PortfoliosLab logoPortfoliosLab logo
AOM vs. DDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AOM vs. DDX - Performance Comparison

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

Loading graphics...

AOM vs. DDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AOM
iShares Core Moderate Allocation ETF
-0.40%13.28%7.95%12.38%-14.54%1.94%
DDX
Defined Duration 10 ETF
1.04%12.02%2.93%10.48%-16.19%1.34%

Returns By Period

In the year-to-date period, AOM achieves a -0.40% return, which is significantly lower than DDX's 1.04% return.


AOM

1D
0.36%
1M
-2.76%
YTD
-0.40%
6M
1.26%
1Y
11.52%
3Y*
9.29%
5Y*
4.29%
10Y*
5.86%

DDX

1D
0.30%
1M
-2.40%
YTD
1.04%
6M
2.76%
1Y
9.57%
3Y*
6.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. DDX - Expense Ratio Comparison

Both AOM and DDX have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

AOM vs. DDX — Risk / Return Rank

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

AOM
AOM Risk / Return Rank: 7777
Overall Rank
AOM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
AOM Sortino Ratio Rank: 7777
Sortino Ratio Rank
AOM Omega Ratio Rank: 7575
Omega Ratio Rank
AOM Calmar Ratio Rank: 7878
Calmar Ratio Rank
AOM Martin Ratio Rank: 7878
Martin Ratio Rank

DDX
DDX Risk / Return Rank: 7676
Overall Rank
DDX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DDX Sortino Ratio Rank: 8181
Sortino Ratio Rank
DDX Omega Ratio Rank: 7676
Omega Ratio Rank
DDX Calmar Ratio Rank: 7373
Calmar Ratio Rank
DDX Martin Ratio Rank: 7272
Martin Ratio Rank
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. DDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Moderate Allocation ETF (AOM) and Defined Duration 10 ETF (DDX). 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.


AOMDDXDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.57

-0.16

Sortino ratio

Return per unit of downside risk

2.03

2.20

-0.17

Omega ratio

Gain probability vs. loss probability

1.29

1.30

-0.01

Calmar ratio

Return relative to maximum drawdown

2.19

2.21

-0.02

Martin ratio

Return relative to average drawdown

8.80

8.44

+0.35

AOM vs. DDX - Sharpe Ratio Comparison

The current AOM Sharpe Ratio is 1.40, which is comparable to the DDX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of AOM and DDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AOMDDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.57

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.27

+0.40

Correlation

The correlation between AOM and DDX is 0.91, 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.


Dividends

AOM vs. DDX - Dividend Comparison

AOM's dividend yield for the trailing twelve months is around 2.99%, less than DDX's 3.52% yield.


TTM20252024202320222021202020192018201720162015
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%
DDX
Defined Duration 10 ETF
3.52%3.17%3.11%2.41%1.38%1.14%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AOM vs. DDX - Drawdown Comparison

The maximum AOM drawdown since its inception was -19.96%, smaller than the maximum DDX drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for AOM and DDX.


Loading graphics...

Drawdown Indicators


AOMDDXDifference

Max Drawdown

Largest peak-to-trough decline

-19.96%

-21.27%

+1.31%

Max Drawdown (1Y)

Largest decline over 1 year

-5.35%

-4.41%

-0.94%

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

-3.30%

-2.92%

-0.38%

Average Drawdown

Average peak-to-trough decline

-2.72%

-7.36%

+4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

1.15%

+0.18%

Volatility

AOM vs. DDX - Volatility Comparison

iShares Core Moderate Allocation ETF (AOM) has a higher volatility of 3.26% compared to Defined Duration 10 ETF (DDX) at 2.62%. This indicates that AOM's price experiences larger fluctuations and is considered to be riskier than DDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AOMDDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

2.62%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

4.89%

3.85%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

8.24%

6.13%

+2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

7.50%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.90%

7.50%

+0.40%