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

Correlation

The correlation between AOM and AOUIX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

AOM vs. AOUIX - Performance Comparison

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

20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
37.65%
20.03%
AOM
AOUIX

Key characteristics

Sharpe Ratio

AOM:

1.47

AOUIX:

3.98

Sortino Ratio

AOM:

2.09

AOUIX:

11.92

Omega Ratio

AOM:

1.27

AOUIX:

3.43

Calmar Ratio

AOM:

1.56

AOUIX:

32.31

Martin Ratio

AOM:

8.56

AOUIX:

73.78

Ulcer Index

AOM:

1.09%

AOUIX:

0.09%

Daily Std Dev

AOM:

6.30%

AOUIX:

1.67%

Max Drawdown

AOM:

-19.96%

AOUIX:

-7.38%

Current Drawdown

AOM:

-2.22%

AOUIX:

-0.10%

Returns By Period

In the year-to-date period, AOM achieves a 8.17% return, which is significantly higher than AOUIX's 5.98% return.


AOM

YTD

8.17%

1M

0.02%

6M

3.52%

1Y

8.63%

5Y*

4.19%

10Y*

4.69%

AOUIX

YTD

5.98%

1M

0.00%

6M

2.61%

1Y

6.64%

5Y*

2.49%

10Y*

N/A

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


AOM vs. AOUIX - Expense Ratio Comparison

AOM has a 0.25% expense ratio, which is lower than AOUIX's 0.53% expense ratio.


AOUIX
Angel Oak UltraShort Income Fund
Expense ratio chart for AOUIX: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%
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%

Risk-Adjusted Performance

AOM vs. AOUIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Moderate Allocation ETF (AOM) and Angel Oak UltraShort Income Fund (AOUIX). 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 market0.002.004.001.473.98
The chart of Sortino ratio for AOM, currently valued at 2.09, compared to the broader market-2.000.002.004.006.008.0010.002.0911.92
The chart of Omega ratio for AOM, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.273.43
The chart of Calmar ratio for AOM, currently valued at 1.56, compared to the broader market0.005.0010.0015.001.5632.31
The chart of Martin ratio for AOM, currently valued at 8.56, compared to the broader market0.0020.0040.0060.0080.00100.008.5673.78
AOM
AOUIX

The current AOM Sharpe Ratio is 1.47, which is lower than the AOUIX Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of AOM and AOUIX, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.47
3.98
AOM
AOUIX

Dividends

AOM vs. AOUIX - Dividend Comparison

AOM's dividend yield for the trailing twelve months is around 4.12%, less than AOUIX's 4.76% 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%
AOUIX
Angel Oak UltraShort Income Fund
4.76%4.43%2.15%1.38%2.26%3.08%2.15%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AOM vs. AOUIX - Drawdown Comparison

The maximum AOM drawdown since its inception was -19.96%, which is greater than AOUIX's maximum drawdown of -7.38%. Use the drawdown chart below to compare losses from any high point for AOM and AOUIX. For additional features, visit the drawdowns tool.


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.22%
-0.10%
AOM
AOUIX

Volatility

AOM vs. AOUIX - Volatility Comparison

iShares Core Moderate Allocation ETF (AOM) has a higher volatility of 1.94% compared to Angel Oak UltraShort Income Fund (AOUIX) at 0.15%. This indicates that AOM's price experiences larger fluctuations and is considered to be riskier than AOUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%2.50%JulyAugustSeptemberOctoberNovemberDecember
1.94%
0.15%
AOM
AOUIX
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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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