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EAOM vs. AOK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

EAOM vs. AOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware Moderate Allocation ETF (EAOM) and iShares Core Conservative Allocation ETF (AOK). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.67%
4.28%
EAOM
AOK

Returns By Period

In the year-to-date period, EAOM achieves a 7.93% return, which is significantly higher than AOK's 7.00% return.


EAOM

YTD

7.93%

1M

-1.13%

6M

4.66%

1Y

13.50%

5Y (annualized)

N/A

10Y (annualized)

N/A

AOK

YTD

7.00%

1M

-1.21%

6M

4.27%

1Y

12.05%

5Y (annualized)

3.44%

10Y (annualized)

3.91%

Key characteristics


EAOMAOK
Sharpe Ratio2.162.19
Sortino Ratio3.133.19
Omega Ratio1.391.40
Calmar Ratio1.281.31
Martin Ratio12.3412.24
Ulcer Index1.13%1.02%
Daily Std Dev6.47%5.71%
Max Drawdown-20.73%-18.93%
Current Drawdown-1.80%-1.88%

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EAOM vs. AOK - Expense Ratio Comparison

EAOM has a 0.18% expense ratio, which is lower than AOK'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%.


AOK
iShares Core Conservative Allocation ETF
Expense ratio chart for AOK: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for EAOM: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Correlation

-0.50.00.51.00.9

The correlation between EAOM and AOK is 0.95, 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.

Risk-Adjusted Performance

EAOM vs. AOK - 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 Conservative Allocation ETF (AOK). 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.


Sharpe ratio
The chart of Sharpe ratio for EAOM, currently valued at 2.16, compared to the broader market0.002.004.006.002.162.19
The chart of Sortino ratio for EAOM, currently valued at 3.13, compared to the broader market-2.000.002.004.006.008.0010.0012.003.133.19
The chart of Omega ratio for EAOM, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.40
The chart of Calmar ratio for EAOM, currently valued at 1.28, compared to the broader market0.005.0010.0015.001.281.31
The chart of Martin ratio for EAOM, currently valued at 12.34, compared to the broader market0.0020.0040.0060.0080.00100.0012.3412.24
EAOM
AOK

The current EAOM Sharpe Ratio is 2.16, which is comparable to the AOK Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of EAOM and AOK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.16
2.19
EAOM
AOK

Dividends

EAOM vs. AOK - Dividend Comparison

EAOM's dividend yield for the trailing twelve months is around 2.84%, less than AOK's 3.11% yield.


TTM20232022202120202019201820172016201520142013
EAOM
iShares ESG Aware Moderate Allocation ETF
2.84%2.70%1.93%1.32%1.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AOK
iShares Core Conservative Allocation ETF
3.11%2.93%2.25%1.55%2.10%2.72%2.68%2.91%2.14%2.02%2.08%1.82%

Drawdowns

EAOM vs. AOK - Drawdown Comparison

The maximum EAOM drawdown since its inception was -20.73%, which is greater than AOK's maximum drawdown of -18.93%. Use the drawdown chart below to compare losses from any high point for EAOM and AOK. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.80%
-1.88%
EAOM
AOK

Volatility

EAOM vs. AOK - Volatility Comparison

iShares ESG Aware Moderate Allocation ETF (EAOM) has a higher volatility of 1.65% compared to iShares Core Conservative Allocation ETF (AOK) at 1.40%. This indicates that EAOM's price experiences larger fluctuations and is considered to be riskier than AOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%JuneJulyAugustSeptemberOctoberNovember
1.65%
1.40%
EAOM
AOK