EAOA vs. VASGX
EAOA (iShares ESG Aware Aggressive Allocation ETF) and VASGX (Vanguard LifeStrategy Growth Fund) are both Diversified Portfolio funds. EAOA is passively managed, while VASGX is actively managed. Over the past 5 years, EAOA returned 8.15%/yr vs 8.39%/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
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Returns By Period
The year-to-date returns for both stocks are quite close, with EAOA having a 8.74% return and VASGX slightly lower at 8.44%.
EAOA
- 1D
- 0.34%
- 1M
- -0.55%
- YTD
- 8.74%
- 6M
- 7.93%
- 1Y
- 20.90%
- 3Y*
- 16.60%
- 5Y*
- 8.15%
- 10Y*
- —
VASGX
- 1D
- 0.04%
- 1M
- -1.13%
- YTD
- 8.44%
- 6M
- 7.67%
- 1Y
- 20.62%
- 3Y*
- 16.78%
- 5Y*
- 8.39%
- 10Y*
- 10.87%
EAOA vs. VASGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 8.74% | 18.41% | 13.79% | 18.27% | -17.76% | 14.52% | 19.79% |
VASGX Vanguard LifeStrategy Growth Fund | 8.44% | 19.65% | 12.95% | 18.76% | -17.21% | 14.35% | 19.66% |
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 18, 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.
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Return for Risk
EAOA vs. VASGX — Risk / Return Rank
EAOA
VASGX
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.
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 | VASGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.52 | +0.05 |
| Martin ratioReturn relative to average drawdown | 11.07 | 10.80 | +0.27 |
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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
| EAOA | VASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.78% | -2.19% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -7.24% | +1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 1.90% | -0.01% |
Volatility
EAOA vs. VASGX - Volatility Comparison
iShares ESG Aware Aggressive Allocation ETF (EAOA) and Vanguard LifeStrategy Growth Fund (VASGX) have volatilities of 4.52% and 4.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOA | VASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 4.68% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 9.24% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.38% | 11.10% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.36% | 12.90% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.19% | 13.47% | -0.28% |
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 1.97%, less than VASGX's 3.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 1.97% | 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 | 3.78% | 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.
VASGX has higher volatility (4.68%) compared to EAOA (4.52%). In terms of maximum drawdown, EAOA dropped -25.06% vs VASGX's -51.16%.
VASGX currently has the higher Sharpe Ratio (1.86 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.
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