMOMX
AQR Large Cap Momentum Style Fund
26.19%25.49%14.05%14.08%10.95%17.95%16.14%10.22%12.17%9.15%8.23%8.44%

Drawdowns

QCELX vs. AMOMX - Drawdown Comparison

The maximum QCELX drawdown since its inception was -33.52%, roughly equal to the maximum AMOMX drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for QCELX and AMOMX.


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Drawdown Indicators


QCELXAMOMXDifference

Max Drawdown

Largest peak-to-trough decline

-33.52%

-34.80%

+1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.68%

-12.96%

+1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-28.70%

-34.80%

+6.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.52%

-34.80%

+1.28%

Current Drawdown

Current decline from peak

-5.23%

-6.02%

+0.79%

Average Drawdown

Average peak-to-trough decline

-5.73%

-6.34%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.87%

-0.53%

Volatility

QCELX vs. AMOMX - Volatility Comparison

The current volatility for AQR Large Cap Multi-Style Fund (QCELX) is 5.33%, while AQR Large Cap Momentum Style Fund (AMOMX) has a volatility of 7.05%. This indicates that QCELX experiences smaller price fluctuations and is considered to be less risky than AMOMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QCELXAMOMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

7.05%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

12.38%

-2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.73%

21.46%

-2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

21.51%

-2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

20.93%

-1.97%