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

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.

0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.44%
6.49%
BALFX
AOR

Returns By Period

In the year-to-date period, BALFX achieves a 14.88% return, which is significantly higher than AOR's 11.52% return. Over the past 10 years, BALFX has outperformed AOR with an annualized return of 8.16%, while AOR has yielded a comparatively lower 6.28% annualized return.


BALFX

YTD

14.88%

1M

-0.16%

6M

8.44%

1Y

20.75%

5Y (annualized)

8.64%

10Y (annualized)

8.16%

AOR

YTD

11.52%

1M

-0.34%

6M

6.49%

1Y

17.07%

5Y (annualized)

6.73%

10Y (annualized)

6.28%

Key characteristics


BALFXAOR
Sharpe Ratio2.522.23
Sortino Ratio3.553.20
Omega Ratio1.471.41
Calmar Ratio4.212.34
Martin Ratio16.7714.25
Ulcer Index1.25%1.22%
Daily Std Dev8.34%7.79%
Max Drawdown-39.30%-24.44%
Current Drawdown-1.46%-1.17%

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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.


BALFX
American Funds American Balanced Fund
Expense ratio chart for BALFX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for AOR: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Correlation

-0.50.00.51.00.9

The correlation between BALFX and AOR is 0.91, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BALFX, currently valued at 2.52, compared to the broader market-1.000.001.002.003.004.005.002.522.23
The chart of Sortino ratio for BALFX, currently valued at 3.55, compared to the broader market0.005.0010.003.553.20
The chart of Omega ratio for BALFX, currently valued at 1.47, compared to the broader market1.002.003.004.001.471.41
The chart of Calmar ratio for BALFX, currently valued at 4.21, compared to the broader market0.005.0010.0015.0020.0025.004.212.34
The chart of Martin ratio for BALFX, currently valued at 16.77, compared to the broader market0.0020.0040.0060.0080.00100.0016.7714.25
BALFX
AOR

The current BALFX Sharpe Ratio is 2.52, which is comparable to the AOR Sharpe Ratio of 2.23. 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.52
2.23
BALFX
AOR

Dividends

BALFX vs. AOR - Dividend Comparison

BALFX's dividend yield for the trailing twelve months is around 2.11%, less than AOR's 2.47% yield.


TTM20232022202120202019201820172016201520142013
BALFX
American Funds American Balanced Fund
2.11%2.31%1.63%1.13%1.28%1.85%2.02%1.71%1.71%2.40%8.02%1.51%
AOR
iShares Core Growth Allocation ETF
2.47%2.50%2.12%1.64%1.89%2.56%2.49%4.51%2.16%2.12%2.11%1.92%

Drawdowns

BALFX vs. AOR - Drawdown Comparison

The maximum BALFX drawdown since its inception was -39.30%, 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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.46%
-1.17%
BALFX
AOR

Volatility

BALFX vs. AOR - Volatility Comparison

American Funds American Balanced Fund (BALFX) has a higher volatility of 2.41% compared to iShares Core Growth Allocation ETF (AOR) at 2.04%. 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.


1.50%2.00%2.50%3.00%3.50%4.00%JuneJulyAugustSeptemberOctoberNovember
2.41%
2.04%
BALFX
AOR