AOA vs. ITOT
Compare and contrast key facts about iShares Core Aggressive Allocation ETF (AOA) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
AOA and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AOA is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Aggressive Index. It was launched on Nov 4, 2008. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both AOA and ITOT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AOA or ITOT.
Performance
AOA vs. ITOT - Performance Comparison
Returns By Period
In the year-to-date period, AOA achieves a 14.71% return, which is significantly lower than ITOT's 24.85% return. Over the past 10 years, AOA has underperformed ITOT with an annualized return of 7.77%, while ITOT has yielded a comparatively higher 12.72% annualized return.
AOA
14.71%
-0.27%
7.52%
20.70%
8.88%
7.77%
ITOT
24.85%
1.81%
12.62%
32.80%
14.94%
12.72%
Key characteristics
| AOA | ITOT | |
|---|---|---|
| Sharpe Ratio | 2.17 | 2.58 |
| Sortino Ratio | 3.03 | 3.45 |
| Omega Ratio | 1.39 | 1.48 |
| Calmar Ratio | 3.34 | 3.81 |
| Martin Ratio | 13.79 | 16.49 |
| Ulcer Index | 1.52% | 1.96% |
| Daily Std Dev | 9.62% | 12.56% |
| Max Drawdown | -28.38% | -55.21% |
| Current Drawdown | -1.39% | -1.49% |
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AOA vs. ITOT - Expense Ratio Comparison
AOA has a 0.25% expense ratio, which is higher than ITOT's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between AOA and ITOT is 0.92, 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.
Risk-Adjusted Performance
AOA vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Aggressive Allocation ETF (AOA) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
Dividends
AOA vs. ITOT - Dividend Comparison
AOA's dividend yield for the trailing twelve months is around 2.11%, more than ITOT's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOA iShares Core Aggressive Allocation ETF | 2.11% | 2.22% | 2.10% | 1.67% | 1.71% | 2.50% | 2.37% | 5.09% | 2.02% | 2.15% | 2.18% | 1.84% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.22% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
AOA vs. ITOT - Drawdown Comparison
The maximum AOA drawdown since its inception was -28.38%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for AOA and ITOT. For additional features, visit the drawdowns tool.
Volatility
AOA vs. ITOT - Volatility Comparison
The current volatility for iShares Core Aggressive Allocation ETF (AOA) is 2.58%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 4.14%. This indicates that AOA experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.