BAMA vs. EAOR

Last updated Jun 24, 2026

BAMA (Brookstone Active ETF) and EAOR (iShares ESG Aware Growth Allocation ETF) are both Diversified Portfolio funds. BAMA is actively managed, while EAOR is passively managed. Over the past year, BAMA returned 17.23% vs 17.34% for EAOR. With a 0.95 correlation, they move nearly in lockstep. BAMA charges 1.15%/yr vs 0.18%/yr for EAOR.

Performance

BAMA vs. EAOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Active ETF (BAMA) and iShares ESG Aware Growth Allocation ETF (EAOR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with BAMA having a 6.64% return and EAOR slightly lower at 6.45%.

BAMA

• 1D: -1.53%
• 1M: -0.46%
• YTD: 6.64%
• 6M: 6.22%
• 1Y: 17.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —

EAOR

• 1D: -1.13%
• 1M: 0.30%
• YTD: 6.45%
• 6M: 6.03%
• 1Y: 17.34%
• 3Y*: 13.31%
• 5Y*: 6.12%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BAMA vs. EAOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BAMA Brookstone Active ETF	6.64%	12.61%	14.99%	8.02%
EAOR iShares ESG Aware Growth Allocation ETF	6.45%	15.59%	10.69%	9.84%

Correlation

The correlation between BAMA and EAOR is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023	0.95

The correlation between BAMA and EAOR has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

Return for Risk

BAMA vs. EAOR — Risk / Return Rank

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

BAMA

BAMA Risk / Return Rank: 57
BAMA Sharpe Ratio Rank: 56
BAMA Sortino Ratio Rank: 57
BAMA Omega Ratio Rank: 58
BAMA Calmar Ratio Rank: 52
BAMA Martin Ratio Rank: 62

EAOR

EAOR Risk / Return Rank: 63
EAOR Sharpe Ratio Rank: 62
EAOR Sortino Ratio Rank: 63
EAOR Omega Ratio Rank: 63
EAOR Calmar Ratio Rank: 57
EAOR Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAMA vs. EAOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Active ETF (BAMA) and iShares ESG Aware Growth Allocation ETF (EAOR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BAMA	EAOR	Difference
Sharpe ratio: Return per unit of total volatility	1.73	1.92	-0.18
Sortino ratio: Return per unit of downside risk	2.47	2.73	-0.25
Omega ratio: Gain probability vs. loss probability	1.33	1.36	-0.03
Calmar ratio: Return relative to maximum drawdown	2.35	2.63	-0.28
Martin ratio: Return relative to average drawdown	10.31	11.27	-0.96

BAMA vs. EAOR - Sharpe Ratio Comparison

The current BAMA Sharpe Ratio is 1.73, which is comparable to the EAOR Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of BAMA and EAOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BAMA vs. EAOR - Drawdown Comparison

The maximum BAMA drawdown since its inception was -12.27%, smaller than the maximum EAOR drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for BAMA and EAOR.

Drawdown Indicators

	BAMA	EAOR	Difference
Max Drawdown Largest peak-to-trough decline	-12.27%	-22.91%	+10.64%
Max Drawdown (1Y) Largest decline over 1 year	-7.35%	-6.62%	-0.73%
Max Drawdown (3Y) Largest decline over 3 years	—	-10.28%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.91%	—
Current Drawdown Current decline from peak	-2.56%	-1.62%	-0.94%
Average Drawdown Average peak-to-trough decline	-1.27%	-5.02%	+3.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.67%	1.54%	+0.13%

Volatility

BAMA vs. EAOR - Volatility Comparison

Brookstone Active ETF (BAMA) has a higher volatility of 4.56% compared to iShares ESG Aware Growth Allocation ETF (EAOR) at 3.74%. This indicates that BAMA's price experiences larger fluctuations and is considered to be riskier than EAOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAMA	EAOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.56%	3.74%	+0.82%
Volatility (6M) Calculated over the trailing 6-month period	8.68%	7.59%	+1.09%
Volatility (1Y) Calculated over the trailing 1-year period	10.00%	9.11%	+0.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.44%	10.62%	-0.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.44%	10.44%	0.00%

BAMA vs. EAOR - Expense Ratio Comparison

BAMA has a 1.15% expense ratio, which is higher than EAOR's 0.18% expense ratio.

Dividends

BAMA vs. EAOR - Dividend Comparison

BAMA's dividend yield for the trailing twelve months is around 1.33%, less than EAOR's 2.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
BAMA Brookstone Active ETF	1.33%	1.54%	1.49%	0.45%	0.00%	0.00%	0.00%
EAOR iShares ESG Aware Growth Allocation ETF	2.36%	2.45%	2.52%	2.39%	1.99%	1.39%	1.07%

Frequently Asked Questions

Can I hold both BAMA and EAOR in my portfolio?

With a correlation of 0.97, BAMA and EAOR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BAMA or EAOR?

BAMA has higher volatility (4.56%) compared to EAOR (3.74%). In terms of maximum drawdown, BAMA dropped -12.27% vs EAOR's -22.91%.

Which ETF is better, BAMA or EAOR?

On 1-year performance, EAOR leads with 17.34% vs 17.23% for BAMA. On fees, EAOR is cheaper at 0.18% per year. On volatility, EAOR has been the lower-risk option at 3.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BAMA or EAOR?

Over the 1-year period, EAOR has performed better with a 17.34% return vs 17.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BAMA or EAOR?

EAOR is cheaper with a 0.18% expense ratio, compared with 1.15% for BAMA.

Which ETF pays a higher dividend yield, BAMA or EAOR?

EAOR has the higher dividend yield at 2.36%, compared with 1.33% for BAMA.

What is the main difference between BAMA and EAOR?

They also come from different issuers: Brookstone and iShares. Their fees differ too: 1.15% for BAMA and 0.18% for EAOR.

Which has better risk-adjusted returns?

EAOR currently has the higher Sharpe Ratio (1.92 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.