QUERX vs. AMOMX

Last updated Jun 5, 2026

QUERX (AQR Large Cap Defensive Style Fund Class R6) and AMOMX (AQR Large Cap Momentum Style Fund) are both mutual funds - QUERX is a Large Cap Blend Equities fund actively managed by AQR Funds, while AMOMX is a Large Cap Growth Equities fund managed by AQR Funds. Their correlation of 0.84 suggests significant overlap in exposure. QUERX charges 0.31%/yr vs 0.41%/yr for AMOMX.

Performance

QUERX vs. AMOMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Large Cap Defensive Style Fund Class R6 (QUERX) and AQR Large Cap Momentum Style Fund (AMOMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

QUERX

• 1D: -0.58%
• 1M: 2.13%
• YTD: 6.42%
• 6M: 5.93%
• 1Y: 7.82%
• 3Y*: 11.70%
• 5Y*: 6.69%
• 10Y*: 11.04%

AMOMX

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

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

QUERX vs. AMOMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QUERX AQR Large Cap Defensive Style Fund Class R6	6.42%	6.98%	13.98%	9.55%	-13.73%	23.56%	13.20%	28.82%	-0.21%	22.22%
AMOMX AQR Large Cap Momentum Style Fund	11.26%	15.36%	27.62%	18.17%	-18.00%	26.01%	26.86%	29.20%	-4.01%	23.87%

Correlation

The correlation between QUERX and AMOMX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jan 5, 2015	0.84

Over the past year, the correlation between QUERX and AMOMX has dropped to 0.53 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

Return for Risk

QUERX vs. AMOMX — Risk / Return Rank

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

QUERX

QUERX Risk / Return Rank: 14
QUERX Sharpe Ratio Rank: 13
QUERX Sortino Ratio Rank: 13
QUERX Omega Ratio Rank: 12
QUERX Calmar Ratio Rank: 15
QUERX Martin Ratio Rank: 16

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.

QUERX vs. AMOMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund Class R6 (QUERX) 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.

	QUERX	AMOMX	Difference
Sharpe ratio: Return per unit of total volatility	0.96	—	—
Sortino ratio: Return per unit of downside risk	1.43	—	—
Omega ratio: Gain probability vs. loss probability	1.17	—	—
Calmar ratio: Return relative to maximum drawdown	1.29	—	—
Martin ratio: Return relative to average drawdown	4.33	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	QUERX	AMOMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	—	—

Drawdowns

Drawdown Indicators

	QUERX	AMOMX	Difference
Max Drawdown Largest peak-to-trough decline	-30.81%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-5.93%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-10.21%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.04%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-30.81%	—	—
Current Drawdown Current decline from peak	-0.58%	—	—
Average Drawdown Average peak-to-trough decline	-3.92%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.75%	—	—

Volatility

Volatility by Period

	QUERX	AMOMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.58%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	7.93%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.00%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.22%	—	—

QUERX vs. AMOMX - Expense Ratio Comparison

QUERX has a 0.31% expense ratio, which is lower than AMOMX's 0.41% expense ratio.

Dividends

QUERX vs. AMOMX - Dividend Comparison

QUERX's dividend yield for the trailing twelve months is around 21.48%, less than AMOMX's 30.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMOMX AQR Large Cap Momentum Style Fund	30.65%	25.49%	14.05%	14.08%	10.95%	17.95%	16.14%	10.22%	12.17%	9.15%	8.23%	8.44%
QUERX AQR Large Cap Defensive Style Fund Class R6	21.48%	22.86%	24.47%	24.43%	10.37%	2.62%	1.37%	1.18%	1.74%	2.45%	2.06%	6.28%

Frequently Asked Questions

Can I hold both QUERX and AMOMX in my portfolio?

QUERX and AMOMX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.