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

Key characteristics


AOAVASGX
YTD Return15.08%14.90%
1Y Return25.06%24.32%
3Y Return (Ann)4.50%3.12%
5Y Return (Ann)9.02%8.19%
10Y Return (Ann)7.94%7.18%
Sharpe Ratio2.542.52
Sortino Ratio3.563.54
Omega Ratio1.471.47
Calmar Ratio2.692.02
Martin Ratio16.7016.60
Ulcer Index1.49%1.46%
Daily Std Dev9.81%9.64%
Max Drawdown-28.38%-51.16%
Current Drawdown-1.07%-0.84%

Correlation

-0.50.00.51.01.0

The correlation between AOA and VASGX is 0.95, 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. VASGX - Performance Comparison

The year-to-date returns for both stocks are quite close, with AOA having a 15.08% return and VASGX slightly lower at 14.90%. Over the past 10 years, AOA has outperformed VASGX with an annualized return of 7.94%, while VASGX has yielded a comparatively lower 7.18% 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%
7.92%
AOA
VASGX

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


AOA vs. VASGX - Expense Ratio Comparison

AOA has a 0.25% expense ratio, which is higher than VASGX's 0.14% 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%.


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 VASGX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

AOA vs. VASGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Aggressive Allocation ETF (AOA) and Vanguard LifeStrategy Growth Fund (VASGX). 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-2.000.002.004.002.54
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 market0.0020.0040.0060.0080.00100.00120.0016.70
VASGX
Sharpe ratio
The chart of Sharpe ratio for VASGX, currently valued at 2.52, compared to the broader market-2.000.002.004.002.52
Sortino ratio
The chart of Sortino ratio for VASGX, currently valued at 3.54, compared to the broader market-2.000.002.004.006.008.0010.0012.003.54
Omega ratio
The chart of Omega ratio for VASGX, currently valued at 1.47, compared to the broader market1.001.502.002.503.001.47
Calmar ratio
The chart of Calmar ratio for VASGX, currently valued at 2.02, compared to the broader market0.005.0010.0015.002.02
Martin ratio
The chart of Martin ratio for VASGX, currently valued at 16.60, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.60

AOA vs. VASGX - Sharpe Ratio Comparison

The current AOA Sharpe Ratio is 2.54, which is comparable to the VASGX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of AOA and VASGX, 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
2.52
AOA
VASGX

Dividends

AOA vs. VASGX - Dividend Comparison

AOA's dividend yield for the trailing twelve months is around 2.10%, less than VASGX's 2.17% 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%
VASGX
Vanguard LifeStrategy Growth Fund
2.17%2.34%2.10%1.87%1.68%2.32%2.56%2.09%2.22%2.20%2.10%1.92%

Drawdowns

AOA vs. VASGX - Drawdown Comparison

The maximum AOA drawdown since its inception was -28.38%, smaller than the maximum VASGX drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for AOA and VASGX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.07%
-0.84%
AOA
VASGX

Volatility

AOA vs. VASGX - Volatility Comparison

iShares Core Aggressive Allocation ETF (AOA) and Vanguard LifeStrategy Growth Fund (VASGX) have volatilities of 2.74% and 2.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%
2.67%
AOA
VASGX