AOM vs. OCIO
AOM (iShares Core Moderate Allocation ETF) and OCIO (ClearShares OCIO ETF) are both Diversified Portfolio funds. AOM is passively managed, while OCIO is actively managed. Over the past 5 years, AOM returned 4.63%/yr vs 7.15%/yr for OCIO. Their correlation of 0.82 suggests significant overlap in exposure. AOM charges 0.25%/yr vs 0.61%/yr for OCIO.
Performance
AOM vs. OCIO - Performance Comparison
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Returns By Period
In the year-to-date period, AOM achieves a 4.39% return, which is significantly lower than OCIO's 7.89% 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%
OCIO
- 1D
- -1.91%
- 1M
- 0.56%
- YTD
- 7.89%
- 6M
- 7.37%
- 1Y
- 18.77%
- 3Y*
- 13.27%
- 5Y*
- 7.15%
- 10Y*
- —
AOM vs. OCIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AOM iShares Core Moderate Allocation ETF | 4.39% | 13.28% | 7.95% | 12.38% | -14.54% | 6.93% | 10.02% | 15.58% | -3.88% | 4.48% |
OCIO ClearShares OCIO ETF | 7.89% | 12.68% | 12.76% | 12.03% | -12.49% | 13.20% | 11.54% | 18.56% | -10.35% | 8.91% |
Correlation
The correlation between AOM and OCIO is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.82 |
The correlation between AOM and OCIO has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.
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Return for Risk
AOM vs. OCIO — Risk / Return Rank
AOM
OCIO
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.
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 | OCIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.70 | -0.15 |
| Martin ratioReturn relative to average drawdown | 10.96 | 11.54 | -0.58 |
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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
| AOM | OCIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.96% | -24.21% | +4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -5.11% | -6.98% | +1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -6.85% | -13.32% | +6.47% |
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 DrawdownCurrent decline from peak | -1.04% | -1.91% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -2.69% | -4.42% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 1.63% | -0.44% |
Volatility
AOM vs. OCIO - Volatility Comparison
The current volatility for iShares Core Moderate Allocation ETF (AOM) is 2.78%, while ClearShares OCIO ETF (OCIO) has a volatility of 5.12%. 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
| AOM | OCIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 5.12% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 5.70% | 8.93% | -3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.94% | 10.68% | -3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.21% | 10.79% | -2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.94% | 11.43% | -3.49% |
AOM vs. OCIO - Expense Ratio Comparison
AOM has a 0.25% expense ratio, which is lower than OCIO's 0.61% expense ratio.
Dividends
AOM vs. OCIO - Dividend Comparison
AOM's dividend yield for the trailing twelve months is around 3.00%, less than OCIO's 9.61% 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% |
OCIO ClearShares OCIO ETF | 9.61% | 10.27% | 1.87% | 2.32% | 3.21% | 2.83% | 2.90% | 2.22% | 0.01% | 1.68% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, AOM and OCIO 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.
OCIO has higher volatility (5.12%) compared to AOM (2.78%). In terms of maximum drawdown, AOM dropped -19.96% vs OCIO's -24.21%.
On 5-year performance, OCIO leads with 7.15% vs 4.63% for AOM. On fees, AOM is cheaper at 0.25% per year. On volatility, AOM has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, OCIO has performed better with a 7.15% return vs 4.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOM is cheaper with a 0.25% expense ratio, compared with 0.61% for OCIO.
OCIO has the higher dividend yield at 9.61%, compared with 3.00% for AOM.
They also come from different issuers: iShares and ClearShares LLC. Their fees differ too: 0.25% for AOM and 0.61% for OCIO.
AOM currently has the higher Sharpe Ratio (1.88 vs 1.77), 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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