BIGPX vs. AOR
Compare and contrast key facts about BlackRock 60/40 Target Allocation Fund Class I (BIGPX) and iShares Core Growth Allocation ETF (AOR).
BIGPX is managed by Blackrock. It was launched on Dec 21, 2006. AOR is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Growth Index. It was launched on Nov 4, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIGPX or AOR.
Key characteristics
| BIGPX | AOR | |
|---|---|---|
| YTD Return | 4.43% | 4.38% |
| 1Y Return | 14.39% | 13.57% |
| 3Y Return (Ann) | 2.55% | 2.42% |
| 5Y Return (Ann) | 7.96% | 6.72% |
| 10Y Return (Ann) | 7.15% | 6.00% |
| Sharpe Ratio | 1.49 | 1.58 |
| Daily Std Dev | 9.46% | 8.38% |
| Max Drawdown | -47.28% | -24.44% |
| Current Drawdown | -0.71% | -0.29% |
Correlation
The correlation between BIGPX and AOR is 0.89, 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
BIGPX vs. AOR - Performance Comparison
The year-to-date returns for both stocks are quite close, with BIGPX having a 4.43% return and AOR slightly lower at 4.38%. Over the past 10 years, BIGPX has outperformed AOR with an annualized return of 7.15%, while AOR has yielded a comparatively lower 6.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BIGPX vs. AOR - Expense Ratio Comparison
BIGPX has a 0.43% expense ratio, which is higher than AOR's 0.25% expense ratio.
Risk-Adjusted Performance
BIGPX vs. AOR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock 60/40 Target Allocation Fund Class I (BIGPX) 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.
Dividends
BIGPX vs. AOR - Dividend Comparison
BIGPX's dividend yield for the trailing twelve months is around 2.90%, more than AOR's 2.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGPX BlackRock 60/40 Target Allocation Fund Class I | 2.90% | 3.02% | 2.59% | 7.60% | 3.90% | 3.77% | 9.80% | 3.20% | 1.76% | 9.89% | 10.69% | 1.54% |
AOR iShares Core Growth Allocation ETF | 2.45% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% | 2.11% | 1.92% |
Drawdowns
BIGPX vs. AOR - Drawdown Comparison
The maximum BIGPX drawdown since its inception was -47.28%, which is greater than AOR's maximum drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for BIGPX and AOR. For additional features, visit the drawdowns tool.
Volatility
BIGPX vs. AOR - Volatility Comparison
BlackRock 60/40 Target Allocation Fund Class I (BIGPX) has a higher volatility of 2.97% compared to iShares Core Growth Allocation ETF (AOR) at 2.48%. This indicates that BIGPX'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.