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AOA vs. VSMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AOA vs. VSMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Aggressive Allocation ETF (AOA) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX). The values are adjusted to include any dividend payments, if applicable.

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AOA vs. VSMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AOA
iShares Core Aggressive Allocation ETF
-0.59%19.59%13.55%18.27%-16.23%15.42%12.82%22.60%-7.86%20.05%
VSMGX
Vanguard LifeStrategy Moderate Growth Fund
-1.04%16.26%15.03%15.70%-16.01%10.08%13.59%19.37%-4.91%13.66%

Returns By Period

In the year-to-date period, AOA achieves a -0.59% return, which is significantly higher than VSMGX's -1.04% return. Over the past 10 years, AOA has outperformed VSMGX with an annualized return of 9.69%, while VSMGX has yielded a comparatively lower 8.13% annualized return.


AOA

1D
0.61%
1M
-4.11%
YTD
-0.59%
6M
1.92%
1Y
18.69%
3Y*
14.47%
5Y*
7.97%
10Y*
9.69%

VSMGX

1D
1.81%
1M
-4.25%
YTD
-1.04%
6M
0.93%
1Y
14.43%
3Y*
13.22%
5Y*
6.60%
10Y*
8.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

AOA vs. VSMGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AOA
AOA Risk / Return Rank: 7575
Overall Rank
AOA Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AOA Sortino Ratio Rank: 7676
Sortino Ratio Rank
AOA Omega Ratio Rank: 7575
Omega Ratio Rank
AOA Calmar Ratio Rank: 7474
Calmar Ratio Rank
AOA Martin Ratio Rank: 7979
Martin Ratio Rank

VSMGX
VSMGX Risk / Return Rank: 8181
Overall Rank
VSMGX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VSMGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VSMGX Omega Ratio Rank: 7777
Omega Ratio Rank
VSMGX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VSMGX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AOA vs. VSMGX - Risk-Adjusted Trends 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.


AOAVSMGXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.45

-0.10

Sortino ratio

Return per unit of downside risk

1.97

2.08

-0.11

Omega ratio

Gain probability vs. loss probability

1.29

1.30

-0.01

Calmar ratio

Return relative to maximum drawdown

1.98

2.05

-0.07

Martin ratio

Return relative to average drawdown

8.82

8.78

+0.04

AOA vs. VSMGX - Sharpe Ratio Comparison

The current AOA Sharpe Ratio is 1.35, which is comparable to the VSMGX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of AOA and VSMGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AOAVSMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.45

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.66

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.79

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.67

-0.02

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.


Dividends

AOA vs. VSMGX - Dividend Comparison

AOA's dividend yield for the trailing twelve months is around 2.19%, less than VSMGX's 5.30% yield.


TTM20252024202320222021202020192018201720162015
AOA
iShares Core Aggressive Allocation ETF
2.19%2.18%2.30%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.26%2.15%
VSMGX
Vanguard LifeStrategy Moderate Growth Fund
5.30%5.25%11.49%4.01%2.66%3.86%3.46%2.52%4.11%1.09%2.26%3.89%

Drawdowns

AOA vs. VSMGX - Drawdown Comparison

The maximum AOA drawdown since its inception was -28.38%, smaller than the maximum VSMGX drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for AOA and VSMGX.


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Drawdown Indicators


AOAVSMGXDifference

Max Drawdown

Largest peak-to-trough decline

-28.38%

-41.13%

+12.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.62%

-7.24%

-2.38%

Max Drawdown (5Y)

Largest decline over 5 years

-23.62%

-22.29%

-1.33%

Max Drawdown (10Y)

Largest decline over 10 years

-28.38%

-22.43%

-5.95%

Current Drawdown

Current decline from peak

-5.18%

-4.94%

-0.24%

Average Drawdown

Average peak-to-trough decline

-4.08%

-4.86%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.69%

+0.47%

Volatility

AOA vs. VSMGX - Volatility Comparison

iShares Core Aggressive Allocation ETF (AOA) has a higher volatility of 5.28% compared to Vanguard LifeStrategy Moderate Growth Fund (VSMGX) at 4.14%. 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.


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Volatility by Period


AOAVSMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

4.14%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

6.30%

+2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

10.24%

+3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.92%

10.12%

+2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.51%

10.32%

+3.19%