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ITDB vs. AOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITDB vs. AOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2030 ETF (ITDB) and iShares Core Moderate Allocation ETF (AOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ITDB achieves a 6.40% return, which is significantly higher than AOM's 5.19% return.


ITDB

1D
-0.20%
1M
0.95%
YTD
6.40%
6M
6.39%
1Y
16.46%
3Y*
5Y*
10Y*

AOM

1D
-0.18%
1M
0.97%
YTD
5.19%
6M
5.24%
1Y
14.28%
3Y*
10.86%
5Y*
4.86%
10Y*
6.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITDB vs. AOM - Yearly Performance Comparison


2026 (YTD)202520242023
ITDB
Ishares Lifepath Target Date 2030 ETF
6.40%14.58%9.65%11.73%
AOM
iShares Core Moderate Allocation ETF
5.19%13.28%7.95%9.61%

Correlation

The correlation between ITDB and AOM is 0.94, 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

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2023

0.95

The correlation between ITDB and AOM has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

ITDB vs. AOM — Risk / Return Rank

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

ITDB
ITDB Risk / Return Rank: 6969
Overall Rank
ITDB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ITDB Sortino Ratio Rank: 7272
Sortino Ratio Rank
ITDB Omega Ratio Rank: 7272
Omega Ratio Rank
ITDB Calmar Ratio Rank: 6161
Calmar Ratio Rank
ITDB Martin Ratio Rank: 7070
Martin Ratio Rank

AOM
AOM Risk / Return Rank: 6666
Overall Rank
AOM Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AOM Sortino Ratio Rank: 6969
Sortino Ratio Rank
AOM Omega Ratio Rank: 6868
Omega Ratio Rank
AOM Calmar Ratio Rank: 5858
Calmar Ratio Rank
AOM Martin Ratio Rank: 6868
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.

ITDB vs. AOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2030 ETF (ITDB) and iShares Core Moderate Allocation ETF (AOM). 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.


ITDBAOMDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.41

1.39

+0.02

Calmar ratioReturn relative to maximum drawdown

2.92

2.81

+0.11

Martin ratioReturn relative to average drawdown

12.64

12.09

+0.54

ITDB vs. AOM - Sharpe Ratio Comparison

The current ITDB Sharpe Ratio is 2.18, which is comparable to the AOM Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of ITDB and AOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ITDB vs. AOM - Drawdown Comparison

The maximum ITDB drawdown since its inception was -8.41%, smaller than the maximum AOM drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for ITDB and AOM.


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Drawdown Indicators


ITDBAOMDifference

Max Drawdown

Largest peak-to-trough decline

-8.41%

-19.96%

+11.55%

Max Drawdown (1Y)

Largest decline over 1 year

-5.66%

-5.11%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-6.85%

Max Drawdown (5Y)

Largest decline over 5 years

-19.96%

Max Drawdown (10Y)

Largest decline over 10 years

-19.96%

Current Drawdown

Current decline from peak

-0.40%

-0.28%

-0.12%

Average Drawdown

Average peak-to-trough decline

-0.94%

-2.69%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

1.18%

+0.13%

Volatility

ITDB vs. AOM - Volatility Comparison

Ishares Lifepath Target Date 2030 ETF (ITDB) and iShares Core Moderate Allocation ETF (AOM) have volatilities of 2.79% and 2.66%, 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.


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Volatility by Period


ITDBAOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

2.66%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

6.35%

5.68%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

7.59%

6.90%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.67%

8.21%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.67%

7.96%

+0.71%

ITDB vs. AOM - Expense Ratio Comparison

ITDB has a 0.09% expense ratio, which is lower than AOM's 0.25% 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

ITDB vs. AOM - Dividend Comparison

ITDB's dividend yield for the trailing twelve months is around 1.93%, less than AOM's 2.98% yield.


PositionTTM20252024202320222021202020192018201720162015
AOM
iShares Core Moderate Allocation ETF
2.98%2.98%3.10%2.79%2.27%1.56%2.02%2.66%2.53%3.31%2.14%1.98%
ITDB
Ishares Lifepath Target Date 2030 ETF
1.93%2.05%1.96%0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, ITDB and AOM 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.

ITDB has higher volatility (2.79%) compared to AOM (2.66%). In terms of maximum drawdown, ITDB dropped -8.41% vs AOM's -19.96%.

On 1-year performance, ITDB leads with 16.46% vs 14.28% for AOM. On fees, ITDB is cheaper at 0.09% per year. On volatility, AOM has been the lower-risk option at 2.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ITDB has performed better with a 16.46% return vs 14.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITDB is cheaper with a 0.09% expense ratio, compared with 0.25% for AOM.

AOM has the higher dividend yield at 2.98%, compared with 1.93% for ITDB.

ITDB is categorized as Target Retirement Date, while AOM is Diversified Portfolio. Their fees differ too: 0.09% for ITDB and 0.25% for AOM.

ITDB currently has the higher Sharpe Ratio (2.18 vs 2.08), 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.

Portfolio Optimizer

Find the right allocation for ITDB and AOM

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