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AOA vs. AOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AOAAOM
YTD Return6.44%3.06%
1Y Return21.52%12.45%
3Y Return (Ann)5.23%1.58%
5Y Return (Ann)8.86%4.77%
10Y Return (Ann)7.64%4.56%
Sharpe Ratio2.241.84
Daily Std Dev9.54%6.73%
Max Drawdown-28.38%-19.96%
Current Drawdown0.00%-1.54%

Correlation

0.86
-1.001.00

The correlation between AOA and AOM is 0.86, 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

AOA vs. AOM - Performance Comparison

In the year-to-date period, AOA achieves a 6.44% return, which is significantly higher than AOM's 3.06% return. Over the past 10 years, AOA has outperformed AOM with an annualized return of 7.64%, while AOM has yielded a comparatively lower 4.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
316.94%
152.69%
AOA
AOM

Compare stocks, funds, or ETFs


iShares Core Aggressive Allocation ETF

iShares Core Moderate Allocation ETF

AOA vs. AOM - Expense Ratio Comparison

Both AOA and AOM have an expense ratio of 0.25%.

AOA
iShares Core Aggressive Allocation ETF
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

AOA vs. AOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Aggressive Allocation ETF (AOA) and iShares Core Moderate Allocation ETF (AOM). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AOA
iShares Core Aggressive Allocation ETF
2.24
AOM
iShares Core Moderate Allocation ETF
1.84

AOA vs. AOM - Sharpe Ratio Comparison

The current AOA Sharpe Ratio is 2.24, which roughly equals the AOM Sharpe Ratio of 1.84. The chart below compares the 12-month rolling Sharpe Ratio of AOA and AOM.


Rolling 12-month Sharpe Ratio0.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
2.24
1.84
AOA
AOM

Dividends

AOA vs. AOM - Dividend Comparison

AOA's dividend yield for the trailing twelve months is around 2.09%, less than AOM's 2.71% yield.


TTM20232022202120202019201820172016201520142013
AOA
iShares Core Aggressive Allocation ETF
2.09%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.26%2.15%2.18%1.84%
AOM
iShares Core Moderate Allocation ETF
2.71%2.79%2.27%1.56%2.02%2.66%2.53%3.31%2.14%1.98%2.08%1.87%

Drawdowns

AOA vs. AOM - Drawdown Comparison

The maximum AOA drawdown since its inception was -28.38%, which is greater than AOM's maximum drawdown of -19.96%. The drawdown chart below compares losses from any high point along the way for AOA and AOM


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch0
-1.54%
AOA
AOM

Volatility

AOA vs. AOM - Volatility Comparison

iShares Core Aggressive Allocation ETF (AOA) has a higher volatility of 2.17% compared to iShares Core Moderate Allocation ETF (AOM) at 1.38%. This indicates that AOA's price experiences larger fluctuations and is considered to be riskier than AOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%OctoberNovemberDecember2024FebruaryMarch
2.17%
1.38%
AOA
AOM