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

Correlation

The correlation between AOM and BALCX is 0.85, 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. BALCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Moderate Allocation ETF (AOM) and American Funds American Balanced Fund Class C (BALCX). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
165.23%
300.37%
AOM
BALCX

Key characteristics

Sharpe Ratio

AOM:

1.47

BALCX:

0.91

Sortino Ratio

AOM:

2.09

BALCX:

1.18

Omega Ratio

AOM:

1.27

BALCX:

1.18

Calmar Ratio

AOM:

1.56

BALCX:

1.12

Martin Ratio

AOM:

8.56

BALCX:

5.69

Ulcer Index

AOM:

1.09%

BALCX:

1.60%

Daily Std Dev

AOM:

6.30%

BALCX:

10.03%

Max Drawdown

AOM:

-19.96%

BALCX:

-40.25%

Current Drawdown

AOM:

-2.22%

BALCX:

-7.49%

Returns By Period

The year-to-date returns for both stocks are quite close, with AOM having a 8.17% return and BALCX slightly lower at 7.82%. Over the past 10 years, AOM has underperformed BALCX with an annualized return of 4.69%, while BALCX has yielded a comparatively higher 7.30% annualized return.


AOM

YTD

8.17%

1M

0.02%

6M

3.52%

1Y

8.63%

5Y*

4.19%

10Y*

4.69%

BALCX

YTD

7.82%

1M

-5.28%

6M

-0.78%

1Y

8.40%

5Y*

6.16%

10Y*

7.30%

Compare stocks, funds, or ETFs

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


AOM vs. BALCX - Expense Ratio Comparison

AOM has a 0.25% expense ratio, which is lower than BALCX's 1.31% expense ratio.


BALCX
American Funds American Balanced Fund Class C
Expense ratio chart for BALCX: current value at 1.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.31%
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. BALCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Moderate Allocation ETF (AOM) and American Funds American Balanced Fund Class C (BALCX). 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 market0.002.004.001.470.91
The chart of Sortino ratio for AOM, currently valued at 2.09, compared to the broader market-2.000.002.004.006.008.0010.002.091.18
The chart of Omega ratio for AOM, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.18
The chart of Calmar ratio for AOM, currently valued at 1.56, compared to the broader market0.005.0010.0015.001.561.12
The chart of Martin ratio for AOM, currently valued at 8.56, compared to the broader market0.0020.0040.0060.0080.00100.008.565.69
AOM
BALCX

The current AOM Sharpe Ratio is 1.47, which is higher than the BALCX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of AOM and BALCX, 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
0.91
AOM
BALCX

Dividends

AOM vs. BALCX - Dividend Comparison

AOM's dividend yield for the trailing twelve months is around 4.12%, more than BALCX's 0.41% 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%
BALCX
American Funds American Balanced Fund Class C
0.41%1.67%0.91%0.48%0.63%1.20%1.25%1.02%1.02%1.46%6.92%0.82%

Drawdowns

AOM vs. BALCX - Drawdown Comparison

The maximum AOM drawdown since its inception was -19.96%, smaller than the maximum BALCX drawdown of -40.25%. Use the drawdown chart below to compare losses from any high point for AOM and BALCX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.22%
-7.49%
AOM
BALCX

Volatility

AOM vs. BALCX - Volatility Comparison

The current volatility for iShares Core Moderate Allocation ETF (AOM) is 1.94%, while American Funds American Balanced Fund Class C (BALCX) has a volatility of 6.01%. This indicates that AOM experiences smaller price fluctuations and is considered to be less risky than BALCX 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%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.94%
6.01%
AOM
BALCX
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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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