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

Key characteristics


BALFXAOR
YTD Return16.59%12.65%
1Y Return26.86%22.47%
3Y Return (Ann)5.65%3.11%
5Y Return (Ann)9.10%6.98%
10Y Return (Ann)8.45%6.48%
Sharpe Ratio3.072.73
Sortino Ratio4.363.95
Omega Ratio1.591.51
Calmar Ratio3.192.05
Martin Ratio21.2618.17
Ulcer Index1.22%1.20%
Daily Std Dev8.46%7.98%
Max Drawdown-39.30%-24.44%
Current Drawdown0.00%-0.17%

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.

Performance

BALFX vs. AOR - Performance Comparison

In the year-to-date period, BALFX achieves a 16.59% return, which is significantly higher than AOR's 12.65% return. Over the past 10 years, BALFX has outperformed AOR with an annualized return of 8.45%, while AOR has yielded a comparatively lower 6.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.41%
7.94%
BALFX
AOR

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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%

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.


BALFX
Sharpe ratio
The chart of Sharpe ratio for BALFX, currently valued at 3.07, compared to the broader market0.002.004.003.07
Sortino ratio
The chart of Sortino ratio for BALFX, currently valued at 4.36, compared to the broader market0.005.0010.004.36
Omega ratio
The chart of Omega ratio for BALFX, currently valued at 1.59, compared to the broader market1.002.003.004.001.59
Calmar ratio
The chart of Calmar ratio for BALFX, currently valued at 3.19, compared to the broader market0.005.0010.0015.0020.003.19
Martin ratio
The chart of Martin ratio for BALFX, currently valued at 21.26, compared to the broader market0.0020.0040.0060.0080.00100.0021.26
AOR
Sharpe ratio
The chart of Sharpe ratio for AOR, currently valued at 2.73, compared to the broader market0.002.004.002.73
Sortino ratio
The chart of Sortino ratio for AOR, currently valued at 3.95, compared to the broader market0.005.0010.003.95
Omega ratio
The chart of Omega ratio for AOR, currently valued at 1.51, compared to the broader market1.002.003.004.001.51
Calmar ratio
The chart of Calmar ratio for AOR, currently valued at 2.05, compared to the broader market0.005.0010.0015.0020.002.05
Martin ratio
The chart of Martin ratio for AOR, currently valued at 18.17, compared to the broader market0.0020.0040.0060.0080.00100.0018.17

BALFX vs. AOR - Sharpe Ratio Comparison

The current BALFX Sharpe Ratio is 3.07, which is comparable to the AOR Sharpe Ratio of 2.73. 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
3.07
2.73
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 2.44% yield.


TTM20232022202120202019201820172016201520142013
BALFX
American Funds American Balanced Fund
2.07%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
2.44%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%JuneJulyAugustSeptemberOctoberNovember0
-0.17%
BALFX
AOR

Volatility

BALFX vs. AOR - Volatility Comparison

American Funds American Balanced Fund (BALFX) has a higher volatility of 2.38% compared to iShares Core Growth Allocation ETF (AOR) at 2.23%. 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
2.38%
2.23%
BALFX
AOR