TRIRX vs. AMOMX

Last updated Jun 4, 2026

TRIRX (Nuveen Large Cap Growth Index Fund Retirement Class) and AMOMX (AQR Large Cap Momentum Style Fund) are both Large Cap Growth Equities funds. Their correlation of 0.94 suggests significant overlap in exposure. TRIRX charges 0.30%/yr vs 0.41%/yr for AMOMX.

Performance

TRIRX vs. AMOMX - Performance Comparison

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

Returns By Period

TRIRX

• 1D: -0.37%
• 1M: 7.06%
• YTD: 8.46%
• 6M: 7.74%
• 1Y: 26.98%
• 3Y*: 25.18%
• 5Y*: 15.71%
• 10Y*: 18.37%

AMOMX

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

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

TRIRX vs. AMOMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TRIRX Nuveen Large Cap Growth Index Fund Retirement Class	8.46%	18.13%	32.98%	42.30%	-29.41%	27.32%	38.06%	35.98%	-1.91%	28.50%
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 TRIRX and AMOMX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jul 10, 2009	0.94

The correlation between TRIRX and AMOMX has been stable across timeframes, ranging from 0.84 to 0.94 - a consistent structural relationship.

Return for Risk

TRIRX vs. AMOMX — Risk / Return Rank

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

TRIRX

TRIRX Risk / Return Rank: 31
TRIRX Sharpe Ratio Rank: 39
TRIRX Sortino Ratio Rank: 35
TRIRX Omega Ratio Rank: 35
TRIRX Calmar Ratio Rank: 22
TRIRX Martin Ratio Rank: 23

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.

TRIRX vs. AMOMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Large Cap Growth Index Fund Retirement Class (TRIRX) 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.

	TRIRX	AMOMX	Difference
Sharpe ratio: Return per unit of total volatility	1.82	—	—
Sortino ratio: Return per unit of downside risk	2.47	—	—
Omega ratio: Gain probability vs. loss probability	1.32	—	—
Calmar ratio: Return relative to maximum drawdown	1.72	—	—
Martin ratio: Return relative to average drawdown	5.73	—	—
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

	TRIRX	AMOMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.82	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	—	—

Drawdowns

Drawdown Indicators

	TRIRX	AMOMX	Difference
Max Drawdown Largest peak-to-trough decline	-51.49%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-16.32%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.38%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-32.82%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.82%	—	—
Current Drawdown Current decline from peak	-0.37%	—	—
Average Drawdown Average peak-to-trough decline	-6.90%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.88%	—	—

Volatility

Volatility by Period

	TRIRX	AMOMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.60%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.42%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.48%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.09%	—	—

TRIRX vs. AMOMX - Expense Ratio Comparison

TRIRX has a 0.30% expense ratio, which is lower than AMOMX's 0.41% expense ratio.

Dividends

TRIRX vs. AMOMX - Dividend Comparison

TRIRX's dividend yield for the trailing twelve months is around 3.83%, 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%
TRIRX Nuveen Large Cap Growth Index Fund Retirement Class	3.83%	4.15%	3.00%	1.67%	10.58%	8.44%	1.69%	2.13%	3.69%	0.68%	1.09%	1.31%

Frequently Asked Questions

Can I hold both TRIRX and AMOMX in my portfolio?

TRIRX and AMOMX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.