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EAOA vs. PTIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EAOA vs. PTIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware Aggressive Allocation ETF (EAOA) and Pacer Trendpilot International ETF (PTIN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EAOA achieves a 8.74% return, which is significantly lower than PTIN's 16.65% return.


EAOA

1D
0.34%
1M
-0.55%
YTD
8.74%
6M
7.93%
1Y
20.90%
3Y*
16.60%
5Y*
8.15%
10Y*

PTIN

1D
1.26%
1M
0.13%
YTD
16.65%
6M
15.60%
1Y
33.02%
3Y*
13.66%
5Y*
6.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EAOA vs. PTIN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EAOA
iShares ESG Aware Aggressive Allocation ETF
8.74%18.41%13.79%18.27%-17.76%14.52%19.79%
PTIN
Pacer Trendpilot International ETF
16.65%16.17%3.36%16.04%-15.98%12.26%13.79%

Correlation

The correlation between EAOA and PTIN is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2020

0.75

The correlation between EAOA and PTIN shifts across timeframes, from 0.74 (5 years) to 0.89 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EAOA vs. PTIN — Risk / Return Rank

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

EAOA
EAOA Risk / Return Rank: 6464
Overall Rank
EAOA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EAOA Sortino Ratio Rank: 6464
Sortino Ratio Rank
EAOA Omega Ratio Rank: 6464
Omega Ratio Rank
EAOA Calmar Ratio Rank: 6060
Calmar Ratio Rank
EAOA Martin Ratio Rank: 6969
Martin Ratio Rank

PTIN
PTIN Risk / Return Rank: 6666
Overall Rank
PTIN Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PTIN Sortino Ratio Rank: 6464
Sortino Ratio Rank
PTIN Omega Ratio Rank: 6767
Omega Ratio Rank
PTIN Calmar Ratio Rank: 6666
Calmar Ratio Rank
PTIN Martin Ratio Rank: 6868
Martin Ratio Rank
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.

EAOA vs. PTIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Aggressive Allocation ETF (EAOA) and Pacer Trendpilot International ETF (PTIN). 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.


EAOAPTINDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.34

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

2.57

2.87

-0.30

Martin ratioReturn relative to average drawdown

11.07

10.82

+0.25

EAOA vs. PTIN - Sharpe Ratio Comparison

The current EAOA Sharpe Ratio is 1.84, which is comparable to the PTIN Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of EAOA and PTIN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EAOA vs. PTIN - Drawdown Comparison

The maximum EAOA drawdown since its inception was -25.06%, which is greater than PTIN's maximum drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for EAOA and PTIN.


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Drawdown Indicators


EAOAPTINDifference

Max Drawdown

Largest peak-to-trough decline

-25.06%

-21.27%

-3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-11.55%

+3.38%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

-13.93%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-21.27%

-3.79%

Current Drawdown

Current decline from peak

-1.78%

-1.76%

-0.02%

Average Drawdown

Average peak-to-trough decline

-5.27%

-7.63%

+2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

3.06%

-1.17%

Volatility

EAOA vs. PTIN - Volatility Comparison

The current volatility for iShares ESG Aware Aggressive Allocation ETF (EAOA) is 4.52%, while Pacer Trendpilot International ETF (PTIN) has a volatility of 7.10%. This indicates that EAOA experiences smaller price fluctuations and is considered to be less risky than PTIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EAOAPTINDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

7.10%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

15.33%

-5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

11.38%

17.36%

-5.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.36%

14.65%

-1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.19%

14.07%

-0.88%

EAOA vs. PTIN - Expense Ratio Comparison

EAOA has a 0.18% expense ratio, which is lower than PTIN's 0.66% expense ratio.


Dividends

EAOA vs. PTIN - Dividend Comparison

EAOA's dividend yield for the trailing twelve months is around 1.97%, less than PTIN's 2.17% yield.


PositionTTM2025202420232022202120202019
EAOA
iShares ESG Aware Aggressive Allocation ETF
1.97%2.10%2.09%2.21%1.93%1.48%1.12%0.00%
PTIN
Pacer Trendpilot International ETF
2.17%2.53%2.67%2.09%0.41%2.38%0.77%0.97%

Frequently Asked Questions


EAOA and PTIN have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTIN has higher volatility (7.10%) compared to EAOA (4.52%). In terms of maximum drawdown, EAOA dropped -25.06% vs PTIN's -21.27%.

On 5-year performance, EAOA leads with 8.15% vs 6.63% for PTIN. On fees, EAOA is cheaper at 0.18% per year. On volatility, EAOA has been the lower-risk option at 4.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EAOA has performed better with a 8.15% return vs 6.63%. 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 0.66% for PTIN.

PTIN has the higher dividend yield at 2.17%, compared with 1.97% for EAOA.

EAOA tracks BlackRock ESG Aware Aggressive Allocation Index, while PTIN tracks Pacer Trendpilot International Index. They also come from different issuers: iShares and Pacer. Their fees differ too: 0.18% for EAOA and 0.66% for PTIN.

PTIN currently has the higher Sharpe Ratio (1.91 vs 1.84), 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.

Portfolio Optimizer

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