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AOR vs. IJR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOR vs. IJR - 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 Core S&P Small-Cap ETF (IJR). 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 7.85% return, which is significantly lower than IJR's 19.86% return. Over the past 10 years, AOR has underperformed IJR with an annualized return of 8.58%, while IJR has yielded a comparatively higher 11.21% annualized return.


AOR

1D
0.95%
1M
2.42%
YTD
7.85%
6M
8.39%
1Y
19.38%
3Y*
13.65%
5Y*
7.09%
10Y*
8.58%

IJR

1D
0.11%
1M
7.39%
YTD
19.86%
6M
16.97%
1Y
37.16%
3Y*
15.09%
5Y*
6.35%
10Y*
11.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOR vs. IJR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AOR
iShares Core 60/40 Balanced Allocation ETF
7.85%16.44%10.68%15.75%-15.64%11.19%11.42%18.91%-5.82%15.80%
IJR
iShares Core S&P Small-Cap ETF
19.86%5.89%8.63%16.06%-16.20%26.58%11.28%22.82%-8.51%13.15%

Correlation

The correlation between AOR and IJR is 0.77, 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

0.77

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

0.78

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

0.80

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

0.76

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

0.80

The correlation between AOR and IJR has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.

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Return for Risk

AOR vs. IJR — Risk / Return Rank

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

AOR
AOR Risk / Return Rank: 7575
Overall Rank
AOR Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AOR Sortino Ratio Rank: 7979
Sortino Ratio Rank
AOR Omega Ratio Rank: 7979
Omega Ratio Rank
AOR Calmar Ratio Rank: 6464
Calmar Ratio Rank
AOR Martin Ratio Rank: 7474
Martin Ratio Rank

IJR
IJR Risk / Return Rank: 7777
Overall Rank
IJR Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 7676
Sortino Ratio Rank
IJR Omega Ratio Rank: 6868
Omega Ratio Rank
IJR Calmar Ratio Rank: 8686
Calmar Ratio Rank
IJR Martin Ratio Rank: 8282
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. IJR - 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 Core S&P Small-Cap ETF (IJR). 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.


AORIJRDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.42

1.36

+0.06

Calmar ratioReturn relative to maximum drawdown

2.93

4.30

-1.37

Martin ratioReturn relative to average drawdown

12.60

14.44

-1.85

AOR vs. IJR - Sharpe Ratio Comparison

The current AOR Sharpe Ratio is 2.21, which is comparable to the IJR Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of AOR and IJR, 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

AOR vs. IJR - Drawdown Comparison

The maximum AOR drawdown since its inception was -24.44%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for AOR and IJR.


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Drawdown Indicators


AORIJRDifference

Max Drawdown

Largest peak-to-trough decline

-24.44%

-58.15%

+33.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.64%

-8.68%

+2.04%

Max Drawdown (3Y)

Largest decline over 3 years

-9.77%

-28.02%

+18.25%

Max Drawdown (5Y)

Largest decline over 5 years

-21.72%

-28.02%

+6.30%

Max Drawdown (10Y)

Largest decline over 10 years

-22.95%

-44.36%

+21.41%

Current Drawdown

Current decline from peak

-0.10%

0.00%

-0.10%

Average Drawdown

Average peak-to-trough decline

-3.47%

-9.27%

+5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

2.58%

-1.04%

Volatility

AOR vs. IJR - Volatility Comparison

The current volatility for iShares Core 60/40 Balanced Allocation ETF (AOR) is 3.61%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 5.17%. This indicates that AOR experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AORIJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

5.17%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.37%

11.93%

-4.56%

Volatility (1Y)

Calculated over the trailing 1-year period

8.84%

17.67%

-8.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.63%

21.44%

-10.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.70%

22.93%

-12.23%

AOR vs. IJR - Expense Ratio Comparison

AOR has a 0.15% expense ratio, which is higher than IJR'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

AOR vs. IJR - Dividend Comparison

AOR's dividend yield for the trailing twelve months is around 2.46%, more than IJR's 1.42% yield.


PositionTTM20252024202320222021202020192018201720162015
AOR
iShares Core 60/40 Balanced Allocation ETF
2.46%2.55%2.66%2.50%2.12%1.64%1.89%2.56%2.49%4.51%2.16%2.12%
IJR
iShares Core S&P Small-Cap ETF
1.42%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%

Frequently Asked Questions


AOR and IJR have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJR has higher volatility (5.17%) compared to AOR (3.61%). In terms of maximum drawdown, AOR dropped -24.44% vs IJR's -58.15%.

On 10-year performance, IJR leads with 11.21% vs 8.58% for AOR. On fees, IJR is cheaper at 0.06% per year. On volatility, AOR has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IJR has performed better with a 11.21% return vs 8.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJR is cheaper with a 0.06% expense ratio, compared with 0.15% for AOR.

AOR has the higher dividend yield at 2.46%, compared with 1.42% for IJR.

AOR is categorized as Diversified Portfolio, while IJR is Small Cap Blend Equities. AOR tracks S&P Target Risk Growth Index, while IJR tracks S&P SmallCap 600 Index. Their fees differ too: 0.15% for AOR and 0.06% for IJR.

AOR currently has the higher Sharpe Ratio (2.21 vs 2.12), 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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