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MDAA vs. EAOM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDAA vs. EAOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Myriad Dynamic Asset Allocation ETF (MDAA) and iShares ESG Aware Moderate Allocation ETF (EAOM). The values are adjusted to include any dividend payments, if applicable.

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MDAA vs. EAOM - Yearly Performance Comparison


Returns By Period

In the year-to-date period, MDAA achieves a 1.51% return, which is significantly higher than EAOM's -0.60% return.


MDAA

1D
0.86%
1M
-8.03%
YTD
1.51%
6M
1Y
3Y*
5Y*
10Y*

EAOM

1D
0.38%
1M
-2.76%
YTD
-0.60%
6M
0.88%
1Y
10.92%
3Y*
8.70%
5Y*
3.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDAA vs. EAOM - Expense Ratio Comparison

MDAA has a 0.97% expense ratio, which is higher than EAOM's 0.18% expense ratio.


Return for Risk

MDAA vs. EAOM — Risk / Return Rank

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

MDAA

EAOM
EAOM Risk / Return Rank: 7373
Overall Rank
EAOM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EAOM Sortino Ratio Rank: 7575
Sortino Ratio Rank
EAOM Omega Ratio Rank: 7272
Omega Ratio Rank
EAOM Calmar Ratio Rank: 7171
Calmar Ratio Rank
EAOM Martin Ratio Rank: 7474
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.

MDAA vs. EAOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Myriad Dynamic Asset Allocation ETF (MDAA) and iShares ESG Aware Moderate Allocation ETF (EAOM). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MDAA vs. EAOM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MDAAEAOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.65

-0.54

Correlation

The correlation between MDAA and EAOM is 0.86, 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

MDAA vs. EAOM - Dividend Comparison

MDAA's dividend yield for the trailing twelve months is around 0.45%, less than EAOM's 2.91% yield.


TTM202520242023202220212020
MDAA
Myriad Dynamic Asset Allocation ETF
0.45%0.46%0.00%0.00%0.00%0.00%0.00%
EAOM
iShares ESG Aware Moderate Allocation ETF
2.91%2.89%2.89%2.70%1.93%1.32%1.02%

Drawdowns

MDAA vs. EAOM - Drawdown Comparison

The maximum MDAA drawdown since its inception was -14.59%, smaller than the maximum EAOM drawdown of -20.73%. Use the drawdown chart below to compare losses from any high point for MDAA and EAOM.


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Drawdown Indicators


MDAAEAOMDifference

Max Drawdown

Largest peak-to-trough decline

-14.59%

-20.73%

+6.14%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-20.73%

Current Drawdown

Current decline from peak

-10.23%

-3.31%

-6.92%

Average Drawdown

Average peak-to-trough decline

-3.16%

-5.09%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

Volatility

MDAA vs. EAOM - Volatility Comparison


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Volatility by Period


MDAAEAOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

22.28%

8.04%

+14.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.28%

8.01%

+14.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.28%

7.91%

+14.37%