EAOR vs. AVMA
EAOR (iShares ESG Aware Growth Allocation ETF) and AVMA (Avantis Moderate Allocation ETF) are both Diversified Portfolio funds. EAOR is passively managed, while AVMA is actively managed. Over the past year, EAOR returned 17.34% vs 22.59% for AVMA. Their correlation of 0.95 suggests significant overlap in exposure. EAOR charges 0.18%/yr vs 0.21%/yr for AVMA.
Performance
EAOR vs. AVMA - Performance Comparison
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Returns By Period
In the year-to-date period, EAOR achieves a 6.45% return, which is significantly lower than AVMA's 10.12% return.
EAOR
- 1D
- -1.13%
- 1M
- 0.30%
- YTD
- 6.45%
- 6M
- 6.03%
- 1Y
- 17.34%
- 3Y*
- 13.31%
- 5Y*
- 6.12%
- 10Y*
- —
AVMA
- 1D
- -0.99%
- 1M
- 0.64%
- YTD
- 10.12%
- 6M
- 9.66%
- 1Y
- 22.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAOR vs. AVMA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EAOR iShares ESG Aware Growth Allocation ETF | 6.45% | 15.59% | 10.69% | 6.14% |
AVMA Avantis Moderate Allocation ETF | 10.12% | 16.72% | 10.01% | 8.36% |
Correlation
The correlation between EAOR and AVMA is 0.95, 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 | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023 | 0.95 |
The correlation between EAOR and AVMA has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.
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Return for Risk
EAOR vs. AVMA — Risk / Return Rank
EAOR
AVMA
EAOR vs. AVMA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Growth Allocation ETF (EAOR) and Avantis Moderate Allocation ETF (AVMA). 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.
| EAOR | AVMA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.45 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 3.54 | -0.91 |
| Martin ratioReturn relative to average drawdown | 11.27 | 14.86 | -3.59 |
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Drawdowns
EAOR vs. AVMA - Drawdown Comparison
The maximum EAOR drawdown since its inception was -22.91%, which is greater than AVMA's maximum drawdown of -11.81%. Use the drawdown chart below to compare losses from any high point for EAOR and AVMA.
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Drawdown Indicators
| EAOR | AVMA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.91% | -11.81% | -11.10% |
Max Drawdown (1Y)Largest decline over 1 year | -6.62% | -6.40% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -10.28% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | — | — |
Current DrawdownCurrent decline from peak | -1.62% | -1.21% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -1.54% | -3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.52% | +0.02% |
Volatility
EAOR vs. AVMA - Volatility Comparison
iShares ESG Aware Growth Allocation ETF (EAOR) has a higher volatility of 3.74% compared to Avantis Moderate Allocation ETF (AVMA) at 3.43%. This indicates that EAOR's price experiences larger fluctuations and is considered to be riskier than AVMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOR | AVMA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 3.43% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 7.61% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.11% | 9.41% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.62% | 10.36% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.44% | 10.36% | +0.08% |
EAOR vs. AVMA - Expense Ratio Comparison
EAOR has a 0.18% expense ratio, which is lower than AVMA's 0.21% 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%.
Dividends
EAOR vs. AVMA - Dividend Comparison
EAOR's dividend yield for the trailing twelve months is around 2.36%, less than AVMA's 3.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
AVMA Avantis Moderate Allocation ETF | 3.03% | 2.21% | 2.28% | 1.11% | 0.00% | 0.00% | 0.00% |
EAOR iShares ESG Aware Growth Allocation ETF | 2.36% | 2.45% | 2.52% | 2.39% | 1.99% | 1.39% | 1.07% |
Frequently Asked Questions
With a correlation of 0.95, EAOR and AVMA 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.
EAOR has higher volatility (3.74%) compared to AVMA (3.43%). In terms of maximum drawdown, EAOR dropped -22.91% vs AVMA's -11.81%.
On 1-year performance, AVMA leads with 22.59% vs 17.34% for EAOR. On fees, EAOR is cheaper at 0.18% per year. On volatility, AVMA has been the lower-risk option at 3.43%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AVMA has performed better with a 22.59% return vs 17.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOR is cheaper with a 0.18% expense ratio, compared with 0.21% for AVMA.
AVMA has the higher dividend yield at 3.03%, compared with 2.36% for EAOR.
They also come from different issuers: iShares and Avantis. Their fees differ too: 0.18% for EAOR and 0.21% for AVMA.
AVMA currently has the higher Sharpe Ratio (2.41 vs 1.92), 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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