AOA vs. VSMGX
Compare and contrast key facts about iShares Core Aggressive Allocation ETF (AOA) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX).
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. VSMGX is managed by Vanguard. It was launched on Sep 30, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AOA or VSMGX.
Key characteristics
| AOA | VSMGX | |
|---|---|---|
| YTD Return | 16.32% | 12.36% |
| 1Y Return | 26.77% | 19.92% |
| 3Y Return (Ann) | 4.75% | 1.34% |
| 5Y Return (Ann) | 9.21% | 5.79% |
| 10Y Return (Ann) | 8.06% | 5.65% |
| Sharpe Ratio | 2.72 | 2.57 |
| Sortino Ratio | 3.81 | 3.72 |
| Omega Ratio | 1.50 | 1.48 |
| Calmar Ratio | 2.66 | 1.45 |
| Martin Ratio | 17.95 | 15.90 |
| Ulcer Index | 1.49% | 1.26% |
| Daily Std Dev | 9.84% | 7.79% |
| Max Drawdown | -28.38% | -41.18% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between AOA and VSMGX 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. VSMGX - Performance Comparison
In the year-to-date period, AOA achieves a 16.32% return, which is significantly higher than VSMGX's 12.36% return. Over the past 10 years, AOA has outperformed VSMGX with an annualized return of 8.06%, while VSMGX has yielded a comparatively lower 5.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AOA vs. VSMGX - Expense Ratio Comparison
AOA has a 0.25% expense ratio, which is higher than VSMGX's 0.13% 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%.
Risk-Adjusted Performance
AOA vs. VSMGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Aggressive Allocation ETF (AOA) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX). 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. VSMGX - Dividend Comparison
AOA's dividend yield for the trailing twelve months is around 2.08%, less than VSMGX's 2.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOA iShares Core Aggressive Allocation ETF | 2.08% | 2.22% | 2.10% | 1.67% | 1.71% | 2.50% | 2.37% | 5.09% | 2.02% | 2.15% | 2.18% | 1.84% |
VSMGX Vanguard LifeStrategy Moderate Growth Fund | 2.57% | 2.63% | 2.10% | 1.91% | 1.71% | 2.45% | 2.65% | 2.15% | 2.22% | 2.19% | 2.10% | 1.93% |
Drawdowns
AOA vs. VSMGX - Drawdown Comparison
The maximum AOA drawdown since its inception was -28.38%, smaller than the maximum VSMGX drawdown of -41.18%. Use the drawdown chart below to compare losses from any high point for AOA and VSMGX. For additional features, visit the drawdowns tool.
Volatility
AOA vs. VSMGX - Volatility Comparison
iShares Core Aggressive Allocation ETF (AOA) has a higher volatility of 2.67% compared to Vanguard LifeStrategy Moderate Growth Fund (VSMGX) at 2.04%. This indicates that AOA's price experiences larger fluctuations and is considered to be riskier than VSMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.