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AOM vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOM vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Moderate Allocation ETF (AOM) and SPDR Gold MiniShares Trust (GLDM). 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 4.75% return, which is significantly higher than GLDM's -2.40% return.


AOM

1D
0.04%
1M
1.35%
YTD
4.75%
6M
5.32%
1Y
13.68%
3Y*
10.66%
5Y*
4.66%
10Y*
6.31%

GLDM

1D
0.11%
1M
-7.40%
YTD
-2.40%
6M
-2.09%
1Y
22.58%
3Y*
29.27%
5Y*
17.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOM vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AOM
iShares Core Moderate Allocation ETF
4.75%13.28%7.95%12.38%-14.54%6.93%10.02%15.58%-2.77%
GLDM
SPDR Gold MiniShares Trust
-2.40%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%

Correlation

The correlation between AOM and GLDM is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.25

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Return for Risk

AOM vs. GLDM — Risk / Return Rank

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

AOM
AOM Risk / Return Rank: 6666
Overall Rank
AOM Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AOM Sortino Ratio Rank: 6969
Sortino Ratio Rank
AOM Omega Ratio Rank: 6868
Omega Ratio Rank
AOM Calmar Ratio Rank: 5858
Calmar Ratio Rank
AOM Martin Ratio Rank: 6868
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 2727
Overall Rank
GLDM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3131
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2525
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. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Moderate Allocation ETF (AOM) and SPDR Gold MiniShares Trust (GLDM). 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.


AOMGLDMDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.35

1.19

+0.16

Calmar ratioReturn relative to maximum drawdown

2.52

1.00

+1.52

Martin ratioReturn relative to average drawdown

10.84

2.87

+7.97

AOM vs. GLDM - Sharpe Ratio Comparison

The current AOM Sharpe Ratio is 1.87, which is higher than the GLDM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of AOM and GLDM, 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. GLDM - Drawdown Comparison

The maximum AOM drawdown since its inception was -19.96%, smaller than the maximum GLDM drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for AOM and GLDM.


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Drawdown Indicators


AOMGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-19.96%

-24.35%

+4.39%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-24.35%

+19.24%

Max Drawdown (3Y)

Largest decline over 3 years

-6.85%

-24.35%

+17.50%

Max Drawdown (5Y)

Largest decline over 5 years

-19.96%

-24.35%

+4.39%

Max Drawdown (10Y)

Largest decline over 10 years

-19.96%

Current Drawdown

Current decline from peak

-0.70%

-21.96%

+21.26%

Average Drawdown

Average peak-to-trough decline

-2.70%

-6.27%

+3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

8.44%

-7.25%

Volatility

AOM vs. GLDM - Volatility Comparison

The current volatility for iShares Core Moderate Allocation ETF (AOM) is 2.82%, while SPDR Gold MiniShares Trust (GLDM) has a volatility of 7.73%. This indicates that AOM experiences smaller price fluctuations and is considered to be less risky than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOMGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

7.73%

-4.91%

Volatility (6M)

Calculated over the trailing 6-month period

5.63%

23.93%

-18.30%

Volatility (1Y)

Calculated over the trailing 1-year period

6.90%

27.15%

-20.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.19%

18.13%

-9.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.96%

16.98%

-9.02%

AOM vs. GLDM - Expense Ratio Comparison

AOM has a 0.25% expense ratio, which is higher than GLDM'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. GLDM - Dividend Comparison

AOM's dividend yield for the trailing twelve months is around 2.99%, while GLDM has not paid dividends to shareholders.


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%
GLDM
SPDR Gold MiniShares Trust
0.00%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 GLDM have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLDM has higher volatility (7.73%) compared to AOM (2.82%). In terms of maximum drawdown, AOM dropped -19.96% vs GLDM's -24.35%.

On 5-year performance, GLDM leads with 17.41% vs 4.66% for AOM. On fees, GLDM is cheaper at 0.10% per year. On volatility, AOM has been the lower-risk option at 2.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GLDM has performed better with a 17.41% return vs 4.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLDM 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 0.00% for GLDM.

AOM is categorized as Diversified Portfolio, while GLDM is Gold. AOM tracks S&P Target Risk Moderate, while GLDM tracks LBMA Gold Price PM. They also come from different issuers: iShares and State Street. Their fees differ too: 0.25% for AOM and 0.10% for GLDM.

AOM currently has the higher Sharpe Ratio (1.87 vs 0.90), 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

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