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AOR vs. IEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOR vs. IEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 60/40 Balanced Allocation ETF (AOR) and iShares 3-7 Year Treasury Bond ETF (IEI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AOR achieves a 5.53% return, which is significantly higher than IEI's -0.71% return. Over the past 10 years, AOR has outperformed IEI with an annualized return of 8.14%, while IEI has yielded a comparatively lower 1.25% annualized return.


AOR

1D
-1.97%
1M
-0.16%
YTD
5.53%
6M
5.95%
1Y
16.76%
3Y*
13.35%
5Y*
6.57%
10Y*
8.14%

IEI

1D
-0.38%
1M
-0.66%
YTD
-0.71%
6M
-0.46%
1Y
3.31%
3Y*
3.42%
5Y*
0.17%
10Y*
1.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOR vs. IEI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AOR
iShares Core 60/40 Balanced Allocation ETF
5.53%16.44%10.68%15.75%-15.64%11.19%11.42%18.91%-5.82%15.80%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.71%6.96%1.81%4.42%-9.51%-2.54%6.95%5.71%1.36%1.22%

Correlation

The correlation between AOR and IEI is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.35

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

0.28

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

0.10

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2008

-0.07

The correlation between AOR and IEI shifts across timeframes, from -0.07 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AOR vs. IEI — Risk / Return Rank

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

AOR
AOR Risk / Return Rank: 6060
Overall Rank
AOR Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
AOR Sortino Ratio Rank: 6262
Sortino Ratio Rank
AOR Omega Ratio Rank: 6363
Omega Ratio Rank
AOR Calmar Ratio Rank: 5353
Calmar Ratio Rank
AOR Martin Ratio Rank: 6464
Martin Ratio Rank

IEI
IEI Risk / Return Rank: 2626
Overall Rank
IEI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 2626
Sortino Ratio Rank
IEI Omega Ratio Rank: 2525
Omega Ratio Rank
IEI Calmar Ratio Rank: 2424
Calmar Ratio Rank
IEI Martin Ratio Rank: 2525
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.

AOR vs. IEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 60/40 Balanced Allocation ETF (AOR) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.


AORIEIDifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.37

1.16

+0.21

Calmar ratioReturn relative to maximum drawdown

2.59

1.13

+1.46

Martin ratioReturn relative to average drawdown

11.27

3.32

+7.96

AOR vs. IEI - Sharpe Ratio Comparison

The current AOR Sharpe Ratio is 1.99, which is higher than the IEI Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of AOR and IEI, 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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Sharpe Ratios by Period


AORIEIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

0.93

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.04

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.32

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.69

-0.01

Drawdowns

AOR vs. IEI - Drawdown Comparison

The maximum AOR drawdown since its inception was -24.44%, which is greater than IEI's maximum drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for AOR and IEI.


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Drawdown Indicators


AORIEIDifference

Max Drawdown

Largest peak-to-trough decline

-24.44%

-14.60%

-9.84%

Max Drawdown (1Y)

Largest decline over 1 year

-6.64%

-2.50%

-4.14%

Max Drawdown (3Y)

Largest decline over 3 years

-9.77%

-3.66%

-6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-21.72%

-13.88%

-7.84%

Max Drawdown (10Y)

Largest decline over 10 years

-22.95%

-14.60%

-8.35%

Current Drawdown

Current decline from peak

-2.25%

-2.14%

-0.11%

Average Drawdown

Average peak-to-trough decline

-3.47%

-2.67%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

0.85%

+0.67%

Volatility

AOR vs. IEI - Volatility Comparison

iShares Core 60/40 Balanced Allocation ETF (AOR) has a higher volatility of 3.12% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 0.92%. This indicates that AOR's price experiences larger fluctuations and is considered to be riskier than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AORIEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

0.92%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.11%

2.16%

+4.95%

Volatility (1Y)

Calculated over the trailing 1-year period

8.66%

3.03%

+5.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.58%

4.77%

+5.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.69%

3.93%

+6.76%

AOR vs. IEI - Expense Ratio Comparison

Both AOR and IEI have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

AOR vs. IEI - Dividend Comparison

AOR's dividend yield for the trailing twelve months is around 2.51%, less than IEI's 3.65% yield.


PositionTTM20252024202320222021202020192018201720162015
AOR
iShares Core 60/40 Balanced Allocation ETF
2.51%2.55%2.66%2.50%2.12%1.64%1.89%2.56%2.49%4.51%2.16%2.12%
IEI
iShares 3-7 Year Treasury Bond ETF
3.65%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%

Frequently Asked Questions


AOR and IEI have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AOR has higher volatility (3.12%) compared to IEI (0.92%). In terms of maximum drawdown, AOR dropped -24.44% vs IEI's -14.60%.

On 10-year performance, AOR leads with 8.14% vs 1.25% for IEI. Both ETFs have the same 0.15% expense ratio. On volatility, IEI has been the lower-risk option at 0.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AOR has performed better with a 8.14% return vs 1.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AOR and IEI have the same expense ratio: 0.15% per year.

IEI has the higher dividend yield at 3.65%, compared with 2.51% for AOR.

AOR is categorized as Diversified Portfolio, while IEI is Government Bonds. AOR tracks S&P Target Risk Growth Index, while IEI tracks ICE U.S. Treasury 3-7 Year Bond Index.

AOR currently has the higher Sharpe Ratio (1.99 vs 0.93), 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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