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AOM vs. CTAP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOM vs. CTAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Moderate Allocation ETF (AOM) and Simplify US Equity PLUS Managed Futures Strategy ETF (CTAP). 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 4.79% return, which is significantly higher than CTAP's 4.10% return.


AOM

1D
0.22%
1M
-0.06%
YTD
4.79%
6M
4.29%
1Y
12.57%
3Y*
10.68%
5Y*
4.70%
10Y*
6.41%

CTAP

1D
0.50%
1M
-14.15%
YTD
4.10%
6M
2.69%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOM vs. CTAP - Yearly Performance Comparison


Correlation

The correlation between AOM and CTAP is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 9, 2025

0.21

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Return for Risk

AOM vs. CTAP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AOM
AOM Risk / Return Rank: 6565
Overall Rank
AOM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AOM Sortino Ratio Rank: 6767
Sortino Ratio Rank
AOM Omega Ratio Rank: 6666
Omega Ratio Rank
AOM Calmar Ratio Rank: 5858
Calmar Ratio Rank
AOM Martin Ratio Rank: 6767
Martin Ratio Rank

CTAP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AOM vs. CTAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Moderate Allocation ETF (AOM) and Simplify US Equity PLUS Managed Futures Strategy ETF (CTAP). 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.


AOMCTAPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.47

Martin ratioReturn relative to average drawdown

10.61

AOM vs. CTAP - Sharpe Ratio Comparison


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Drawdowns

AOM vs. CTAP - Drawdown Comparison

The maximum AOM drawdown since its inception was -19.96%, which is greater than CTAP's maximum drawdown of -18.86%. Use the drawdown chart below to compare losses from any high point for AOM and CTAP.


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Drawdown Indicators


AOMCTAPDifference

Max Drawdown

Largest peak-to-trough decline

-19.96%

-18.86%

-1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

Max Drawdown (3Y)

Largest decline over 3 years

-6.85%

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

-0.66%

-18.45%

+17.79%

Average Drawdown

Average peak-to-trough decline

-2.69%

-3.33%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

Volatility

AOM vs. CTAP - Volatility Comparison


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Volatility by Period


AOMCTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

Volatility (6M)

Calculated over the trailing 6-month period

5.70%

Volatility (1Y)

Calculated over the trailing 1-year period

6.89%

24.56%

-17.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.21%

24.56%

-16.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

24.56%

-16.62%

AOM vs. CTAP - Expense Ratio Comparison

AOM has a 0.25% expense ratio, which is higher than CTAP's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AOM vs. CTAP - Dividend Comparison

AOM's dividend yield for the trailing twelve months is around 2.99%, more than CTAP's 1.91% yield.


PositionTTM20252024202320222021202020192018201720162015
AOM
iShares Core Moderate Allocation ETF
2.99%2.98%3.10%2.79%2.27%1.56%2.02%2.66%2.53%3.31%2.14%1.98%
CTAP
Simplify US Equity PLUS Managed Futures Strategy ETF
1.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AOM and CTAP 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.

On fees, CTAP is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CTAP is cheaper with a 0.10% expense ratio, compared with 0.25% for AOM.

AOM has the higher dividend yield at 2.99%, compared with 1.91% for CTAP.

They also come from different issuers: iShares and Simplify. Their fees differ too: 0.25% for AOM and 0.10% for CTAP.

Portfolio Optimizer

Find the right allocation for AOM and CTAP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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