EPS vs. AOVIX
EPS (WisdomTree U.S. LargeCap Fund) and AOVIX (American Century Investments One Choice Portfolio: Very Aggressive) are both funds - EPS is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Large Cap Index, while AOVIX is a Diversified Portfolio fund managed by American Century. Over the past 10 years, EPS returned 14.89%/yr vs 11.28%/yr for AOVIX. Their correlation of 0.91 suggests significant overlap in exposure. EPS charges 0.08%/yr vs 0.00%/yr for AOVIX.
Performance
EPS vs. AOVIX - Performance Comparison
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Returns By Period
In the year-to-date period, EPS achieves a 11.42% return, which is significantly higher than AOVIX's 10.19% return. Over the past 10 years, EPS has outperformed AOVIX with an annualized return of 14.89%, while AOVIX has yielded a comparatively lower 11.28% annualized return.
EPS
- 1D
- -0.81%
- 1M
- 4.89%
- YTD
- 11.42%
- 6M
- 11.50%
- 1Y
- 29.14%
- 3Y*
- 22.06%
- 5Y*
- 13.06%
- 10Y*
- 14.89%
AOVIX
- 1D
- 0.22%
- 1M
- 4.56%
- YTD
- 10.19%
- 6M
- 10.79%
- 1Y
- 23.26%
- 3Y*
- 16.94%
- 5Y*
- 7.98%
- 10Y*
- 11.28%
EPS vs. AOVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | 11.42% | 17.40% | 23.97% | 22.81% | -15.82% | 27.47% | 12.02% | 32.54% | -7.52% | 22.73% |
AOVIX American Century Investments One Choice Portfolio: Very Aggressive | 10.19% | 17.35% | 14.44% | 17.31% | -19.64% | 15.85% | 21.15% | 27.57% | -8.09% | 20.64% |
Correlation
The correlation between EPS and AOVIX is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2007 | 0.91 |
The correlation between EPS and AOVIX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
EPS vs. AOVIX — Risk / Return Rank
EPS
AOVIX
EPS vs. AOVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and American Century Investments One Choice Portfolio: Very Aggressive (AOVIX). 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.
| EPS | AOVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.34 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.49 | 2.34 | +1.15 |
| Martin ratioReturn relative to average drawdown | 16.29 | 9.97 | +6.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPS | AOVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | 1.90 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.50 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.66 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.49 | +0.07 |
Drawdowns
EPS vs. AOVIX - Drawdown Comparison
The maximum EPS drawdown since its inception was -54.43%, roughly equal to the maximum AOVIX drawdown of -54.18%. Use the drawdown chart below to compare losses from any high point for EPS and AOVIX.
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Drawdown Indicators
| EPS | AOVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.43% | -54.18% | -0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.39% | -10.13% | +1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -17.65% | -16.90% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.55% | -29.07% | +5.52% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -34.60% | -1.19% |
Current DrawdownCurrent decline from peak | -0.81% | 0.00% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -7.66% | -8.35% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 2.37% | -0.58% |
Volatility
EPS vs. AOVIX - Volatility Comparison
The current volatility for WisdomTree U.S. LargeCap Fund (EPS) is 2.79%, while American Century Investments One Choice Portfolio: Very Aggressive (AOVIX) has a volatility of 3.40%. This indicates that EPS experiences smaller price fluctuations and is considered to be less risky than AOVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPS | AOVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 3.40% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 9.81% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.34% | 12.43% | -1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 16.01% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 17.20% | +0.45% |
EPS vs. AOVIX - Expense Ratio Comparison
EPS has a 0.08% expense ratio, which is higher than AOVIX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EPS vs. AOVIX - Dividend Comparison
EPS's dividend yield for the trailing twelve months is around 1.14%, less than AOVIX's 7.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOVIX American Century Investments One Choice Portfolio: Very Aggressive | 7.45% | 8.21% | 1.98% | 1.59% | 12.63% | 9.86% | 8.31% | 9.10% | 10.18% | 1.81% | 4.63% | 13.85% |
EPS WisdomTree U.S. LargeCap Fund | 1.14% | 1.26% | 1.47% | 1.73% | 1.95% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% |
Frequently Asked Questions
With a correlation of 0.93, EPS and AOVIX 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.
AOVIX has higher volatility (3.40%) compared to EPS (2.79%). In terms of maximum drawdown, EPS dropped -54.43% vs AOVIX's -54.18%.
EPS currently has the higher Sharpe Ratio (2.58 vs 1.90), 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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