MITT vs. AOR

Last updated Jun 5, 2026

MITT (AG Mortgage Investment Trust, Inc.) is a stock, while AOR (iShares Core Growth Allocation ETF) is Diversified Portfolio fund tracking the S&P Target Risk Growth Index. Over the past 10 years, MITT returned -6.86%/yr vs 8.40%/yr for AOR. At a 0.41 correlation, their price movements are largely independent.

Performance

MITT vs. AOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AG Mortgage Investment Trust, Inc. (MITT) and iShares Core Growth Allocation ETF (AOR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MITT achieves a -6.60% return, which is significantly lower than AOR's 7.65% return. Over the past 10 years, MITT has underperformed AOR with an annualized return of -6.86%, while AOR has yielded a comparatively higher 8.40% annualized return.

MITT

• 1D: 1.72%
• 1M: -2.78%
• YTD: -6.60%
• 6M: -1.07%
• 1Y: 19.23%
• 3Y*: 23.43%
• 5Y*: 1.50%
• 10Y*: -6.86%

AOR

• 1D: 0.24%
• 1M: 2.53%
• YTD: 7.65%
• 6M: 8.14%
• 1Y: 19.12%
• 3Y*: 14.39%
• 5Y*: 7.00%
• 10Y*: 8.40%

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

MITT vs. AOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MITT AG Mortgage Investment Trust, Inc.	-6.60%	42.79%	17.10%	35.77%	-41.03%	24.12%	-80.68%	8.94%	-6.22%	23.62%
AOR iShares Core Growth Allocation ETF	7.65%	16.44%	10.68%	15.75%	-15.64%	11.19%	11.42%	18.91%	-5.82%	15.80%

Correlation

The correlation between MITT and AOR is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (10Y) Calculated over the trailing 10-year period	0.41
Correlation (All Time) Calculated using the full available price history since Jul 1, 2011	0.41

Return for Risk

MITT vs. AOR — Risk / Return Rank

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

MITT

MITT Risk / Return Rank: 60
MITT Sharpe Ratio Rank: 64
MITT Sortino Ratio Rank: 57
MITT Omega Ratio Rank: 55
MITT Calmar Ratio Rank: 61
MITT Martin Ratio Rank: 62

AOR

AOR Risk / Return Rank: 69
AOR Sharpe Ratio Rank: 71
AOR Sortino Ratio Rank: 73
AOR Omega Ratio Rank: 72
AOR Calmar Ratio Rank: 59
AOR Martin Ratio Rank: 69

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.

MITT vs. AOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AG Mortgage Investment Trust, Inc. (MITT) and iShares Core Growth 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.

	MITT	AOR	Difference
Sharpe ratio: Return per unit of total volatility	0.70	2.28	-1.59
Sortino ratio: Return per unit of downside risk	1.12	3.26	-2.15
Omega ratio: Gain probability vs. loss probability	1.14	1.43	-0.29
Calmar ratio: Return relative to maximum drawdown	0.93	2.89	-1.96
Martin ratio: Return relative to average drawdown	2.32	12.64	-10.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MITT vs. AOR - Sharpe Ratio Comparison

The current MITT Sharpe Ratio is 0.70, which is lower than the AOR Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of MITT and AOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MITT	AOR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	2.28	-1.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.67	-0.62
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.10	0.79	-0.89
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	0.69	-0.73

Drawdowns

MITT vs. AOR - Drawdown Comparison

The maximum MITT drawdown since its inception was -91.49%, which is greater than AOR's maximum drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for MITT and AOR.

Drawdown Indicators

	MITT	AOR	Difference
Max Drawdown Largest peak-to-trough decline	-91.49%	-24.44%	-67.05%
Max Drawdown (1Y) Largest decline over 1 year	-20.74%	-6.64%	-14.10%
Max Drawdown (3Y) Largest decline over 3 years	-25.77%	-9.77%	-16.00%
Max Drawdown (5Y) Largest decline over 5 years	-71.11%	-21.72%	-49.39%
Max Drawdown (10Y) Largest decline over 10 years	-91.49%	-22.95%	-68.54%
Current Drawdown Current decline from peak	-72.25%	-0.29%	-71.96%
Average Drawdown Average peak-to-trough decline	-38.70%	-3.47%	-35.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.32%	1.52%	+6.80%

Volatility

MITT vs. AOR - Volatility Comparison

AG Mortgage Investment Trust, Inc. (MITT) has a higher volatility of 7.31% compared to iShares Core Growth Allocation ETF (AOR) at 2.66%. This indicates that MITT'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.

Volatility by Period

	MITT	AOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.31%	2.66%	+4.65%
Volatility (6M) Calculated over the trailing 6-month period	20.09%	6.81%	+13.28%
Volatility (1Y) Calculated over the trailing 1-year period	28.11%	8.42%	+19.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.60%	10.55%	+25.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	67.64%	10.67%	+56.97%

Dividends

MITT vs. AOR - Dividend Comparison

MITT's dividend yield for the trailing twelve months is around 11.56%, more than AOR's 2.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AOR iShares Core Growth 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%
MITT AG Mortgage Investment Trust, Inc.	11.56%	9.98%	11.28%	11.34%	15.25%	7.90%	1.02%	12.32%	12.40%	10.52%	11.10%	17.72%

Frequently Asked Questions

Can I hold both MITT and AOR in my portfolio?

MITT and AOR have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MITT or AOR?

MITT has higher volatility (7.31%) compared to AOR (2.66%). In terms of maximum drawdown, MITT dropped -91.49% vs AOR's -24.44%.

Which has better risk-adjusted returns?

AOR currently has the higher Sharpe Ratio (2.28 vs 0.70), 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.