AQR Small Cap Momentum Style I (ASMOX)

Fund Assets	166.81M
Expense Ratio	0.62%
Min. Investment	$5,000,000
Turnover	n/a
Dividend (ttm)	0.12
Dividend Yield	0.49%
Dividend Growth	n/a
Payout Frequency	Annual
Ex-Dividend Date	Apr 28, 2026

Previous Close	24.10
YTD Return	17.36%
1-Year Return	46.88%
5-Year Return	50.63%
52-Week Low	17.71
52-Week High	24.23
Beta (5Y)	1.14
Holdings	638
Inception Date	Jul 9, 2009

About ASMOX

AQR Small Cap Momentum Style Fund is an open-end mutual fund that systematically invests in stocks of U.S. small-cap companies exhibiting strong positive momentum. The fund’s primary objective is to achieve long-term capital appreciation by identifying and investing in firms that have demonstrated superior performance over the preceding year, based on factors like price trends and earnings announcements. Utilizing a disciplined, quantitative process, the fund screens the small-cap universe, ranks stocks by their momentum signals—typically looking at total return over the prior 12 months excluding the most recent month—and selects those in the top segment for portfolio inclusion. Holdings are weighted primarily by market capitalization and regularly rebalanced, leading to a portfolio characterized by higher turnover to maintain momentum exposure. The fund’s sector allocations typically span financials, health care, industrials, information technology, and consumer-related sectors, offering investors targeted exposure to the momentum factor within the small-cap segment. Managed by AQR, the fund is recognized for its cost efficiency, robust risk controls, and the potential diversification benefits its systematic approach may bring to traditional equity portfolios focused on alternative investment styles.

• Fund Family: AQR Funds
• Category: Small Growth
• Performance Rating: High
• Risk Rating: Above Average
• Stock Exchange: NASDAQ
• Ticker Symbol: ASMOX
• Share Class: Class I
• Index: Russell 2000 TR

Performance

ASMOX had a total return of 46.88% in the past year, including dividends. Since the fund's inception, the average annual return has been 12.88%.

Other Share Classes

These are alternative share classes of the same fund, from the same provider.

Symbol	Share Class	Expense Ratio
QSMRX	Class R6	0.52%
ASMNX	Class N	0.87%

Top 10 Holdings

13.79% of assets

Name	Symbol	Weight
Limited Purpose Cash Investment Fund	n/a	4.38%
Bloom Energy Corporation	BE	1.77%
EchoStar Corp., Class A	SATS	1.34%
Fabrinet	FN	1.08%
Nextpower Inc.	NXT	1.02%
Sterling Infrastructure, Inc.	STRL	1.01%
Credo Technology Group Holding Ltd	CRDO	0.86%
Hecla Mining Company	HL	0.82%
Kratos Defense & Security Solutions, Inc.	KTOS	0.77%
TTM Technologies, Inc.	TTMI	0.74%

Dividend History

Ex-Dividend	Amount	Pay Date
Apr 28, 2026	$0.04893	Apr 29, 2026
Dec 17, 2025	$1.69133	Dec 18, 2025
Dec 17, 2024	$3.68485	Dec 18, 2024
Dec 18, 2023	$0.76041	Dec 19, 2023
Dec 19, 2022	$0.09801	Dec 20, 2022
Dec 23, 2021	$5.2498	Dec 27, 2021

Data Sources: Tiingo, Financial Modeling Prep, and more

Historical data is provided by Tiingo. Delayed stock pricing data is provided by Financial Modeling Prep. Several fund data points are also provided by Finnhub.

Last checked:

Aug 27, 2026

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