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EAOA vs. VASGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EAOA vs. VASGX

Last updated Jun 4, 2026

EAOA (iShares ESG Aware Aggressive Allocation ETF) and VASGX (Vanguard LifeStrategy Growth Fund) are both Diversified Portfolio funds. Over the past 5 years, EAOA returned 8.52%/yr vs 9.17%/yr for VASGX. With a 0.99 correlation, they move nearly in lockstep. EAOA charges 0.18%/yr vs 0.14%/yr for VASGX.

Performance

EAOA vs. VASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware Aggressive Allocation ETF (EAOA) and Vanguard LifeStrategy Growth Fund (VASGX). 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 9.93% return, which is significantly lower than VASGX's 10.86% return.

EAOA

1D
-0.71%
1M
4.36%
YTD
9.93%
6M
10.44%
1Y
24.37%
3Y*
17.20%
5Y*
8.52%
10Y*
—

VASGX

1D
0.32%
1M
4.71%
YTD
10.86%
6M
11.65%
1Y
25.43%
3Y*
17.90%
5Y*
9.17%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EAOA vs. VASGX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
EAOA
iShares ESG Aware Aggressive Allocation ETF		9.93%18.41%13.79%18.27%-17.76%14.52%19.79%
VASGX
Vanguard LifeStrategy Growth Fund		10.86%19.65%12.95%18.76%-17.21%14.35%19.69%

Correlation

The correlation between EAOA and VASGX is 0.99 - 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

0.99

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2020

0.99

The correlation between EAOA and VASGX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

EAOA vs. VASGX - Sectors Allocation Comparison

Sectors
EAOA
VASGX

Technology

28.9%
27.4%

Financial Services

13.5%
16.1%

Industrials

9.0%
12.3%

Consumer Cyclical

7.7%
9.4%

Communication Services

7.3%
8.0%

Healthcare

6.8%
8.3%

Consumer Defensive

3.7%
4.8%

Energy

3.0%
4.3%

Basic Materials

2.4%
4.3%

Utilities

2.3%
2.7%

Real Estate

1.6%
2.5%

Technology

EAOA
28.9%
VASGX
27.4%

Financial Services

EAOA
13.5%
VASGX
16.1%

Industrials

EAOA
9.0%
VASGX
12.3%

Consumer Cyclical

EAOA
7.7%
VASGX
9.4%

Communication Services

EAOA
7.3%
VASGX
8.0%

Healthcare

EAOA
6.8%
VASGX
8.3%

Consumer Defensive

EAOA
3.7%
VASGX
4.8%

Energy

EAOA
3.0%
VASGX
4.3%

Basic Materials

EAOA
2.4%
VASGX
4.3%

Utilities

EAOA
2.3%
VASGX
2.7%

Real Estate

EAOA
1.6%
VASGX
2.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares ESG Aware Aggressive Allocation ETF

Vanguard LifeStrategy Growth Fund

Often compared with EAOA:
EAOA vs. AOAEAOA vs. EAOREAOA vs. GDEEAOA vs. XNAVEAOA vs. ESGUEAOA vs. SPMOEAOA vs. FDEWX
Often compared with VASGX:
VASGX vs. AOAVASGX vs. VOOVASGX vs. VTSAXVASGX vs. SPYVASGX vs. FASGXVASGX vs. VTWAXVASGX vs. VFORX

Return for Risk

EAOA vs. VASGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EAOA
EAOA Risk / Return Rank: 6868
Overall Rank
EAOA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EAOA Sortino Ratio Rank: 7070
Sortino Ratio Rank
EAOA Omega Ratio Rank: 6868
Omega Ratio Rank
EAOA Calmar Ratio Rank: 6060
Calmar Ratio Rank
EAOA Martin Ratio Rank: 7171
Martin Ratio Rank
VASGX
VASGX Risk / Return Rank: 7070
Overall Rank
VASGX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VASGX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VASGX Omega Ratio Rank: 6767
Omega Ratio Rank
VASGX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VASGX Martin Ratio Rank: 7373
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. VASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Aggressive Allocation ETF (EAOA) and Vanguard LifeStrategy Growth Fund (VASGX). 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.

EAOAVASGXDifference
Sharpe ratioReturn per unit of total volatility
2.28
2.49

-0.22

Sortino ratioReturn per unit of downside risk
3.21
3.48

-0.26

Omega ratioGain probability vs. loss probability

1.41

1.46

-0.05

Calmar ratioReturn relative to maximum drawdown

3.00

3.15

-0.16

Martin ratioReturn relative to average drawdown

13.30

13.93

-0.63

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EAOA vs. VASGX - Sharpe Ratio Comparison

The current EAOA Sharpe Ratio is 2.28, which is comparable to the VASGX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of EAOA and VASGX, 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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Sharpe Ratios by Period

EAOAVASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

2.49

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.72

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.80

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.58

+0.34

Drawdowns

EAOA vs. VASGX - Drawdown Comparison

The maximum EAOA drawdown since its inception was -25.06%, smaller than the maximum VASGX drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for EAOA and VASGX.

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Drawdown Indicators

EAOAVASGXDifference

Max Drawdown

Largest peak-to-trough decline

-25.06%

-51.16%

+26.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-8.17%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

-12.89%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-24.43%

-0.63%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.53%

—

Current Drawdown

Current decline from peak

-0.71%

0.00%

-0.71%

Average Drawdown

Average peak-to-trough decline

-5.31%

-7.25%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

1.85%

-0.01%

Volatility

EAOA vs. VASGX - Volatility Comparison

iShares ESG Aware Aggressive Allocation ETF (EAOA) has a higher volatility of 3.39% compared to Vanguard LifeStrategy Growth Fund (VASGX) at 3.14%. This indicates that EAOA's price experiences larger fluctuations and is considered to be riskier than VASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EAOAVASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

3.14%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.64%

8.27%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

10.75%

10.34%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.25%

12.77%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.14%

13.48%

-0.34%

EAOA vs. VASGX - Expense Ratio Comparison

EAOA has a 0.18% expense ratio, which is higher than VASGX's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

EAOA vs. VASGX - Dividend Comparison

EAOA's dividend yield for the trailing twelve months is around 1.95%, less than VASGX's 3.69% yield.

PositionTTM20252024202320222021202020192018201720162015
EAOA
iShares ESG Aware Aggressive Allocation ETF		1.95%2.10%2.09%2.21%1.93%1.48%1.12%0.00%0.00%0.00%0.00%0.00%
VASGX
Vanguard LifeStrategy Growth Fund		3.69%4.09%6.15%3.00%2.10%3.54%3.54%2.34%4.36%2.13%2.23%4.54%

Frequently Asked Questions

With a correlation of 0.99, EAOA and VASGX 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 (3.39%) compared to VASGX (3.14%). In terms of maximum drawdown, EAOA dropped -25.06% vs VASGX's -51.16%.

VASGX currently has the higher Sharpe Ratio (2.49 vs 2.28), 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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