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FPAG vs. AOA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPAG vs. AOA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FPA Global Equity ETF (FPAG) and iShares Core Aggressive Allocation ETF (AOA). The values are adjusted to include any dividend payments, if applicable.

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FPAG vs. AOA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FPAG
FPA Global Equity ETF
-1.48%25.17%15.64%29.55%-17.87%2.93%
AOA
iShares Core Aggressive Allocation ETF
-0.59%19.59%13.55%18.27%-16.23%2.37%

Returns By Period

In the year-to-date period, FPAG achieves a -1.48% return, which is significantly lower than AOA's -0.59% return.


FPAG

1D
0.74%
1M
-6.59%
YTD
-1.48%
6M
2.35%
1Y
23.55%
3Y*
19.25%
5Y*
10Y*

AOA

1D
0.61%
1M
-4.11%
YTD
-0.59%
6M
1.92%
1Y
18.69%
3Y*
14.47%
5Y*
7.97%
10Y*
9.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPAG vs. AOA - Expense Ratio Comparison

FPAG has a 0.49% expense ratio, which is higher than AOA's 0.25% expense ratio.


Return for Risk

FPAG vs. AOA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FPAG
FPAG Risk / Return Rank: 6868
Overall Rank
FPAG Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FPAG Sortino Ratio Rank: 6969
Sortino Ratio Rank
FPAG Omega Ratio Rank: 6969
Omega Ratio Rank
FPAG Calmar Ratio Rank: 7070
Calmar Ratio Rank
FPAG Martin Ratio Rank: 6666
Martin Ratio Rank

AOA
AOA Risk / Return Rank: 7575
Overall Rank
AOA Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AOA Sortino Ratio Rank: 7676
Sortino Ratio Rank
AOA Omega Ratio Rank: 7575
Omega Ratio Rank
AOA Calmar Ratio Rank: 7474
Calmar Ratio Rank
AOA Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FPAG vs. AOA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FPA Global Equity ETF (FPAG) and iShares Core Aggressive Allocation ETF (AOA). 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.


FPAGAOADifference

Sharpe ratio

Return per unit of total volatility

1.21

1.35

-0.14

Sortino ratio

Return per unit of downside risk

1.80

1.97

-0.16

Omega ratio

Gain probability vs. loss probability

1.26

1.29

-0.03

Calmar ratio

Return relative to maximum drawdown

1.92

1.98

-0.06

Martin ratio

Return relative to average drawdown

7.02

8.82

-1.80

FPAG vs. AOA - Sharpe Ratio Comparison

The current FPAG Sharpe Ratio is 1.21, which is comparable to the AOA Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of FPAG and AOA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FPAGAOADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.35

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.65

-0.09

Correlation

The correlation between FPAG and AOA is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FPAG vs. AOA - Dividend Comparison

FPAG's dividend yield for the trailing twelve months is around 1.54%, less than AOA's 2.19% yield.


TTM20252024202320222021202020192018201720162015
FPAG
FPA Global Equity ETF
1.54%1.99%1.42%1.51%1.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AOA
iShares Core Aggressive Allocation ETF
2.19%2.18%2.30%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.26%2.15%

Drawdowns

FPAG vs. AOA - Drawdown Comparison

The maximum FPAG drawdown since its inception was -28.43%, roughly equal to the maximum AOA drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for FPAG and AOA.


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Drawdown Indicators


FPAGAOADifference

Max Drawdown

Largest peak-to-trough decline

-28.43%

-28.38%

-0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-9.62%

-2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-23.62%

Max Drawdown (10Y)

Largest decline over 10 years

-28.38%

Current Drawdown

Current decline from peak

-8.53%

-5.18%

-3.35%

Average Drawdown

Average peak-to-trough decline

-6.51%

-4.08%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.16%

+1.21%

Volatility

FPAG vs. AOA - Volatility Comparison

FPA Global Equity ETF (FPAG) has a higher volatility of 6.47% compared to iShares Core Aggressive Allocation ETF (AOA) at 5.28%. This indicates that FPAG's price experiences larger fluctuations and is considered to be riskier than AOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPAGAOADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

5.28%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.03%

8.34%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

19.56%

13.87%

+5.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.50%

12.92%

+6.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.50%

13.51%

+5.99%