JPRE vs. AOR
JPRE (JPMorgan Realty Income ETF) and AOR (iShares Core 60/40 Balanced Allocation ETF) are both exchange-traded funds - JPRE is a REIT fund actively managed by JPMorgan, while AOR is a Diversified Portfolio fund tracking the S&P Target Risk Growth Index. JPRE is actively managed, while AOR is passively managed. Over the past 3 years, JPRE returned 10.20%/yr vs 13.65%/yr for AOR. A 0.59 correlation means they provide meaningful diversification when combined. JPRE charges 0.50%/yr vs 0.15%/yr for AOR.
Performance
JPRE vs. AOR - Performance Comparison
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Returns By Period
In the year-to-date period, JPRE achieves a 13.29% return, which is significantly higher than AOR's 7.85% return.
JPRE
- 1D
- -0.70%
- 1M
- 3.63%
- YTD
- 13.29%
- 6M
- 12.69%
- 1Y
- 12.70%
- 3Y*
- 10.20%
- 5Y*
- —
- 10Y*
- —
AOR
- 1D
- 0.95%
- 1M
- 2.42%
- YTD
- 7.85%
- 6M
- 8.39%
- 1Y
- 19.38%
- 3Y*
- 13.65%
- 5Y*
- 7.09%
- 10Y*
- 8.58%
JPRE vs. AOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JPRE JPMorgan Realty Income ETF | 13.29% | 1.36% | 7.43% | 13.41% | -9.60% |
AOR iShares Core 60/40 Balanced Allocation ETF | 7.85% | 16.44% | 10.68% | 15.75% | -2.84% |
Correlation
The correlation between JPRE and AOR is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since May 23, 2022 | 0.59 |
Over the past year, the correlation between JPRE and AOR has dropped to 0.34 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
JPRE vs. AOR — Risk / Return Rank
JPRE
AOR
JPRE vs. AOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Realty Income ETF (JPRE) and iShares Core 60/40 Balanced Allocation ETF (AOR). 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.
| JPRE | AOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.42 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 2.93 | -1.28 |
| Martin ratioReturn relative to average drawdown | 4.55 | 12.60 | -8.05 |
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Drawdowns
JPRE vs. AOR - Drawdown Comparison
The maximum JPRE drawdown since its inception was -23.84%, roughly equal to the maximum AOR drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for JPRE and AOR.
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Drawdown Indicators
| JPRE | AOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.84% | -24.44% | +0.60% |
Max Drawdown (1Y)Largest decline over 1 year | -7.70% | -6.64% | -1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.27% | -9.77% | -6.50% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.95% | — |
Current DrawdownCurrent decline from peak | -0.70% | -0.10% | -0.60% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -3.47% | -4.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 1.54% | +1.26% |
Volatility
JPRE vs. AOR - Volatility Comparison
JPMorgan Realty Income ETF (JPRE) has a higher volatility of 5.15% compared to iShares Core 60/40 Balanced Allocation ETF (AOR) at 3.61%. This indicates that JPRE's price experiences larger fluctuations and is considered to be riskier than AOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPRE | AOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 3.61% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 7.37% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.47% | 8.84% | +4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.29% | 10.63% | +7.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 10.70% | +7.59% |
JPRE vs. AOR - Expense Ratio Comparison
JPRE has a 0.50% expense ratio, which is higher than AOR's 0.15% expense ratio.
Dividends
JPRE vs. AOR - Dividend Comparison
JPRE's dividend yield for the trailing twelve months is around 2.20%, less than AOR's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOR iShares Core 60/40 Balanced Allocation ETF | 2.46% | 2.55% | 2.66% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% |
JPRE JPMorgan Realty Income ETF | 2.20% | 2.62% | 2.21% | 3.26% | 10.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPRE and AOR have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPRE has higher volatility (5.15%) compared to AOR (3.61%). In terms of maximum drawdown, JPRE dropped -23.84% vs AOR's -24.44%.
On 3-year performance, AOR leads with 13.65% vs 10.20% for JPRE. On fees, AOR is cheaper at 0.15% per year. On volatility, AOR has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, AOR has performed better with a 13.65% return vs 10.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOR is cheaper with a 0.15% expense ratio, compared with 0.50% for JPRE.
AOR has the higher dividend yield at 2.46%, compared with 2.20% for JPRE.
JPRE is categorized as REIT, while AOR is Diversified Portfolio. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.50% for JPRE and 0.15% for AOR.
AOR currently has the higher Sharpe Ratio (2.21 vs 0.95), 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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