EAOM vs. AOA
Compare and contrast key facts about iShares ESG Aware Moderate Allocation ETF (EAOM) and iShares Core Aggressive Allocation ETF (AOA).
EAOM and AOA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EAOM is a passively managed fund by iShares that tracks the performance of the BlackRock ESG Aware Moderate Allocation Index. It was launched on Jun 12, 2020. AOA is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Aggressive Index. It was launched on Nov 4, 2008. Both EAOM and AOA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EAOM or AOA.
Key characteristics
| EAOM | AOA | |
|---|---|---|
| YTD Return | 8.11% | 14.90% |
| 1Y Return | 14.50% | 22.27% |
| 3Y Return (Ann) | 0.64% | 4.44% |
| Sharpe Ratio | 2.46 | 2.53 |
| Sortino Ratio | 3.64 | 3.56 |
| Omega Ratio | 1.46 | 1.47 |
| Calmar Ratio | 1.41 | 3.40 |
| Martin Ratio | 14.89 | 16.66 |
| Ulcer Index | 1.10% | 1.49% |
| Daily Std Dev | 6.66% | 9.81% |
| Max Drawdown | -20.73% | -28.38% |
| Current Drawdown | -1.63% | -1.22% |
Correlation
The correlation between EAOM and AOA is 0.92, 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
EAOM vs. AOA - Performance Comparison
In the year-to-date period, EAOM achieves a 8.11% return, which is significantly lower than AOA's 14.90% 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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EAOM vs. AOA - Expense Ratio Comparison
EAOM has a 0.18% expense ratio, which is lower than AOA's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
EAOM vs. AOA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Moderate Allocation ETF (EAOM) and iShares Core Aggressive Allocation ETF (AOA). 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
EAOM vs. AOA - Dividend Comparison
EAOM's dividend yield for the trailing twelve months is around 2.83%, more than AOA's 2.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 2.83% | 2.70% | 1.93% | 1.32% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AOA iShares Core Aggressive Allocation ETF | 2.10% | 2.22% | 2.10% | 1.67% | 1.71% | 2.50% | 2.37% | 5.09% | 2.02% | 2.15% | 2.18% | 1.84% |
Drawdowns
EAOM vs. AOA - Drawdown Comparison
The maximum EAOM drawdown since its inception was -20.73%, smaller than the maximum AOA drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for EAOM and AOA. For additional features, visit the drawdowns tool.
Volatility
EAOM vs. AOA - Volatility Comparison
The current volatility for iShares ESG Aware Moderate Allocation ETF (EAOM) is 1.77%, while iShares Core Aggressive Allocation ETF (AOA) has a volatility of 2.64%. This indicates that EAOM experiences smaller price fluctuations and is considered to be less risky than AOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.