AOM vs. EAOK
AOM (iShares Core Moderate Allocation ETF) and EAOK (iShares ESG Aware Conservative Allocation ETF) are both Diversified Portfolio funds from iShares - AOM tracks the S&P Target Risk Moderate while EAOK tracks the BlackRock ESG Aware Conservative Allocation Index. Both are passively managed. Over the past 5 years, AOM returned 4.63%/yr vs 3.04%/yr for EAOK. Their correlation of 0.94 suggests significant overlap in exposure. AOM charges 0.25%/yr vs 0.18%/yr for EAOK.
Performance
AOM vs. EAOK - Performance Comparison
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Returns By Period
In the year-to-date period, AOM achieves a 4.39% return, which is significantly higher than EAOK's 3.44% return.
AOM
- 1D
- -0.76%
- 1M
- 0.20%
- YTD
- 4.39%
- 6M
- 4.21%
- 1Y
- 12.96%
- 3Y*
- 10.58%
- 5Y*
- 4.63%
- 10Y*
- 6.31%
EAOK
- 1D
- -0.52%
- 1M
- 0.51%
- YTD
- 3.44%
- 6M
- 3.32%
- 1Y
- 10.85%
- 3Y*
- 8.55%
- 5Y*
- 3.04%
- 10Y*
- —
AOM vs. EAOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AOM iShares Core Moderate Allocation ETF | 4.39% | 13.28% | 7.95% | 12.38% | -14.54% | 6.93% | 10.13% |
EAOK iShares ESG Aware Conservative Allocation ETF | 3.44% | 11.47% | 5.81% | 10.13% | -14.92% | 4.32% | 8.01% |
Correlation
The correlation between AOM and EAOK is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.94 |
The correlation between AOM and EAOK has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
AOM vs. EAOK — Risk / Return Rank
AOM
EAOK
AOM vs. EAOK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Moderate Allocation ETF (AOM) and iShares ESG Aware Conservative Allocation ETF (EAOK). 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.
| AOM | EAOK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.46 | +0.09 |
| Martin ratioReturn relative to average drawdown | 10.96 | 10.57 | +0.38 |
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Drawdowns
AOM vs. EAOK - Drawdown Comparison
The maximum AOM drawdown since its inception was -19.96%, roughly equal to the maximum EAOK drawdown of -19.91%. Use the drawdown chart below to compare losses from any high point for AOM and EAOK.
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Drawdown Indicators
| AOM | EAOK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.96% | -19.91% | -0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -5.11% | -4.43% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -6.85% | -7.08% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.96% | -19.91% | -0.05% |
Max Drawdown (10Y)Largest decline over 10 years | -19.96% | — | — |
Current DrawdownCurrent decline from peak | -1.04% | -0.79% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -2.69% | -4.98% | +2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 1.03% | +0.16% |
Volatility
AOM vs. EAOK - Volatility Comparison
iShares Core Moderate Allocation ETF (AOM) has a higher volatility of 2.78% compared to iShares ESG Aware Conservative Allocation ETF (EAOK) at 2.31%. This indicates that AOM's price experiences larger fluctuations and is considered to be riskier than EAOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AOM | EAOK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 2.31% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 5.70% | 4.86% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.94% | 5.80% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.21% | 7.10% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.94% | 6.85% | +1.09% |
AOM vs. EAOK - Expense Ratio Comparison
AOM has a 0.25% expense ratio, which is higher than EAOK's 0.18% 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. EAOK - Dividend Comparison
AOM's dividend yield for the trailing twelve months is around 3.00%, less than EAOK's 3.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOM iShares Core Moderate Allocation ETF | 3.00% | 2.98% | 3.10% | 2.79% | 2.27% | 1.56% | 2.02% | 2.66% | 2.53% | 3.31% | 2.14% | 1.98% |
EAOK iShares ESG Aware Conservative Allocation ETF | 3.18% | 3.18% | 3.15% | 2.80% | 2.27% | 1.19% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, AOM and EAOK 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.
AOM has higher volatility (2.78%) compared to EAOK (2.31%). In terms of maximum drawdown, AOM dropped -19.96% vs EAOK's -19.91%.
On 5-year performance, AOM leads with 4.63% vs 3.04% for EAOK. On fees, EAOK is cheaper at 0.18% per year. On volatility, EAOK has been the lower-risk option at 2.31%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, AOM has performed better with a 4.63% return vs 3.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOK is cheaper with a 0.18% expense ratio, compared with 0.25% for AOM.
EAOK has the higher dividend yield at 3.18%, compared with 3.00% for AOM.
AOM tracks S&P Target Risk Moderate, while EAOK tracks BlackRock ESG Aware Conservative Allocation Index. Their fees differ too: 0.25% for AOM and 0.18% for EAOK.
EAOK currently has the higher Sharpe Ratio (1.88 vs 1.88), 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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