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AOM vs. CGBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOM vs. CGBL - Performance Comparison

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

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Returns By Period

In the year-to-date period, AOM achieves a 5.97% return, which is significantly lower than CGBL's 8.86% return.


AOM

1D
0.95%
1M
0.99%
6M
4.62%
YTD
5.97%
1Y
11.77%
3Y*
10.81%
5Y*
4.63%
10Y*
6.08%
ALL TIME*
7.11%

CGBL

1D
1.41%
1M
1.09%
6M
6.89%
YTD
8.86%
1Y
15.25%
3Y*
5Y*
10Y*
ALL TIME*
18.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.03M$6.79M$7.44M
$48.09M$63.43M$78.46M

AOM vs. CGBL - Yearly Performance Comparison


2026 (YTD)202520242023
AOM
iShares Core Moderate Allocation ETF
5.97%13.28%7.95%8.72%
CGBL
Capital Group Core Balanced ETF
8.86%15.33%16.64%10.10%

Correlation

The correlation between AOM and CGBL is 0.90, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.90

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2023

0.87

The correlation between AOM and CGBL has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

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Return for Risk

AOM vs. CGBL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AOM
AOM Risk / Return Rank: 6464
Overall Rank
AOM Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AOM Sortino Ratio Rank: 6565
Sortino Ratio Rank
AOM Omega Ratio Rank: 6363
Omega Ratio Rank
AOM Calmar Ratio Rank: 5858
Calmar Ratio Rank
AOM Martin Ratio Rank: 7070
Martin Ratio Rank

CGBL
CGBL Risk / Return Rank: 5454
Overall Rank
CGBL Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CGBL Sortino Ratio Rank: 5353
Sortino Ratio Rank
CGBL Omega Ratio Rank: 5252
Omega Ratio Rank
CGBL Calmar Ratio Rank: 4848
Calmar Ratio Rank
CGBL Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AOM vs. CGBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Moderate Allocation ETF (AOM) and Capital Group Core Balanced ETF (CGBL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AOMCGBLDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.31

1.27

+0.04

Calmar ratioReturn relative to maximum drawdown

2.31

1.94

+0.37

Martin ratioReturn relative to average drawdown

9.66

8.19

+1.46

AOM vs. CGBL - Sharpe Ratio Comparison

The current AOM Sharpe Ratio is 1.66, which is comparable to the CGBL Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of AOM and CGBL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AOM vs. CGBL - Drawdown Comparison

The maximum AOM drawdown since its inception was -19.96%, which is greater than CGBL's maximum drawdown of -11.66%. Use the drawdown chart below to compare losses from any high point for AOM and CGBL.


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Drawdown Indicators


AOMCGBLDifference

Max Drawdown

Largest peak-to-trough decline

-19.96%

-11.66%

-8.30%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-7.88%

+2.77%

Max Drawdown (3Y)

Largest decline over 3 years

-6.54%

Max Drawdown (5Y)

Largest decline over 5 years

-19.96%

Max Drawdown (10Y)

Largest decline over 10 years

-19.96%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.68%

-1.29%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.87%

-0.65%

Volatility

AOM vs. CGBL - Volatility Comparison

The current volatility for iShares Core Moderate Allocation ETF (AOM) is 2.38%, while Capital Group Core Balanced ETF (CGBL) has a volatility of 3.18%. This indicates that AOM experiences smaller price fluctuations and is considered to be less risky than CGBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOMCGBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

3.18%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

5.98%

8.82%

-2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

7.13%

10.53%

-3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.26%

11.12%

-2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.95%

11.12%

-3.17%

AOM vs. CGBL - Expense Ratio Comparison

AOM has a 0.25% expense ratio, which is lower than CGBL's 0.33% expense ratio.


Dividends

AOM vs. CGBL - Dividend Comparison

AOM's dividend yield for the trailing twelve months is around 3.05%, more than CGBL's 1.84% yield.


PositionTTM20252024202320222021202020192018201720162015
AOM
iShares Core Moderate Allocation ETF
3.05%2.98%3.10%2.79%2.27%1.56%2.02%2.66%2.53%3.31%2.14%1.98%
CGBL
Capital Group Core Balanced ETF
1.84%1.98%1.92%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, AOM and CGBL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CGBL has higher volatility (3.18%) compared to AOM (2.38%). In terms of maximum drawdown, AOM dropped -19.96% vs CGBL's -11.66%.

On 1-year performance, CGBL leads with 15.25% vs 11.77% for AOM. On fees, AOM is cheaper at 0.25% per year. On volatility, AOM has been the lower-risk option at 2.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CGBL has performed better with a 15.25% return vs 11.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AOM is cheaper with a 0.25% expense ratio, compared with 0.33% for CGBL.

AOM has the higher dividend yield at 3.05%, compared with 1.84% for CGBL.

They also come from different issuers: iShares and Capital Group. Their fees differ too: 0.25% for AOM and 0.33% for CGBL.

AOM currently has the higher Sharpe Ratio (1.66 vs 1.46), 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.

Portfolio Optimizer

Find the right allocation for AOM and CGBL

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