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

Key characteristics


AOAAOR
YTD Return9.04%6.85%
1Y Return16.50%13.22%
3Y Return (Ann)4.77%3.03%
5Y Return (Ann)8.72%6.64%
10Y Return (Ann)7.34%5.96%
Sharpe Ratio1.671.57
Daily Std Dev9.52%8.20%
Max Drawdown-28.38%-24.44%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between AOA and AOR 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

AOA vs. AOR - Performance Comparison

In the year-to-date period, AOA achieves a 9.04% return, which is significantly higher than AOR's 6.85% return. Over the past 10 years, AOA has outperformed AOR with an annualized return of 7.34%, while AOR has yielded a comparatively lower 5.96% 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%10.00%2024FebruaryMarchAprilMayJune
9.80%
7.49%
AOA
AOR

Compare stocks, funds, or ETFs

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


iShares Core Aggressive Allocation ETF

iShares Core Growth Allocation ETF

AOA vs. AOR - Expense Ratio Comparison

Both AOA and AOR 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 AOR: 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. AOR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Aggressive Allocation ETF (AOA) and iShares Core Growth Allocation ETF (AOR). 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 1.67, compared to the broader market0.002.004.006.001.67
Sortino ratio
The chart of Sortino ratio for AOA, currently valued at 2.45, compared to the broader market0.005.0010.002.45
Omega ratio
The chart of Omega ratio for AOA, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for AOA, currently valued at 1.16, compared to the broader market0.005.0010.0015.0020.001.16
Martin ratio
The chart of Martin ratio for AOA, currently valued at 5.11, compared to the broader market0.0020.0040.0060.0080.00100.005.11
AOR
Sharpe ratio
The chart of Sharpe ratio for AOR, currently valued at 1.57, compared to the broader market0.002.004.006.001.57
Sortino ratio
The chart of Sortino ratio for AOR, currently valued at 2.28, compared to the broader market0.005.0010.002.28
Omega ratio
The chart of Omega ratio for AOR, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for AOR, currently valued at 0.94, compared to the broader market0.005.0010.0015.0020.000.94
Martin ratio
The chart of Martin ratio for AOR, currently valued at 4.77, compared to the broader market0.0020.0040.0060.0080.00100.004.77

AOA vs. AOR - Sharpe Ratio Comparison

The current AOA Sharpe Ratio is 1.67, which roughly equals the AOR Sharpe Ratio of 1.57. The chart below compares the 12-month rolling Sharpe Ratio of AOA and AOR.


Rolling 12-month Sharpe Ratio1.001.502.002024FebruaryMarchAprilMayJune
1.67
1.57
AOA
AOR

Dividends

AOA vs. AOR - Dividend Comparison

AOA's dividend yield for the trailing twelve months is around 2.07%, less than AOR's 2.39% yield.


TTM20232022202120202019201820172016201520142013
AOA
iShares Core Aggressive Allocation ETF
2.07%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.02%2.15%2.18%1.84%
AOR
iShares Core Growth Allocation ETF
2.39%2.50%2.12%1.64%1.89%2.56%2.49%4.51%2.16%2.12%2.11%1.92%

Drawdowns

AOA vs. AOR - Drawdown Comparison

The maximum AOA drawdown since its inception was -28.38%, which is greater than AOR's maximum drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for AOA and AOR. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune00
AOA
AOR

Volatility

AOA vs. AOR - Volatility Comparison

iShares Core Aggressive Allocation ETF (AOA) has a higher volatility of 2.34% compared to iShares Core Growth Allocation ETF (AOR) at 1.90%. This indicates that AOA's price experiences larger fluctuations and is considered to be riskier than AOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%2024FebruaryMarchAprilMayJune
2.34%
1.90%
AOA
AOR