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AAETX vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AAETX and IVV 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.


Performance

AAETX vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds 2030 Target Date Retirement Fund (AAETX) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AAETX:

0.72

IVV:

0.59

Sortino Ratio

AAETX:

1.01

IVV:

0.95

Omega Ratio

AAETX:

1.14

IVV:

1.14

Calmar Ratio

AAETX:

0.75

IVV:

0.61

Martin Ratio

AAETX:

3.01

IVV:

2.33

Ulcer Index

AAETX:

2.27%

IVV:

4.90%

Daily Std Dev

AAETX:

9.89%

IVV:

19.63%

Max Drawdown

AAETX:

-48.18%

IVV:

-55.25%

Current Drawdown

AAETX:

-1.00%

IVV:

-4.59%

Returns By Period

In the year-to-date period, AAETX achieves a 3.55% return, which is significantly higher than IVV's -0.19% return. Over the past 10 years, AAETX has underperformed IVV with an annualized return of 4.31%, while IVV has yielded a comparatively higher 12.58% annualized return.


AAETX

YTD

3.55%

1M

5.32%

6M

1.29%

1Y

7.08%

3Y*

6.61%

5Y*

5.95%

10Y*

4.31%

IVV

YTD

-0.19%

1M

10.65%

6M

-1.15%

1Y

11.49%

3Y*

15.41%

5Y*

16.32%

10Y*

12.58%

*Annualized

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iShares Core S&P 500 ETF

AAETX vs. IVV - Expense Ratio Comparison

AAETX has a 0.33% expense ratio, which is higher than IVV's 0.03% expense ratio.


Risk-Adjusted Performance

AAETX vs. IVV — Risk-Adjusted Performance Rank

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

AAETX
The Risk-Adjusted Performance Rank of AAETX is 7373
Overall Rank
The Sharpe Ratio Rank of AAETX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of AAETX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of AAETX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of AAETX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of AAETX is 7777
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 6363
Overall Rank
The Sharpe Ratio Rank of IVV is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 6161
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6464
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 6666
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AAETX vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds 2030 Target Date Retirement Fund (AAETX) and iShares Core S&P 500 ETF (IVV). 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.


The current AAETX Sharpe Ratio is 0.72, which is comparable to the IVV Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of AAETX and IVV, 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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Dividends

AAETX vs. IVV - Dividend Comparison

AAETX's dividend yield for the trailing twelve months is around 2.01%, more than IVV's 1.32% yield.


TTM20242023202220212020201920182017201620152014
AAETX
American Funds 2030 Target Date Retirement Fund
2.01%2.08%1.98%1.78%0.98%1.38%1.33%1.35%1.04%1.11%0.85%5.04%
IVV
iShares Core S&P 500 ETF
1.32%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

AAETX vs. IVV - Drawdown Comparison

The maximum AAETX drawdown since its inception was -48.18%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for AAETX and IVV. For additional features, visit the drawdowns tool.


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Volatility

AAETX vs. IVV - Volatility Comparison

The current volatility for American Funds 2030 Target Date Retirement Fund (AAETX) is 2.19%, while iShares Core S&P 500 ETF (IVV) has a volatility of 4.66%. This indicates that AAETX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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