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

Correlation

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.


-0.50.00.51.00.9

Performance

AOA vs. AOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Aggressive Allocation ETF (AOA) and iShares Core Moderate Allocation ETF (AOM). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
344.70%
165.23%
AOA
AOM

Key characteristics

Sharpe Ratio

AOA:

1.61

AOM:

1.47

Sortino Ratio

AOA:

2.22

AOM:

2.09

Omega Ratio

AOA:

1.29

AOM:

1.27

Calmar Ratio

AOA:

2.52

AOM:

1.56

Martin Ratio

AOA:

10.04

AOM:

8.56

Ulcer Index

AOA:

1.56%

AOM:

1.09%

Daily Std Dev

AOA:

9.73%

AOM:

6.30%

Max Drawdown

AOA:

-28.38%

AOM:

-19.96%

Current Drawdown

AOA:

-2.97%

AOM:

-2.22%

Returns By Period

In the year-to-date period, AOA achieves a 13.82% return, which is significantly higher than AOM's 8.17% return. Over the past 10 years, AOA has outperformed AOM with an annualized return of 7.73%, while AOM has yielded a comparatively lower 4.69% annualized return.


AOA

YTD

13.82%

1M

-0.44%

6M

4.76%

1Y

14.61%

5Y*

8.09%

10Y*

7.73%

AOM

YTD

8.17%

1M

0.02%

6M

3.52%

1Y

8.63%

5Y*

4.19%

10Y*

4.69%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AOA vs. AOM - Expense Ratio Comparison

Both AOA and AOM have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


AOA
iShares Core Aggressive Allocation ETF
Expense ratio chart for AOA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for AOM: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.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 ratio
The chart of Sharpe ratio for AOA, currently valued at 1.61, compared to the broader market0.002.004.001.611.47
The chart of Sortino ratio for AOA, currently valued at 2.22, compared to the broader market-2.000.002.004.006.008.0010.002.222.09
The chart of Omega ratio for AOA, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.27
The chart of Calmar ratio for AOA, currently valued at 2.52, compared to the broader market0.005.0010.0015.002.521.56
The chart of Martin ratio for AOA, currently valued at 10.04, compared to the broader market0.0020.0040.0060.0080.00100.0010.048.56
AOA
AOM

The current AOA Sharpe Ratio is 1.61, which is comparable to the AOM Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of AOA and AOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.61
1.47
AOA
AOM

Dividends

AOA vs. AOM - Dividend Comparison

AOA's dividend yield for the trailing twelve months is around 3.11%, less than AOM's 4.12% yield.


TTM20232022202120202019201820172016201520142013
AOA
iShares Core Aggressive Allocation ETF
2.29%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.02%2.15%2.18%1.84%
AOM
iShares Core Moderate Allocation ETF
3.09%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%. Use the drawdown chart below to compare losses from any high point for AOA and AOM. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.97%
-2.22%
AOA
AOM

Volatility

AOA vs. AOM - Volatility Comparison

iShares Core Aggressive Allocation ETF (AOA) has a higher volatility of 2.88% compared to iShares Core Moderate Allocation ETF (AOM) at 1.94%. 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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.88%
1.94%
AOA
AOM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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