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AOM vs. IRTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOM vs. IRTR - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with AOM having a 4.39% return and IRTR slightly higher at 4.55%.


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%

IRTR

1D
-0.60%
1M
0.24%
YTD
4.55%
6M
4.41%
1Y
12.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOM vs. IRTR - Yearly Performance Comparison


2026 (YTD)202520242023
AOM
iShares Core Moderate Allocation ETF
4.39%13.28%7.95%9.61%
IRTR
iShares LifePath Retirement ETF
4.55%12.70%7.59%11.03%

Correlation

The correlation between AOM and IRTR is 0.94, 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

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2023

0.94

The correlation between AOM and IRTR has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

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Return for Risk

AOM vs. IRTR — Risk / Return Rank

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

AOM
AOM Risk / Return Rank: 5959
Overall Rank
AOM Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AOM Sortino Ratio Rank: 6060
Sortino Ratio Rank
AOM Omega Ratio Rank: 5959
Omega Ratio Rank
AOM Calmar Ratio Rank: 5454
Calmar Ratio Rank
AOM Martin Ratio Rank: 6363
Martin Ratio Rank

IRTR
IRTR Risk / Return Rank: 6363
Overall Rank
IRTR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IRTR Sortino Ratio Rank: 6565
Sortino Ratio Rank
IRTR Omega Ratio Rank: 6666
Omega Ratio Rank
IRTR Calmar Ratio Rank: 5555
Calmar Ratio Rank
IRTR Martin Ratio Rank: 6565
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. IRTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Moderate Allocation ETF (AOM) and iShares LifePath Retirement ETF (IRTR). 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.


AOMIRTRDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.35

1.38

-0.03

Calmar ratioReturn relative to maximum drawdown

2.55

2.60

-0.05

Martin ratioReturn relative to average drawdown

10.96

11.24

-0.28

AOM vs. IRTR - Sharpe Ratio Comparison

The current AOM Sharpe Ratio is 1.88, which is comparable to the IRTR Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of AOM and IRTR, 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. IRTR - Drawdown Comparison

The maximum AOM drawdown since its inception was -19.96%, which is greater than IRTR's maximum drawdown of -6.29%. Use the drawdown chart below to compare losses from any high point for AOM and IRTR.


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Drawdown Indicators


AOMIRTRDifference

Max Drawdown

Largest peak-to-trough decline

-19.96%

-6.29%

-13.67%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-4.82%

-0.29%

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

-1.04%

-0.97%

-0.07%

Average Drawdown

Average peak-to-trough decline

-2.69%

-0.78%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

1.11%

+0.08%

Volatility

AOM vs. IRTR - Volatility Comparison

iShares Core Moderate Allocation ETF (AOM) has a higher volatility of 2.78% compared to iShares LifePath Retirement ETF (IRTR) at 2.52%. This indicates that AOM's price experiences larger fluctuations and is considered to be riskier than IRTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOMIRTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

2.52%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

5.70%

5.29%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

6.94%

6.34%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.21%

7.11%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

7.11%

+0.83%

AOM vs. IRTR - Expense Ratio Comparison

AOM has a 0.25% expense ratio, which is higher than IRTR's 0.08% 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. IRTR - Dividend Comparison

AOM's dividend yield for the trailing twelve months is around 3.00%, which matches IRTR's 3.01% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IRTR
iShares LifePath Retirement ETF
3.01%3.03%3.03%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, AOM and IRTR 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 IRTR (2.52%). In terms of maximum drawdown, AOM dropped -19.96% vs IRTR's -6.29%.

On 1-year performance, AOM leads with 12.96% vs 12.47% for IRTR. On fees, IRTR is cheaper at 0.08% per year. On volatility, IRTR has been the lower-risk option at 2.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AOM has performed better with a 12.96% return vs 12.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IRTR is cheaper with a 0.08% expense ratio, compared with 0.25% for AOM.

AOM and IRTR have nearly identical dividend yields, around 3.00%.

AOM is categorized as Diversified Portfolio, while IRTR is Target Retirement Date. Their fees differ too: 0.25% for AOM and 0.08% for IRTR.

IRTR currently has the higher Sharpe Ratio (1.98 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.

Portfolio Optimizer

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