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

Key characteristics


AOAVOO
YTD Return15.08%26.88%
1Y Return25.06%37.59%
3Y Return (Ann)4.50%10.23%
5Y Return (Ann)9.02%15.93%
10Y Return (Ann)7.94%13.41%
Sharpe Ratio2.543.06
Sortino Ratio3.564.08
Omega Ratio1.471.58
Calmar Ratio2.694.43
Martin Ratio16.7020.25
Ulcer Index1.49%1.85%
Daily Std Dev9.81%12.23%
Max Drawdown-28.38%-33.99%
Current Drawdown-1.07%-0.30%

Correlation

-0.50.00.51.00.9

The correlation between AOA and VOO 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. VOO - Performance Comparison

In the year-to-date period, AOA achieves a 15.08% return, which is significantly lower than VOO's 26.88% return. Over the past 10 years, AOA has underperformed VOO with an annualized return of 7.94%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.63%
14.84%
AOA
VOO

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AOA vs. VOO - Expense Ratio Comparison

AOA has a 0.25% expense ratio, which is higher than VOO'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%.


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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

AOA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Aggressive Allocation ETF (AOA) and Vanguard S&P 500 ETF (VOO). 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
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.06, compared to the broader market-2.000.002.004.006.003.06
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.08, compared to the broader market-2.000.002.004.006.008.0010.0012.004.08
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.43, compared to the broader market0.005.0010.0015.004.43
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.25, compared to the broader market0.0020.0040.0060.0080.00100.0020.25

AOA vs. VOO - Sharpe Ratio Comparison

The current AOA Sharpe Ratio is 2.54, which is comparable to the VOO Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of AOA and VOO, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.54
3.06
AOA
VOO

Dividends

AOA vs. VOO - Dividend Comparison

AOA's dividend yield for the trailing twelve months is around 2.10%, more than VOO's 1.23% 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%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AOA vs. VOO - Drawdown Comparison

The maximum AOA drawdown since its inception was -28.38%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AOA and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.07%
-0.30%
AOA
VOO

Volatility

AOA vs. VOO - Volatility Comparison

The current volatility for iShares Core Aggressive Allocation ETF (AOA) is 2.74%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.89%. This indicates that AOA experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.74%
3.89%
AOA
VOO