AOM vs. AOUIX
AOM (iShares Core Moderate Allocation ETF) and AOUIX (Angel Oak UltraShort Income Fund) are both funds - AOM is a Diversified Portfolio fund tracking the S&P Target Risk Moderate, while AOUIX is a Ultrashort Bond fund managed by Angel Oak. Over the past 5 years, AOM returned 4.80%/yr vs 3.28%/yr for AOUIX. At a 0.14 correlation, their price movements are largely independent. AOM charges 0.25%/yr vs 0.53%/yr for AOUIX.
Performance
AOM vs. AOUIX - Performance Comparison
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Returns By Period
In the year-to-date period, AOM achieves a 5.00% return, which is significantly higher than AOUIX's 1.62% return.
AOM
- 1D
- -0.46%
- 1M
- 2.13%
- YTD
- 5.00%
- 6M
- 5.31%
- 1Y
- 14.51%
- 3Y*
- 10.87%
- 5Y*
- 4.80%
- 10Y*
- 6.22%
AOUIX
- 1D
- 0.00%
- 1M
- 0.38%
- YTD
- 1.62%
- 6M
- 2.05%
- 1Y
- 5.13%
- 3Y*
- 6.05%
- 5Y*
- 3.28%
- 10Y*
- —
AOM vs. AOUIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AOM iShares Core Moderate Allocation ETF | 5.00% | 13.28% | 7.95% | 12.38% | -14.54% | 6.93% | 10.02% | 15.58% | -2.40% |
AOUIX Angel Oak UltraShort Income Fund | 1.62% | 5.63% | 7.06% | 6.21% | -4.11% | 0.97% | 1.99% | 4.07% | 2.25% |
Correlation
The correlation between AOM and AOUIX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2018 | 0.14 |
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Return for Risk
AOM vs. AOUIX — Risk / Return Rank
AOM
AOUIX
AOM vs. AOUIX - Risk-Adjusted Trends 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.
| AOM | AOUIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -6.69 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 3.02 | -1.60 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 12.46 | -9.60 |
| Martin ratioReturn relative to average drawdown | 12.45 | 55.66 | -43.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AOM | AOUIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 3.17 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 2.16 | -1.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.60 | -0.91 |
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.
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Drawdown Indicators
| AOM | AOUIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.96% | -7.38% | -12.58% |
Max Drawdown (1Y)Largest decline over 1 year | -5.11% | -0.40% | -4.71% |
Max Drawdown (3Y)Largest decline over 3 years | -6.85% | -0.51% | -6.34% |
Max Drawdown (5Y)Largest decline over 5 years | -19.96% | -4.53% | -15.43% |
Max Drawdown (10Y)Largest decline over 10 years | -19.96% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | 0.00% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -2.70% | -0.60% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 0.09% | +1.08% |
Volatility
AOM vs. AOUIX - Volatility Comparison
iShares Core Moderate Allocation ETF (AOM) has a higher volatility of 2.17% compared to Angel Oak UltraShort Income Fund (AOUIX) at 0.43%. 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.
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Volatility by Period
| AOM | AOUIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 0.43% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 5.22% | 1.07% | +4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.55% | 1.59% | +4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.14% | 1.53% | +6.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.93% | 1.93% | +6.00% |
AOM vs. AOUIX - Expense Ratio Comparison
AOM has a 0.25% expense ratio, which is lower than AOUIX's 0.53% expense ratio.
Dividends
AOM vs. AOUIX - Dividend Comparison
AOM's dividend yield for the trailing twelve months is around 2.98%, less than AOUIX's 4.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOM iShares Core Moderate Allocation ETF | 2.98% | 2.98% | 3.10% | 2.79% | 2.27% | 1.56% | 2.02% | 2.66% | 2.53% | 3.31% | 2.14% | 1.98% |
AOUIX Angel Oak UltraShort Income Fund | 4.79% | 5.05% | 5.36% | 3.69% | 1.48% | 1.37% | 2.24% | 3.08% | 2.12% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AOM and AOUIX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AOM has higher volatility (2.17%) compared to AOUIX (0.43%). In terms of maximum drawdown, AOM dropped -19.96% vs AOUIX's -7.38%.
AOUIX currently has the higher Sharpe Ratio (3.17 vs 2.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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