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AOM vs. OCIO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AOM vs. OCIO - Performance Comparison

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

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AOM vs. OCIO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AOM
iShares Core Moderate Allocation ETF
-0.75%13.28%7.95%12.38%-14.54%6.93%10.02%15.58%-3.88%5.13%
OCIO
ClearShares OCIO ETF
-1.52%12.68%12.76%12.03%-12.49%13.20%11.54%18.56%-10.35%9.00%

Returns By Period

In the year-to-date period, AOM achieves a -0.75% return, which is significantly higher than OCIO's -1.52% return.


AOM

1D
1.39%
1M
-3.60%
YTD
-0.75%
6M
1.24%
1Y
11.30%
3Y*
9.16%
5Y*
4.22%
10Y*
5.82%

OCIO

1D
2.14%
1M
-4.52%
YTD
-1.52%
6M
0.60%
1Y
13.31%
3Y*
10.77%
5Y*
6.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AOM vs. OCIO - Expense Ratio Comparison

AOM has a 0.25% expense ratio, which is lower than OCIO's 0.61% expense ratio.


Return for Risk

AOM vs. OCIO — Risk / Return Rank

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

AOM
AOM Risk / Return Rank: 8080
Overall Rank
AOM Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AOM Sortino Ratio Rank: 8080
Sortino Ratio Rank
AOM Omega Ratio Rank: 7878
Omega Ratio Rank
AOM Calmar Ratio Rank: 8181
Calmar Ratio Rank
AOM Martin Ratio Rank: 8282
Martin Ratio Rank

OCIO
OCIO Risk / Return Rank: 6464
Overall Rank
OCIO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
OCIO Sortino Ratio Rank: 6363
Sortino Ratio Rank
OCIO Omega Ratio Rank: 6363
Omega Ratio Rank
OCIO Calmar Ratio Rank: 6161
Calmar Ratio Rank
OCIO Martin Ratio Rank: 7070
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. OCIO - Risk-Adjusted Trends Comparison

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


AOMOCIODifference

Sharpe ratio

Return per unit of total volatility

1.38

1.06

+0.32

Sortino ratio

Return per unit of downside risk

1.99

1.61

+0.39

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

2.14

1.54

+0.60

Martin ratio

Return relative to average drawdown

8.72

7.09

+1.63

AOM vs. OCIO - Sharpe Ratio Comparison

The current AOM Sharpe Ratio is 1.38, which is comparable to the OCIO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of AOM and OCIO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AOMOCIODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.06

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.57

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.61

+0.05

Correlation

The correlation between AOM and OCIO is 0.81, 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. OCIO - Dividend Comparison

AOM's dividend yield for the trailing twelve months is around 3.00%, less than OCIO's 10.53% yield.


TTM20252024202320222021202020192018201720162015
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%
OCIO
ClearShares OCIO ETF
10.53%10.27%1.87%2.32%3.21%2.83%2.90%2.22%0.01%1.68%0.00%0.00%

Drawdowns

AOM vs. OCIO - Drawdown Comparison

The maximum AOM drawdown since its inception was -19.96%, smaller than the maximum OCIO drawdown of -24.21%. Use the drawdown chart below to compare losses from any high point for AOM and OCIO.


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Drawdown Indicators


AOMOCIODifference

Max Drawdown

Largest peak-to-trough decline

-19.96%

-24.21%

+4.25%

Max Drawdown (1Y)

Largest decline over 1 year

-5.35%

-8.58%

+3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-19.96%

-18.75%

-1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-19.96%

Current Drawdown

Current decline from peak

-3.64%

-4.99%

+1.35%

Average Drawdown

Average peak-to-trough decline

-2.72%

-4.51%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

1.86%

-0.55%

Volatility

AOM vs. OCIO - Volatility Comparison

The current volatility for iShares Core Moderate Allocation ETF (AOM) is 3.27%, while ClearShares OCIO ETF (OCIO) has a volatility of 4.56%. This indicates that AOM experiences smaller price fluctuations and is considered to be less risky than OCIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOMOCIODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

4.56%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

4.88%

7.65%

-2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

8.23%

12.59%

-4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

10.51%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.90%

11.36%

-3.46%