BAMY vs. AOR
BAMY (Brookstone Yield ETF) and AOR (iShares Core 60/40 Balanced Allocation ETF) are both Diversified Portfolio funds. BAMY is actively managed, while AOR is passively managed. Over the past year, BAMY returned 10.01% vs 17.17% for AOR. Their correlation of 0.83 suggests significant overlap in exposure. BAMY charges 1.48%/yr vs 0.15%/yr for AOR.
Performance
BAMY vs. AOR - Performance Comparison
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Returns By Period
In the year-to-date period, BAMY achieves a 1.41% return, which is significantly lower than AOR's 6.31% return.
BAMY
- 1D
- -0.07%
- 1M
- 0.45%
- YTD
- 1.41%
- 6M
- 1.25%
- 1Y
- 10.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AOR
- 1D
- -1.18%
- 1M
- -0.01%
- YTD
- 6.31%
- 6M
- 5.96%
- 1Y
- 17.17%
- 3Y*
- 13.59%
- 5Y*
- 6.73%
- 10Y*
- 8.54%
BAMY vs. AOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BAMY Brookstone Yield ETF | 1.41% | 12.93% | 10.60% | 5.20% |
AOR iShares Core 60/40 Balanced Allocation ETF | 6.31% | 16.44% | 10.68% | 9.63% |
Correlation
The correlation between BAMY and AOR is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023 | 0.83 |
The correlation between BAMY and AOR has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.
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Return for Risk
BAMY vs. AOR — Risk / Return Rank
BAMY
AOR
BAMY vs. AOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookstone Yield ETF (BAMY) and iShares Core 60/40 Balanced 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.
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.
| BAMY | AOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.36 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.05 | 2.60 | +1.46 |
| Martin ratioReturn relative to average drawdown | 18.10 | 11.13 | +6.97 |
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Drawdowns
BAMY vs. AOR - Drawdown Comparison
The maximum BAMY drawdown since its inception was -6.03%, smaller than the maximum AOR drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for BAMY and AOR.
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Drawdown Indicators
| BAMY | AOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.03% | -24.44% | +18.41% |
Max Drawdown (1Y)Largest decline over 1 year | -2.48% | -6.64% | +4.16% |
Max Drawdown (3Y)Largest decline over 3 years | — | -9.77% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.95% | — |
Current DrawdownCurrent decline from peak | -0.15% | -1.53% | +1.38% |
Average DrawdownAverage peak-to-trough decline | -0.52% | -3.47% | +2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 1.55% | -1.00% |
Volatility
BAMY vs. AOR - Volatility Comparison
The current volatility for Brookstone Yield ETF (BAMY) is 0.93%, while iShares Core 60/40 Balanced Allocation ETF (AOR) has a volatility of 3.61%. This indicates that BAMY experiences smaller price fluctuations and is considered to be less risky than AOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAMY | AOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | 3.61% | -2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 2.84% | 7.49% | -4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.57% | 8.96% | -4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.99% | 10.64% | -4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.99% | 10.66% | -4.67% |
BAMY vs. AOR - Expense Ratio Comparison
BAMY has a 1.48% expense ratio, which is higher than AOR's 0.15% expense ratio.
Dividends
BAMY vs. AOR - Dividend Comparison
BAMY's dividend yield for the trailing twelve months is around 7.57%, more than AOR's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOR iShares Core 60/40 Balanced Allocation ETF | 2.49% | 2.55% | 2.66% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% |
BAMY Brookstone Yield ETF | 7.57% | 7.16% | 8.20% | 1.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BAMY and AOR have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AOR has higher volatility (3.61%) compared to BAMY (0.93%). In terms of maximum drawdown, BAMY dropped -6.03% vs AOR's -24.44%.
On 1-year performance, AOR leads with 17.17% vs 10.01% for BAMY. On fees, AOR is cheaper at 0.15% per year. On volatility, BAMY has been the lower-risk option at 0.93%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AOR has performed better with a 17.17% return vs 10.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOR is cheaper with a 0.15% expense ratio, compared with 1.48% for BAMY.
BAMY has the higher dividend yield at 7.57%, compared with 2.49% for AOR.
They also come from different issuers: Brookstone and iShares. Their fees differ too: 1.48% for BAMY and 0.15% for AOR.
BAMY currently has the higher Sharpe Ratio (2.22 vs 1.93), 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.
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