EAOM vs. FDAT
EAOM (iShares ESG Aware Moderate Allocation ETF) and FDAT (Tactical Advantage ETF) are both Diversified Portfolio funds. EAOM is passively managed, while FDAT is actively managed. Over the past 3 years, EAOM returned 10.41%/yr vs 8.78%/yr for FDAT. Their 0.76 correlation means they have sometimes moved together and sometimes differently. EAOM charges 0.18%/yr vs 0.74%/yr for FDAT.
Performance
EAOM vs. FDAT - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EAOM having a 5.95% return and FDAT slightly higher at 6.04%.
EAOM
- 1D
- -0.03%
- 1M
- 0.38%
- 6M
- 4.94%
- YTD
- 5.95%
- 1Y
- 11.74%
- 3Y*
- 10.41%
- 5Y*
- 4.13%
- 10Y*
- —
- ALL TIME*
- 5.93%
FDAT
- 1D
- 0.01%
- 1M
- 0.35%
- 6M
- 3.57%
- YTD
- 6.04%
- 1Y
- 12.28%
- 3Y*
- 8.78%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 8.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $32.37K | $91.04K | $54.92K | |
| $15.46K | $13.20K | $16.67K |
EAOM vs. FDAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 5.95% | 12.90% | 7.29% | 6.58% |
FDAT Tactical Advantage ETF | 6.04% | 7.50% | 9.90% | 5.90% |
Correlation
The correlation between EAOM and FDAT is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2023 | 0.76 |
The correlation between EAOM and FDAT has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.
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Return for Risk
EAOM vs. FDAT — Risk / Return Rank
EAOM
FDAT
EAOM vs. FDAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Moderate Allocation ETF (EAOM) and Tactical Advantage ETF (FDAT). 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.
| EAOM | FDAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.10 | +0.18 |
| Martin ratioReturn relative to average drawdown | 9.54 | 5.68 | +3.87 |
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Drawdowns
EAOM vs. FDAT - Drawdown Comparison
The maximum EAOM drawdown since its inception was -20.73%, which is greater than FDAT's maximum drawdown of -8.20%. Use the drawdown chart below to compare losses from any high point for EAOM and FDAT.
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Drawdown Indicators
| EAOM | FDAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.73% | -8.20% | -12.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.17% | -5.88% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -7.06% | -8.20% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -20.73% | — | — |
Current DrawdownCurrent decline from peak | -0.03% | 0.00% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -2.21% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 2.17% | -0.94% |
Volatility
EAOM vs. FDAT - Volatility Comparison
iShares ESG Aware Moderate Allocation ETF (EAOM) and Tactical Advantage ETF (FDAT) have volatilities of 2.15% and 2.22%, 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
| EAOM | FDAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 2.22% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 5.95% | 6.87% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.00% | 10.48% | -3.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.18% | 9.52% | -1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.92% | 9.52% | -1.60% |
EAOM vs. FDAT - Expense Ratio Comparison
EAOM has a 0.18% expense ratio, which is lower than FDAT's 0.74% expense ratio.
Dividends
EAOM vs. FDAT - Dividend Comparison
EAOM's dividend yield for the trailing twelve months is around 2.84%, less than FDAT's 5.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 2.84% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% |
FDAT Tactical Advantage ETF | 5.79% | 4.77% | 8.99% | 1.58% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EAOM and FDAT have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDAT has higher volatility (2.22%) compared to EAOM (2.15%). In terms of maximum drawdown, EAOM dropped -20.73% vs FDAT's -8.20%.
On 3-year performance, EAOM leads with 10.41% vs 8.78% for FDAT. On fees, EAOM is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, EAOM has performed better with a 10.41% return vs 8.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOM is cheaper with a 0.18% expense ratio, compared with 0.74% for FDAT.
FDAT has the higher dividend yield at 5.79%, compared with 2.84% for EAOM.
They also come from different issuers: iShares and Tidal. Their fees differ too: 0.18% for EAOM and 0.74% for FDAT.
EAOM currently has the higher Sharpe Ratio (1.68 vs 1.18), 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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