QTELX vs. AMOMX
Compare and contrast key facts about AQR Emerging Multi-Style II Fund (QTELX) and AQR Large Cap Momentum Style Fund (AMOMX).
QTELX is managed by AQR Funds. It was launched on Feb 10, 2015. AMOMX is managed by AQR Funds. It was launched on Jul 9, 2009.
Performance
QTELX vs. AMOMX - Performance Comparison
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QTELX vs. AMOMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QTELX AQR Emerging Multi-Style II Fund | 5.84% | 32.89% | 11.82% | 12.66% | -21.29% | 0.92% | 16.90% | 14.27% | -16.22% | 37.15% |
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, QTELX achieves a 5.84% return, which is significantly higher than AMOMX's -2.67% return. Over the past 10 years, QTELX has underperformed AMOMX with an annualized return of 8.48%, while AMOMX has yielded a comparatively higher 13.59% annualized return.
QTELX
- 1D
- 2.76%
- 1M
- -8.99%
- YTD
- 5.84%
- 6M
- 11.26%
- 1Y
- 35.74%
- 3Y*
- 19.44%
- 5Y*
- 5.62%
- 10Y*
- 8.48%
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%
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QTELX vs. AMOMX - Expense Ratio Comparison
QTELX has a 0.70% expense ratio, which is higher than AMOMX's 0.41% expense ratio.
Return for Risk
QTELX vs. AMOMX — Risk / Return Rank
QTELX
AMOMX
QTELX vs. AMOMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Emerging Multi-Style II Fund (QTELX) 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.
| QTELX | AMOMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 0.91 | +1.15 |
Sortino ratioReturn per unit of downside risk | 2.66 | 1.40 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 1.52 | +1.19 |
Martin ratioReturn relative to average drawdown | 10.50 | 6.88 | +3.62 |
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
| QTELX | AMOMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 0.91 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.52 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.65 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.71 | -0.21 |
Correlation
The correlation between QTELX and AMOMX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QTELX vs. AMOMX - Dividend Comparison
QTELX's dividend yield for the trailing twelve months is around 3.98%, less than AMOMX's 26.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QTELX AQR Emerging Multi-Style II Fund | 3.98% | 4.21% | 4.84% | 5.65% | 4.60% | 2.42% | 1.53% | 2.32% | 2.32% | 1.55% | 2.51% | 0.00% |
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
QTELX vs. AMOMX - Drawdown Comparison
The maximum QTELX drawdown since its inception was -40.55%, which is greater than AMOMX's maximum drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for QTELX and AMOMX.
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Drawdown Indicators
| QTELX | AMOMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.55% | -34.80% | -5.75% |
Max Drawdown (1Y)Largest decline over 1 year | -13.38% | -12.96% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -37.60% | -34.80% | -2.80% |
Max Drawdown (10Y)Largest decline over 10 years | -40.55% | -34.80% | -5.75% |
Current DrawdownCurrent decline from peak | -10.99% | -6.02% | -4.97% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -6.34% | -6.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.87% | +0.58% |
Volatility
QTELX vs. AMOMX - Volatility Comparison
AQR Emerging Multi-Style II Fund (QTELX) has a higher volatility of 8.78% compared to AQR Large Cap Momentum Style Fund (AMOMX) at 7.05%. This indicates that QTELX's price experiences larger fluctuations and is considered to be riskier 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
| QTELX | AMOMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.78% | 7.05% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 12.38% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.88% | 21.46% | -3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 21.51% | -4.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.66% | 20.93% | -3.27% |