PortfoliosLab logoPortfoliosLab logo
MDAA vs. EAOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDAA vs. EAOR - 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 Growth Allocation ETF (EAOR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MDAA vs. EAOR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, MDAA achieves a 0.65% return, which is significantly higher than EAOR's -1.51% return.


MDAA

1D
4.21%
1M
-9.77%
YTD
0.65%
6M
1Y
3Y*
5Y*
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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MDAA vs. EAOR - Expense Ratio Comparison

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


Return for Risk

MDAA vs. EAOR — Risk / Return Rank

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

MDAA

EAOR
EAOR Risk / Return Rank: 7373
Overall Rank
EAOR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
EAOR Sortino Ratio Rank: 7373
Sortino Ratio Rank
EAOR Omega Ratio Rank: 7272
Omega Ratio Rank
EAOR Calmar Ratio Rank: 7171
Calmar Ratio Rank
EAOR Martin Ratio Rank: 7676
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. EAOR - 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 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.


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

MDAA vs. EAOR - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


MDAAEAORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.74

-0.71

Correlation

The correlation between MDAA and EAOR is 0.90, 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. EAOR - Dividend Comparison

MDAA's dividend yield for the trailing twelve months is around 0.46%, less than EAOR's 2.48% yield.


TTM202520242023202220212020
MDAA
Myriad Dynamic Asset Allocation ETF
0.46%0.46%0.00%0.00%0.00%0.00%0.00%
EAOR
iShares ESG Aware Growth Allocation ETF
2.48%2.45%2.52%2.39%1.99%1.39%1.07%

Drawdowns

MDAA vs. EAOR - Drawdown Comparison

The maximum MDAA drawdown since its inception was -14.59%, smaller than the maximum EAOR drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for MDAA and EAOR.


Loading graphics...

Drawdown Indicators


MDAAEAORDifference

Max Drawdown

Largest peak-to-trough decline

-14.59%

-22.91%

+8.32%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

Current Drawdown

Current decline from peak

-11.00%

-4.80%

-6.20%

Average Drawdown

Average peak-to-trough decline

-3.11%

-5.18%

+2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

Volatility

MDAA vs. EAOR - Volatility Comparison


Loading graphics...

Volatility by Period


MDAAEAORDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.59%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

11.09%

+11.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

10.46%

+11.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.34%

10.41%

+11.93%