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

Key characteristics


AOAAOM
YTD Return15.08%8.64%
1Y Return25.06%16.61%
3Y Return (Ann)4.50%1.45%
5Y Return (Ann)9.02%4.63%
10Y Return (Ann)7.94%4.76%
Sharpe Ratio2.542.58
Sortino Ratio3.563.82
Omega Ratio1.471.49
Calmar Ratio2.691.51
Martin Ratio16.7016.71
Ulcer Index1.49%1.00%
Daily Std Dev9.81%6.45%
Max Drawdown-28.38%-19.96%
Current Drawdown-1.07%-1.40%

Correlation

-0.50.00.51.00.9

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 15.08% return, which is significantly higher than AOM's 8.64% return. Over the past 10 years, AOA has outperformed AOM with an annualized return of 7.94%, while AOM has yielded a comparatively lower 4.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.63%
5.51%
AOA
AOM

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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.


AOA
Sharpe ratio
The chart of Sharpe ratio for AOA, currently valued at 2.54, compared to the broader market-2.000.002.004.006.002.54
Sortino ratio
The chart of Sortino ratio for AOA, currently valued at 3.56, compared to the broader market-2.000.002.004.006.008.0010.0012.003.56
Omega ratio
The chart of Omega ratio for AOA, currently valued at 1.47, compared to the broader market1.001.502.002.503.001.47
Calmar ratio
The chart of Calmar ratio for AOA, currently valued at 2.69, compared to the broader market0.005.0010.0015.002.69
Martin ratio
The chart of Martin ratio for AOA, currently valued at 16.70, compared to the broader market0.0020.0040.0060.0080.00100.0016.70
AOM
Sharpe ratio
The chart of Sharpe ratio for AOM, currently valued at 2.58, compared to the broader market-2.000.002.004.006.002.58
Sortino ratio
The chart of Sortino ratio for AOM, currently valued at 3.82, compared to the broader market-2.000.002.004.006.008.0010.0012.003.82
Omega ratio
The chart of Omega ratio for AOM, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for AOM, currently valued at 1.51, compared to the broader market0.005.0010.0015.001.51
Martin ratio
The chart of Martin ratio for AOM, currently valued at 16.71, compared to the broader market0.0020.0040.0060.0080.00100.0016.71

AOA vs. AOM - Sharpe Ratio Comparison

The current AOA Sharpe Ratio is 2.54, which is comparable to the AOM Sharpe Ratio of 2.58. 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.54
2.58
AOA
AOM

Dividends

AOA vs. AOM - Dividend Comparison

AOA's dividend yield for the trailing twelve months is around 2.10%, less than AOM's 2.86% yield.


TTM20232022202120202019201820172016201520142013
AOA
iShares Core Aggressive Allocation ETF
2.10%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
2.86%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%JuneJulyAugustSeptemberOctoberNovember
-1.07%
-1.40%
AOA
AOM

Volatility

AOA vs. AOM - Volatility Comparison

iShares Core Aggressive Allocation ETF (AOA) has a higher volatility of 2.74% compared to iShares Core Moderate Allocation ETF (AOM) at 1.81%. 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%JuneJulyAugustSeptemberOctoberNovember
2.74%
1.81%
AOA
AOM