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AOM vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AOMVOO
YTD Return3.06%10.42%
1Y Return12.45%34.26%
3Y Return (Ann)1.58%11.43%
5Y Return (Ann)4.77%15.04%
10Y Return (Ann)4.56%13.04%
Sharpe Ratio1.842.94
Daily Std Dev6.73%11.59%
Max Drawdown-19.96%-33.99%
Current Drawdown-1.54%-0.12%

Correlation

0.85
-1.001.00

The correlation between AOM and VOO is 0.85, 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.

Performance

AOM vs. VOO - Performance Comparison

In the year-to-date period, AOM achieves a 3.06% return, which is significantly lower than VOO's 10.42% return. Over the past 10 years, AOM has underperformed VOO with an annualized return of 4.56%, while VOO has yielded a comparatively higher 13.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
103.35%
515.91%
AOM
VOO

Compare stocks, funds, or ETFs


iShares Core Moderate Allocation ETF

Vanguard S&P 500 ETF

AOM vs. VOO - Expense Ratio Comparison

AOM has a 0.25% expense ratio, which is higher than VOO's 0.03% expense ratio.

AOM
iShares Core Moderate Allocation ETF
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

AOM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Moderate Allocation ETF (AOM) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AOM
iShares Core Moderate Allocation ETF
1.84
VOO
Vanguard S&P 500 ETF
2.94

AOM vs. VOO - Sharpe Ratio Comparison

The current AOM Sharpe Ratio is 1.84, which is lower than the VOO Sharpe Ratio of 2.94. The chart below compares the 12-month rolling Sharpe Ratio of AOM and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.84
2.94
AOM
VOO

Dividends

AOM vs. VOO - Dividend Comparison

AOM's dividend yield for the trailing twelve months is around 2.71%, more than VOO's 1.33% yield.


TTM20232022202120202019201820172016201520142013
AOM
iShares Core Moderate Allocation ETF
2.71%2.79%2.27%1.56%2.02%2.66%2.53%3.31%2.14%1.98%2.08%1.87%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AOM vs. VOO - Drawdown Comparison

The maximum AOM drawdown since its inception was -19.96%, smaller than the maximum VOO drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for AOM and VOO


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.54%
-0.12%
AOM
VOO

Volatility

AOM vs. VOO - Volatility Comparison

The current volatility for iShares Core Moderate Allocation ETF (AOM) is 1.38%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.90%. This indicates that AOM experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.38%
2.90%
AOM
VOO