FXED vs. EAOR

Last updated Apr 1, 2026

Compare and contrast key facts about Sound Enhanced Fixed Income ETF (FXED) and iShares ESG Aware Growth Allocation ETF (EAOR).

FXED and EAOR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXED is an actively managed fund by Sound Income Strategies. It was launched on Dec 30, 2020. EAOR is a passively managed fund by iShares that tracks the performance of the BlackRock ESG Aware Growth Allocation Index. It was launched on Jun 12, 2020.

Performance

FXED vs. EAOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sound Enhanced Fixed Income ETF (FXED) and iShares ESG Aware Growth Allocation ETF (EAOR). The values are adjusted to include any dividend payments, if applicable.

FXED vs. EAOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FXED Sound Enhanced Fixed Income ETF	-2.60%	5.77%	5.18%	15.09%	-14.68%	9.75%
EAOR iShares ESG Aware Growth Allocation ETF	-1.51%	15.59%	10.69%	14.96%	-16.66%	10.51%

Returns By Period

In the year-to-date period, FXED achieves a -2.60% return, which is significantly lower than EAOR's -1.51% return.

FXED

• 1D: 0.67%
• 1M: -1.93%
• YTD: -2.60%
• 6M: -2.71%
• 1Y: 1.72%
• 3Y*: 6.24%
• 5Y*: 2.61%
• 10Y*: —

EAOR

• 1D: 1.89%
• 1M: -4.45%
• YTD: -1.51%
• 6M: 0.75%
• 1Y: 13.98%
• 3Y*: 11.11%
• 5Y*: 5.30%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FXED vs. EAOR - Expense Ratio Comparison

FXED has a 2.33% expense ratio, which is higher than EAOR's 0.18% expense ratio.

FXED

Sound Enhanced Fixed Income ETF

EAOR

iShares ESG Aware Growth Allocation ETF

Return for Risk

FXED vs. EAOR — Risk / Return Rank

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

FXED

FXED Risk / Return Rank: 17
FXED Sharpe Ratio Rank: 17
FXED Sortino Ratio Rank: 15
FXED Omega Ratio Rank: 15
FXED Calmar Ratio Rank: 18
FXED Martin Ratio Rank: 18

EAOR

EAOR Risk / Return Rank: 73
EAOR Sharpe Ratio Rank: 71
EAOR Sortino Ratio Rank: 73
EAOR Omega Ratio Rank: 72
EAOR Calmar Ratio Rank: 71
EAOR Martin Ratio Rank: 76

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.

FXED vs. EAOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sound Enhanced Fixed Income ETF (FXED) and iShares ESG Aware Growth Allocation ETF (EAOR). 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.

	FXED	EAOR	Difference
Sharpe ratio Return per unit of total volatility	0.20	1.27	-1.07
Sortino ratio Return per unit of downside risk	0.33	1.85	-1.52
Omega ratio Gain probability vs. loss probability	1.04	1.27	-0.22
Calmar ratio Return relative to maximum drawdown	0.29	1.81	-1.53
Martin ratio Return relative to average drawdown	0.88	8.06	-7.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FXED vs. EAOR - Sharpe Ratio Comparison

The current FXED Sharpe Ratio is 0.20, which is lower than the EAOR Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of FXED and EAOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FXED	EAOR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.20	1.27	-1.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.51	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.74	-0.39

Correlation

The correlation between FXED and EAOR is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FXED vs. EAOR - Dividend Comparison

FXED's dividend yield for the trailing twelve months is around 7.24%, more than EAOR's 2.48% yield.

	TTM	2025	2024	2023	2022	2021	2020
FXED Sound Enhanced Fixed Income ETF	7.24%	6.96%	6.70%	5.65%	5.94%	4.59%	0.00%
EAOR iShares ESG Aware Growth Allocation ETF	2.48%	2.45%	2.52%	2.39%	1.99%	1.39%	1.07%

Drawdowns

FXED vs. EAOR - Drawdown Comparison

The maximum FXED drawdown since its inception was -19.70%, smaller than the maximum EAOR drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for FXED and EAOR.

Drawdown Indicators

	FXED	EAOR	Difference
Max Drawdown Largest peak-to-trough decline	-19.70%	-22.91%	+3.21%
Max Drawdown (1Y) Largest decline over 1 year	-6.59%	-7.80%	+1.21%
Max Drawdown (5Y) Largest decline over 5 years	-19.70%	-22.91%	+3.21%
Current Drawdown Current decline from peak	-4.41%	-4.80%	+0.39%
Average Drawdown Average peak-to-trough decline	-4.88%	-5.18%	+0.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	1.75%	+0.39%

Volatility

FXED vs. EAOR - Volatility Comparison

The current volatility for Sound Enhanced Fixed Income ETF (FXED) is 2.64%, while iShares ESG Aware Growth Allocation ETF (EAOR) has a volatility of 4.28%. This indicates that FXED experiences smaller price fluctuations and is considered to be less risky than EAOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FXED	EAOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.64%	4.28%	-1.64%
Volatility (6M) Calculated over the trailing 6-month period	5.08%	6.59%	-1.51%
Volatility (1Y) Calculated over the trailing 1-year period	8.73%	11.09%	-2.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.73%	10.46%	-1.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.63%	10.41%	-1.78%