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

Correlation

The correlation between BALFX and AOR is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

BALFX vs. AOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds American Balanced Fund (BALFX) and iShares Core Growth Allocation ETF (AOR). The values are adjusted to include any dividend payments, if applicable.

230.00%240.00%250.00%260.00%270.00%280.00%290.00%NovemberDecember2025FebruaryMarchApril
261.85%
252.30%
BALFX
AOR

Key characteristics

Sharpe Ratio

BALFX:

0.35

AOR:

0.80

Sortino Ratio

BALFX:

0.55

AOR:

1.20

Omega Ratio

BALFX:

1.08

AOR:

1.17

Calmar Ratio

BALFX:

0.33

AOR:

0.90

Martin Ratio

BALFX:

1.10

AOR:

4.10

Ulcer Index

BALFX:

4.01%

AOR:

2.14%

Daily Std Dev

BALFX:

12.67%

AOR:

10.95%

Max Drawdown

BALFX:

-39.25%

AOR:

-24.44%

Current Drawdown

BALFX:

-7.79%

AOR:

-3.14%

Returns By Period

In the year-to-date period, BALFX achieves a -1.16% return, which is significantly lower than AOR's 0.36% return. Over the past 10 years, BALFX has underperformed AOR with an annualized return of 4.77%, while AOR has yielded a comparatively higher 5.84% annualized return.


BALFX

YTD

-1.16%

1M

-1.83%

6M

-5.39%

1Y

4.88%

5Y*

6.66%

10Y*

4.77%

AOR

YTD

0.36%

1M

-1.14%

6M

-0.09%

1Y

9.36%

5Y*

8.17%

10Y*

5.84%

*Annualized

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BALFX vs. AOR - Expense Ratio Comparison

BALFX has a 0.62% expense ratio, which is higher than AOR's 0.25% expense ratio.


Expense ratio chart for BALFX: current value is 0.62%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BALFX: 0.62%
Expense ratio chart for AOR: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AOR: 0.25%

Risk-Adjusted Performance

BALFX vs. AOR — Risk-Adjusted Performance Rank

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

BALFX
The Risk-Adjusted Performance Rank of BALFX is 4444
Overall Rank
The Sharpe Ratio Rank of BALFX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of BALFX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of BALFX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BALFX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of BALFX is 4242
Martin Ratio Rank

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 7373
Sortino Ratio Rank
The Omega Ratio Rank of AOR is 7272
Omega Ratio Rank
The Calmar Ratio Rank of AOR is 8080
Calmar Ratio Rank
The Martin Ratio Rank of AOR is 8181
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.

BALFX vs. AOR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds American Balanced Fund (BALFX) and iShares Core Growth Allocation ETF (AOR). 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 chart of Sharpe ratio for BALFX, currently valued at 0.35, compared to the broader market-1.000.001.002.003.00
BALFX: 0.35
AOR: 0.80
The chart of Sortino ratio for BALFX, currently valued at 0.55, compared to the broader market-2.000.002.004.006.008.00
BALFX: 0.55
AOR: 1.20
The chart of Omega ratio for BALFX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
BALFX: 1.08
AOR: 1.17
The chart of Calmar ratio for BALFX, currently valued at 0.33, compared to the broader market0.002.004.006.008.0010.00
BALFX: 0.33
AOR: 0.90
The chart of Martin ratio for BALFX, currently valued at 1.10, compared to the broader market0.0010.0020.0030.0040.0050.00
BALFX: 1.10
AOR: 4.10

The current BALFX Sharpe Ratio is 0.35, which is lower than the AOR Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of BALFX and AOR, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.35
0.80
BALFX
AOR

Dividends

BALFX vs. AOR - Dividend Comparison

BALFX's dividend yield for the trailing twelve months is around 2.07%, less than AOR's 2.71% yield.


TTM20242023202220212020201920182017201620152014
BALFX
American Funds American Balanced Fund
2.07%2.04%2.31%1.63%1.13%1.28%1.85%2.02%1.71%1.71%2.41%8.08%
AOR
iShares Core Growth Allocation ETF
2.71%2.66%2.50%2.12%1.64%1.89%2.56%2.49%4.51%2.16%2.12%2.11%

Drawdowns

BALFX vs. AOR - Drawdown Comparison

The maximum BALFX drawdown since its inception was -39.25%, which is greater than AOR's maximum drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for BALFX and AOR. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.79%
-3.14%
BALFX
AOR

Volatility

BALFX vs. AOR - Volatility Comparison

American Funds American Balanced Fund (BALFX) has a higher volatility of 8.04% compared to iShares Core Growth Allocation ETF (AOR) at 7.56%. This indicates that BALFX's price experiences larger fluctuations and is considered to be riskier than AOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.04%
7.56%
BALFX
AOR