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AOM vs. SLQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOM vs. SLQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Moderate Allocation ETF (AOM) and iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD). 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 SLQD's 1.01% return. Over the past 10 years, AOM has outperformed SLQD with an annualized return of 6.31%, while SLQD has yielded a comparatively lower 2.71% 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%

SLQD

1D
-0.02%
1M
0.26%
YTD
1.01%
6M
1.39%
1Y
4.39%
3Y*
5.51%
5Y*
2.53%
10Y*
2.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOM vs. SLQD - 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%
SLQD
iShares 0-5 Year Investment Grade Corporate Bond ETF
1.01%6.27%4.94%5.98%-4.38%-0.61%4.76%6.09%1.09%2.12%

Correlation

The correlation between AOM and SLQD is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.57

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

0.57

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

0.42

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2013

0.34

Over the past year, AOM and SLQD have become more correlated (0.59) than their long-term average of 0.34, meaning their price movements have been converging.

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Return for Risk

AOM vs. SLQD — 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

SLQD
SLQD Risk / Return Rank: 9292
Overall Rank
SLQD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SLQD Sortino Ratio Rank: 9595
Sortino Ratio Rank
SLQD Omega Ratio Rank: 9494
Omega Ratio Rank
SLQD Calmar Ratio Rank: 8585
Calmar Ratio Rank
SLQD Martin Ratio Rank: 9191
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. SLQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Moderate Allocation ETF (AOM) and iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD). 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.


AOMSLQDDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

1.35

1.61

-0.26

Calmar ratioReturn relative to maximum drawdown

2.52

4.15

-1.63

Martin ratioReturn relative to average drawdown

10.84

18.78

-7.94

AOM vs. SLQD - Sharpe Ratio Comparison

The current AOM Sharpe Ratio is 1.87, which is lower than the SLQD Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of AOM and SLQD, 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. SLQD - Drawdown Comparison

The maximum AOM drawdown since its inception was -19.96%, which is greater than SLQD's maximum drawdown of -12.69%. Use the drawdown chart below to compare losses from any high point for AOM and SLQD.


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Drawdown Indicators


AOMSLQDDifference

Max Drawdown

Largest peak-to-trough decline

-19.96%

-12.69%

-7.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-1.06%

-4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-6.85%

-1.06%

-5.79%

Max Drawdown (5Y)

Largest decline over 5 years

-19.96%

-7.63%

-12.33%

Max Drawdown (10Y)

Largest decline over 10 years

-19.96%

-12.69%

-7.27%

Current Drawdown

Current decline from peak

-0.70%

-0.02%

-0.68%

Average Drawdown

Average peak-to-trough decline

-2.70%

-0.87%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

0.23%

+0.96%

Volatility

AOM vs. SLQD - Volatility Comparison

iShares Core Moderate Allocation ETF (AOM) has a higher volatility of 2.82% compared to iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) at 0.53%. This indicates that AOM's price experiences larger fluctuations and is considered to be riskier than SLQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOMSLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

0.53%

+2.29%

Volatility (6M)

Calculated over the trailing 6-month period

5.63%

1.13%

+4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

6.90%

1.49%

+5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.19%

2.44%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.96%

3.14%

+4.82%

AOM vs. SLQD - Expense Ratio Comparison

AOM has a 0.25% expense ratio, which is higher than SLQD's 0.06% 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. SLQD - Dividend Comparison

AOM's dividend yield for the trailing twelve months is around 2.99%, less than SLQD's 4.31% 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%
SLQD
iShares 0-5 Year Investment Grade Corporate Bond ETF
4.31%4.15%3.71%2.99%2.00%1.67%2.34%2.89%2.55%1.98%1.81%1.43%

Frequently Asked Questions


AOM and SLQD have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AOM has higher volatility (2.82%) compared to SLQD (0.53%). In terms of maximum drawdown, AOM dropped -19.96% vs SLQD's -12.69%.

On 10-year performance, AOM leads with 6.31% vs 2.71% for SLQD. On fees, SLQD is cheaper at 0.06% per year. On volatility, SLQD has been the lower-risk option at 0.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AOM has performed better with a 6.31% return vs 2.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLQD is cheaper with a 0.06% expense ratio, compared with 0.25% for AOM.

SLQD has the higher dividend yield at 4.31%, compared with 2.99% for AOM.

AOM is categorized as Diversified Portfolio, while SLQD is Corporate Bonds. AOM tracks S&P Target Risk Moderate, while SLQD tracks Markit iBoxx USD Liquid Investment Grade 0-5 Index. Their fees differ too: 0.25% for AOM and 0.06% for SLQD.

SLQD currently has the higher Sharpe Ratio (2.96 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

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