EAOM vs. TSPX
EAOM (iShares ESG Aware Moderate Allocation ETF) and TSPX (Twin Oak Active Opportunities ETF) are both Diversified Portfolio funds. EAOM is passively managed, while TSPX is actively managed. Over the past year, EAOM returned 12.65% vs 16.94% for TSPX. Their correlation of 0.85 suggests significant overlap in exposure. EAOM charges 0.18%/yr vs 1.01%/yr for TSPX.
Performance
EAOM vs. TSPX - Performance Comparison
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Returns By Period
In the year-to-date period, EAOM achieves a 4.87% return, which is significantly lower than TSPX's 5.97% return.
EAOM
- 1D
- 0.21%
- 1M
- 0.16%
- YTD
- 4.87%
- 6M
- 4.40%
- 1Y
- 12.65%
- 3Y*
- 10.27%
- 5Y*
- 4.15%
- 10Y*
- —
TSPX
- 1D
- -0.02%
- 1M
- -1.66%
- YTD
- 5.97%
- 6M
- 5.35%
- 1Y
- 16.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAOM vs. TSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 4.87% | 10.03% |
TSPX Twin Oak Active Opportunities ETF | 5.97% | 15.46% |
Correlation
The correlation between EAOM and TSPX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025 | 0.85 |
The correlation between EAOM and TSPX has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.
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Return for Risk
EAOM vs. TSPX — Risk / Return Rank
EAOM
TSPX
EAOM vs. TSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Moderate Allocation ETF (EAOM) and Twin Oak Active Opportunities ETF (TSPX). 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 | TSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.32 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.50 | -0.04 |
| Martin ratioReturn relative to average drawdown | 10.59 | 11.08 | -0.49 |
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Drawdowns
EAOM vs. TSPX - Drawdown Comparison
The maximum EAOM drawdown since its inception was -20.73%, which is greater than TSPX's maximum drawdown of -7.80%. Use the drawdown chart below to compare losses from any high point for EAOM and TSPX.
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Drawdown Indicators
| EAOM | TSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.73% | -7.80% | -12.93% |
Max Drawdown (1Y)Largest decline over 1 year | -5.17% | -6.81% | +1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -7.63% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.73% | — | — |
Current DrawdownCurrent decline from peak | -0.65% | -2.58% | +1.93% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -1.21% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 1.53% | -0.33% |
Volatility
EAOM vs. TSPX - Volatility Comparison
The current volatility for iShares ESG Aware Moderate Allocation ETF (EAOM) is 2.69%, while Twin Oak Active Opportunities ETF (TSPX) has a volatility of 3.55%. This indicates that EAOM experiences smaller price fluctuations and is considered to be less risky than TSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOM | TSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 3.55% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 5.72% | 7.69% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.79% | 9.56% | -2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.14% | 10.95% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.93% | 10.95% | -3.02% |
EAOM vs. TSPX - Expense Ratio Comparison
EAOM has a 0.18% expense ratio, which is lower than TSPX's 1.01% expense ratio.
Dividends
EAOM vs. TSPX - Dividend Comparison
EAOM's dividend yield for the trailing twelve months is around 2.79%, more than TSPX's 2.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 2.79% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% |
TSPX Twin Oak Active Opportunities ETF | 2.03% | 2.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EAOM and TSPX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSPX has higher volatility (3.55%) compared to EAOM (2.69%). In terms of maximum drawdown, EAOM dropped -20.73% vs TSPX's -7.80%.
On 1-year performance, TSPX leads with 16.94% vs 12.65% for EAOM. On fees, EAOM is cheaper at 0.18% per year. On volatility, EAOM has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TSPX has performed better with a 16.94% return vs 12.65%. 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 1.01% for TSPX.
EAOM has the higher dividend yield at 2.79%, compared with 2.03% for TSPX.
They also come from different issuers: iShares and Twin Oak. Their fees differ too: 0.18% for EAOM and 1.01% for TSPX.
EAOM currently has the higher Sharpe Ratio (1.87 vs 1.78), 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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