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AOM vs. PRSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOM vs. PRSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Moderate Allocation ETF (AOM) and T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX). 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 lower than PRSIX's 5.01% return. Over the past 10 years, AOM has underperformed PRSIX with an annualized return of 6.31%, while PRSIX has yielded a comparatively higher 6.84% annualized return.


AOM

1D
0.04%
1M
0.49%
YTD
4.75%
6M
5.32%
1Y
12.80%
3Y*
10.66%
5Y*
4.66%
10Y*
6.31%

PRSIX

1D
1.14%
1M
0.19%
YTD
5.01%
6M
5.51%
1Y
12.50%
3Y*
10.58%
5Y*
4.58%
10Y*
6.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOM vs. PRSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AOM
iShares Core Moderate Allocation ETF
4.75%13.28%7.95%12.38%-14.54%6.93%10.02%15.58%-3.88%11.63%
PRSIX
T. Rowe Price Spectrum Conservative Allocation Fund
5.01%11.91%8.53%11.97%-13.65%7.07%11.70%16.78%-3.01%12.28%

Correlation

The correlation between AOM and PRSIX 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

0.92

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

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2008

0.88

The correlation between AOM and PRSIX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

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Return for Risk

AOM vs. PRSIX — 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

PRSIX
PRSIX Risk / Return Rank: 7575
Overall Rank
PRSIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PRSIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
PRSIX Omega Ratio Rank: 7878
Omega Ratio Rank
PRSIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
PRSIX Martin Ratio Rank: 7676
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. PRSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Moderate Allocation ETF (AOM) and T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX). 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.


AOMPRSIXDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.35

1.41

-0.06

Calmar ratioReturn relative to maximum drawdown

2.52

2.56

-0.04

Martin ratioReturn relative to average drawdown

10.84

11.28

-0.44

AOM vs. PRSIX - Sharpe Ratio Comparison

The current AOM Sharpe Ratio is 1.87, which is comparable to the PRSIX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of AOM and PRSIX, 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. PRSIX - Drawdown Comparison

The maximum AOM drawdown since its inception was -19.96%, smaller than the maximum PRSIX drawdown of -30.00%. Use the drawdown chart below to compare losses from any high point for AOM and PRSIX.


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Drawdown Indicators


AOMPRSIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.96%

-30.00%

+10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-5.02%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-6.85%

-6.80%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-19.96%

-18.69%

-1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-19.96%

-19.28%

-0.68%

Current Drawdown

Current decline from peak

-0.70%

-0.74%

+0.04%

Average Drawdown

Average peak-to-trough decline

-2.70%

-2.82%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

1.14%

+0.05%

Volatility

AOM vs. PRSIX - Volatility Comparison

iShares Core Moderate Allocation ETF (AOM) has a higher volatility of 2.82% compared to T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) at 2.52%. This indicates that AOM's price experiences larger fluctuations and is considered to be riskier than PRSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOMPRSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

2.52%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

5.63%

5.24%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

6.90%

6.14%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.19%

7.10%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.96%

7.42%

+0.54%

AOM vs. PRSIX - Expense Ratio Comparison

AOM has a 0.25% expense ratio, which is lower than PRSIX's 0.36% expense ratio.


Dividends

AOM vs. PRSIX - Dividend Comparison

AOM's dividend yield for the trailing twelve months is around 2.99%, less than PRSIX's 6.89% yield.


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%
PRSIX
T. Rowe Price Spectrum Conservative Allocation Fund
6.89%7.12%3.92%3.78%5.63%7.63%3.77%5.11%5.27%3.43%2.22%4.56%

Frequently Asked Questions


With a correlation of 0.93, AOM and PRSIX 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 (2.82%) compared to PRSIX (2.52%). In terms of maximum drawdown, AOM dropped -19.96% vs PRSIX's -30.00%.

PRSIX currently has the higher Sharpe Ratio (2.09 vs 1.87), 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

Find the right allocation for AOM and PRSIX

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