EAOA vs. MFUL
EAOA (iShares ESG Aware Aggressive Allocation ETF) and MFUL (Mindful Conservative ETF) are both Diversified Portfolio funds. EAOA is passively managed, while MFUL is actively managed. Over the past 3 years, EAOA returned 16.60%/yr vs 4.66%/yr for MFUL. A 0.71 correlation means they provide meaningful diversification when combined. EAOA charges 0.18%/yr vs 1.10%/yr for MFUL.
Performance
EAOA vs. MFUL - Performance Comparison
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Returns By Period
In the year-to-date period, EAOA achieves a 8.74% return, which is significantly higher than MFUL's 2.90% return.
EAOA
- 1D
- 0.34%
- 1M
- -0.55%
- YTD
- 8.74%
- 6M
- 7.93%
- 1Y
- 20.90%
- 3Y*
- 16.60%
- 5Y*
- 8.15%
- 10Y*
- —
MFUL
- 1D
- 0.35%
- 1M
- -0.18%
- YTD
- 2.90%
- 6M
- 2.47%
- 1Y
- 6.12%
- 3Y*
- 4.66%
- 5Y*
- —
- 10Y*
- —
EAOA vs. MFUL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 8.74% | 18.41% | 13.79% | 18.27% | -17.76% | 0.26% |
MFUL Mindful Conservative ETF | 2.90% | 4.51% | 5.36% | 2.24% | -12.46% | -1.61% |
Correlation
The correlation between EAOA and MFUL is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021 | 0.71 |
Over the past year, EAOA and MFUL have become more correlated (0.92) than their long-term average of 0.71, meaning their price movements have been converging.
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Return for Risk
EAOA vs. MFUL — Risk / Return Rank
EAOA
MFUL
EAOA vs. MFUL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Aggressive Allocation ETF (EAOA) and Mindful Conservative ETF (MFUL). 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.
| EAOA | MFUL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.28 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.83 | +0.74 |
| Martin ratioReturn relative to average drawdown | 11.07 | 6.87 | +4.20 |
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Drawdowns
EAOA vs. MFUL - Drawdown Comparison
The maximum EAOA drawdown since its inception was -25.06%, which is greater than MFUL's maximum drawdown of -16.41%. Use the drawdown chart below to compare losses from any high point for EAOA and MFUL.
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Drawdown Indicators
| EAOA | MFUL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.06% | -16.41% | -8.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -3.36% | -4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -13.84% | -4.74% | -9.10% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | — | — |
Current DrawdownCurrent decline from peak | -1.78% | -0.83% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -9.38% | +4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 0.89% | +1.00% |
Volatility
EAOA vs. MFUL - Volatility Comparison
iShares ESG Aware Aggressive Allocation ETF (EAOA) has a higher volatility of 4.52% compared to Mindful Conservative ETF (MFUL) at 1.83%. This indicates that EAOA's price experiences larger fluctuations and is considered to be riskier than MFUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOA | MFUL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 1.83% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 3.58% | +5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.38% | 4.22% | +7.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.36% | 4.29% | +9.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.19% | 4.29% | +8.90% |
EAOA vs. MFUL - Expense Ratio Comparison
EAOA has a 0.18% expense ratio, which is lower than MFUL's 1.10% expense ratio.
Dividends
EAOA vs. MFUL - Dividend Comparison
EAOA's dividend yield for the trailing twelve months is around 1.97%, less than MFUL's 3.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 1.97% | 2.10% | 2.09% | 2.21% | 1.93% | 1.48% | 1.12% |
MFUL Mindful Conservative ETF | 3.02% | 3.31% | 2.59% | 5.00% | 0.29% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, EAOA and MFUL 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.
EAOA has higher volatility (4.52%) compared to MFUL (1.83%). In terms of maximum drawdown, EAOA dropped -25.06% vs MFUL's -16.41%.
On 3-year performance, EAOA leads with 16.60% vs 4.66% for MFUL. On fees, EAOA is cheaper at 0.18% per year. On volatility, MFUL has been the lower-risk option at 1.83%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, EAOA has performed better with a 16.60% return vs 4.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOA is cheaper with a 0.18% expense ratio, compared with 1.10% for MFUL.
MFUL has the higher dividend yield at 3.02%, compared with 1.97% for EAOA.
They also come from different issuers: iShares and Mohr Funds. Their fees differ too: 0.18% for EAOA and 1.10% for MFUL.
EAOA currently has the higher Sharpe Ratio (1.84 vs 1.46), 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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