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

Correlation

The correlation between AOM and AOA is 0.86, 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.


-0.50.00.51.00.9

Performance

AOM vs. AOA - Performance Comparison

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

150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
165.23%
344.70%
AOM
AOA

Key characteristics

Sharpe Ratio

AOM:

1.47

AOA:

1.61

Sortino Ratio

AOM:

2.09

AOA:

2.22

Omega Ratio

AOM:

1.27

AOA:

1.29

Calmar Ratio

AOM:

1.56

AOA:

2.52

Martin Ratio

AOM:

8.56

AOA:

10.04

Ulcer Index

AOM:

1.09%

AOA:

1.56%

Daily Std Dev

AOM:

6.30%

AOA:

9.73%

Max Drawdown

AOM:

-19.96%

AOA:

-28.38%

Current Drawdown

AOM:

-2.22%

AOA:

-2.97%

Returns By Period

In the year-to-date period, AOM achieves a 8.17% return, which is significantly lower than AOA's 13.82% return. Over the past 10 years, AOM has underperformed AOA with an annualized return of 4.69%, while AOA has yielded a comparatively higher 7.73% annualized return.


AOM

YTD

8.17%

1M

0.02%

6M

3.52%

1Y

8.63%

5Y*

4.19%

10Y*

4.69%

AOA

YTD

13.82%

1M

-0.44%

6M

4.76%

1Y

14.61%

5Y*

8.09%

10Y*

7.73%

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


AOM vs. AOA - Expense Ratio Comparison

Both AOM and AOA have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


AOM
iShares Core Moderate Allocation ETF
Expense ratio chart for AOM: 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 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%

Risk-Adjusted Performance

AOM vs. AOA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Moderate Allocation ETF (AOM) and iShares Core Aggressive Allocation ETF (AOA). 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.


Sharpe ratio
The chart of Sharpe ratio for AOM, currently valued at 1.47, compared to the broader market0.002.004.001.471.61
The chart of Sortino ratio for AOM, currently valued at 2.09, compared to the broader market-2.000.002.004.006.008.0010.002.092.22
The chart of Omega ratio for AOM, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.29
The chart of Calmar ratio for AOM, currently valued at 1.56, compared to the broader market0.005.0010.0015.001.562.52
The chart of Martin ratio for AOM, currently valued at 8.56, compared to the broader market0.0020.0040.0060.0080.00100.008.5610.04
AOM
AOA

The current AOM Sharpe Ratio is 1.47, which is comparable to the AOA Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of AOM and AOA, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.47
1.61
AOM
AOA

Dividends

AOM vs. AOA - Dividend Comparison

AOM's dividend yield for the trailing twelve months is around 4.12%, more than AOA's 3.11% yield.


TTM20232022202120202019201820172016201520142013
AOM
iShares Core Moderate Allocation ETF
3.09%2.79%2.27%1.56%2.02%2.66%2.53%3.31%2.14%1.98%2.08%1.87%
AOA
iShares Core Aggressive Allocation ETF
2.29%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.02%2.15%2.18%1.84%

Drawdowns

AOM vs. AOA - Drawdown Comparison

The maximum AOM drawdown since its inception was -19.96%, smaller than the maximum AOA drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for AOM and AOA. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.22%
-2.97%
AOM
AOA

Volatility

AOM vs. AOA - Volatility Comparison

The current volatility for iShares Core Moderate Allocation ETF (AOM) is 1.94%, while iShares Core Aggressive Allocation ETF (AOA) has a volatility of 2.88%. This indicates that AOM experiences smaller price fluctuations and is considered to be less risky than AOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.94%
2.88%
AOM
AOA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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