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AOR vs. VFQY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AOR and VFQY is 0.92, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Growth Allocation ETF (AOR) and Vanguard U.S. Quality Factor ETF (VFQY). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
52.00%
93.90%
AOR
VFQY

Key characteristics

Sharpe Ratio

AOR:

0.74

VFQY:

0.11

Sortino Ratio

AOR:

1.15

VFQY:

0.34

Omega Ratio

AOR:

1.16

VFQY:

1.05

Calmar Ratio

AOR:

0.85

VFQY:

0.13

Martin Ratio

AOR:

3.80

VFQY:

0.46

Ulcer Index

AOR:

2.19%

VFQY:

5.95%

Daily Std Dev

AOR:

10.84%

VFQY:

19.98%

Max Drawdown

AOR:

-24.44%

VFQY:

-37.41%

Current Drawdown

AOR:

-1.73%

VFQY:

-9.79%

Returns By Period

In the year-to-date period, AOR achieves a 1.82% return, which is significantly higher than VFQY's -4.07% return.


AOR

YTD

1.82%

1M

3.93%

6M

0.04%

1Y

7.98%

5Y*

8.05%

10Y*

6.11%

VFQY

YTD

-4.07%

1M

4.41%

6M

-7.93%

1Y

2.15%

5Y*

14.64%

10Y*

N/A

*Annualized

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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 Rank

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

AOR
The Risk-Adjusted Performance Rank of AOR is 7676
Overall Rank
The Sharpe Ratio Rank of AOR is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of AOR is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AOR is 7373
Omega Ratio Rank
The Calmar Ratio Rank of AOR is 7979
Calmar Ratio Rank
The Martin Ratio Rank of AOR is 8080
Martin Ratio Rank

VFQY
The Risk-Adjusted Performance Rank of VFQY is 2727
Overall Rank
The Sharpe Ratio Rank of VFQY is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of VFQY is 2828
Sortino Ratio Rank
The Omega Ratio Rank of VFQY is 2828
Omega Ratio Rank
The Calmar Ratio Rank of VFQY is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VFQY is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current AOR Sharpe Ratio is 0.74, which is higher than the VFQY Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of AOR and VFQY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.74
0.11
AOR
VFQY

Dividends

AOR vs. VFQY - Dividend Comparison

AOR's dividend yield for the trailing twelve months is around 2.67%, more than VFQY's 1.43% yield.


TTM20242023202220212020201920182017201620152014
AOR
iShares Core Growth Allocation ETF
2.67%2.66%2.50%2.12%1.64%1.89%2.56%2.49%4.51%2.16%2.12%2.11%
VFQY
Vanguard U.S. Quality Factor ETF
1.43%1.34%1.38%1.44%0.98%1.22%1.34%1.31%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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.73%
-9.79%
AOR
VFQY

Volatility

AOR vs. VFQY - Volatility Comparison

The current volatility for iShares Core Growth Allocation ETF (AOR) is 3.54%, while Vanguard U.S. Quality Factor ETF (VFQY) has a volatility of 7.03%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
3.54%
7.03%
AOR
VFQY