AOUIX vs. AOM
Compare and contrast key facts about Angel Oak UltraShort Income Fund (AOUIX) and iShares Core Moderate Allocation ETF (AOM).
AOUIX is managed by Angel Oak. It was launched on Apr 2, 2018. AOM is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Moderate. It was launched on Nov 4, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AOUIX or AOM.
Performance
AOUIX vs. AOM - Performance Comparison
Returns By Period
In the year-to-date period, AOUIX achieves a 5.98% return, which is significantly lower than AOM's 8.81% return.
AOUIX
5.98%
0.37%
3.37%
7.39%
2.52%
N/A
AOM
8.81%
0.41%
5.40%
14.05%
4.58%
4.70%
Key characteristics
| AOUIX | AOM | |
|---|---|---|
| Sharpe Ratio | 4.31 | 2.22 |
| Sortino Ratio | 13.22 | 3.24 |
| Omega Ratio | 3.69 | 1.41 |
| Calmar Ratio | 35.97 | 1.58 |
| Martin Ratio | 81.69 | 13.50 |
| Ulcer Index | 0.09% | 1.04% |
| Daily Std Dev | 1.71% | 6.32% |
| Max Drawdown | -7.38% | -19.96% |
| Current Drawdown | 0.00% | -1.25% |
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AOUIX vs. AOM - Expense Ratio Comparison
AOUIX has a 0.53% expense ratio, which is higher than AOM's 0.25% expense ratio.
Correlation
The correlation between AOUIX and AOM is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
AOUIX vs. AOM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Angel Oak UltraShort Income Fund (AOUIX) and iShares Core Moderate Allocation ETF (AOM). 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
AOUIX vs. AOM - Dividend Comparison
AOUIX's dividend yield for the trailing twelve months is around 5.14%, more than AOM's 2.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOUIX Angel Oak UltraShort Income Fund | 5.14% | 4.43% | 2.15% | 1.38% | 2.26% | 3.08% | 2.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AOM iShares Core Moderate Allocation ETF | 2.86% | 2.79% | 2.27% | 1.56% | 2.02% | 2.66% | 2.53% | 3.31% | 2.14% | 1.98% | 2.08% | 1.87% |
Drawdowns
AOUIX vs. AOM - Drawdown Comparison
The maximum AOUIX drawdown since its inception was -7.38%, smaller than the maximum AOM drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for AOUIX and AOM. For additional features, visit the drawdowns tool.
Volatility
AOUIX vs. AOM - Volatility Comparison
The current volatility for Angel Oak UltraShort Income Fund (AOUIX) is 0.42%, while iShares Core Moderate Allocation ETF (AOM) has a volatility of 1.75%. This indicates that AOUIX experiences smaller price fluctuations and is considered to be less risky than AOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.