EAOR vs. FDAT
EAOR (iShares ESG Aware Growth Allocation ETF) and FDAT (Tactical Advantage ETF) are both Diversified Portfolio funds. EAOR is passively managed, while FDAT is actively managed. Over the past 3 years, EAOR returned 13.31%/yr vs 8.79%/yr for FDAT. Their correlation of 0.81 suggests significant overlap in exposure. EAOR charges 0.18%/yr vs 0.74%/yr for FDAT.
Performance
EAOR vs. FDAT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EAOR achieves a 6.45% return, which is significantly higher than FDAT's 3.02% return.
EAOR
- 1D
- -1.13%
- 1M
- 0.30%
- YTD
- 6.45%
- 6M
- 6.03%
- 1Y
- 17.34%
- 3Y*
- 13.31%
- 5Y*
- 6.12%
- 10Y*
- —
FDAT
- 1D
- -0.50%
- 1M
- 0.36%
- YTD
- 3.02%
- 6M
- 1.71%
- 1Y
- 11.09%
- 3Y*
- 8.79%
- 5Y*
- —
- 10Y*
- —
EAOR vs. FDAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EAOR iShares ESG Aware Growth Allocation ETF | 6.45% | 15.59% | 10.69% | 8.40% |
FDAT Tactical Advantage ETF | 3.02% | 7.50% | 9.90% | 5.90% |
Correlation
The correlation between EAOR and FDAT is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2023 | 0.81 |
The correlation between EAOR and FDAT has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EAOR vs. FDAT — Risk / Return Rank
EAOR
FDAT
EAOR vs. FDAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Growth Allocation ETF (EAOR) 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.
| EAOR | FDAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.19 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 1.89 | +0.74 |
| Martin ratioReturn relative to average drawdown | 11.27 | 5.18 | +6.10 |
Loading charts...
Drawdowns
EAOR vs. FDAT - Drawdown Comparison
The maximum EAOR drawdown since its inception was -22.91%, which is greater than FDAT's maximum drawdown of -8.20%. Use the drawdown chart below to compare losses from any high point for EAOR and FDAT.
Loading charts...
Drawdown Indicators
| EAOR | FDAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.91% | -8.20% | -14.71% |
Max Drawdown (1Y)Largest decline over 1 year | -6.62% | -5.88% | -0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -10.28% | -8.20% | -2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | — | — |
Current DrawdownCurrent decline from peak | -1.62% | -2.43% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -2.25% | -2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 2.15% | -0.61% |
Volatility
EAOR vs. FDAT - Volatility Comparison
iShares ESG Aware Growth Allocation ETF (EAOR) and Tactical Advantage ETF (FDAT) have volatilities of 3.74% and 3.82%, 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.
Loading charts...
Volatility by Period
| EAOR | FDAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 3.82% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 7.55% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.11% | 10.46% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.62% | 9.60% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.44% | 9.60% | +0.84% |
EAOR vs. FDAT - Expense Ratio Comparison
EAOR has a 0.18% expense ratio, which is lower than FDAT's 0.74% expense ratio.
Dividends
EAOR vs. FDAT - Dividend Comparison
EAOR's dividend yield for the trailing twelve months is around 2.36%, less than FDAT's 5.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOR iShares ESG Aware Growth Allocation ETF | 2.36% | 2.45% | 2.52% | 2.39% | 1.99% | 1.39% | 1.07% |
FDAT Tactical Advantage ETF | 5.96% | 4.77% | 8.99% | 1.58% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EAOR and FDAT have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDAT has higher volatility (3.82%) compared to EAOR (3.74%). In terms of maximum drawdown, EAOR dropped -22.91% vs FDAT's -8.20%.
On 3-year performance, EAOR leads with 13.31% vs 8.79% for FDAT. On fees, EAOR 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, EAOR has performed better with a 13.31% return vs 8.79%. 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 0.74% for FDAT.
FDAT has the higher dividend yield at 5.96%, compared with 2.36% for EAOR.
They also come from different issuers: iShares and Tactical Funds. Their fees differ too: 0.18% for EAOR and 0.74% for FDAT.
EAOR currently has the higher Sharpe Ratio (1.92 vs 1.07), 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.
Find the right allocation for EAOR and FDAT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer