AOR vs. VFQY
Compare and contrast key facts about iShares Core Growth Allocation ETF (AOR) and Vanguard U.S. Quality Factor ETF (VFQY).
AOR and VFQY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AOR is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Growth Index. It was launched on Nov 4, 2008. VFQY is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AOR or VFQY.
Key characteristics
| AOR | VFQY | |
|---|---|---|
| YTD Return | 12.52% | 18.26% |
| 1Y Return | 21.51% | 33.05% |
| 3Y Return (Ann) | 3.19% | 6.21% |
| 5Y Return (Ann) | 6.99% | 13.90% |
| Sharpe Ratio | 2.81 | 2.44 |
| Sortino Ratio | 4.06 | 3.41 |
| Omega Ratio | 1.53 | 1.43 |
| Calmar Ratio | 2.23 | 3.32 |
| Martin Ratio | 18.65 | 14.95 |
| Ulcer Index | 1.20% | 2.34% |
| Daily Std Dev | 7.95% | 14.33% |
| Max Drawdown | -24.44% | -37.41% |
| Current Drawdown | -0.29% | 0.00% |
Correlation
The correlation between AOR and VFQY 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
AOR vs. VFQY - Performance Comparison
In the year-to-date period, AOR achieves a 12.52% return, which is significantly lower than VFQY's 18.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AOR vs. VFQY - Expense Ratio Comparison
AOR has a 0.25% expense ratio, which is higher than VFQY's 0.13% 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%.
Risk-Adjusted Performance
AOR vs. VFQY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Growth Allocation ETF (AOR) and Vanguard U.S. Quality Factor ETF (VFQY). 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.
Dividends
AOR vs. VFQY - Dividend Comparison
AOR's dividend yield for the trailing twelve months is around 2.44%, more than VFQY's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOR iShares Core Growth Allocation ETF | 2.44% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% | 2.11% | 1.92% |
VFQY Vanguard U.S. Quality Factor ETF | 1.25% | 1.38% | 1.44% | 0.98% | 1.22% | 1.34% | 1.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AOR vs. VFQY - Drawdown Comparison
The maximum AOR drawdown since its inception was -24.44%, smaller than the maximum VFQY drawdown of -37.41%. Use the drawdown chart below to compare losses from any high point for AOR and VFQY. For additional features, visit the drawdowns tool.
Volatility
AOR vs. VFQY - Volatility Comparison
The current volatility for iShares Core Growth Allocation ETF (AOR) is 2.20%, while Vanguard U.S. Quality Factor ETF (VFQY) has a volatility of 4.54%. This indicates that AOR experiences smaller price fluctuations and is considered to be less risky than VFQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.