MSMR vs. AOM
MSMR (McElhenny Sheffield Managed Risk ETF) and AOM (iShares Core Moderate Allocation ETF) are both Diversified Portfolio funds. MSMR is actively managed, while AOM is passively managed. Over the past 3 years, MSMR returned 12.53%/yr vs 9.93%/yr for AOM. Their 0.59 correlation means they have sometimes moved together and sometimes differently. MSMR charges 0.97%/yr vs 0.25%/yr for AOM.
Performance
MSMR vs. AOM - Performance Comparison
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Returns By Period
In the year-to-date period, MSMR achieves a 0.14% return, which is significantly lower than AOM's 4.36% return.
MSMR
- 1D
- -1.57%
- 1M
- -2.13%
- 6M
- -1.62%
- YTD
- 0.14%
- 1Y
- 11.18%
- 3Y*
- 12.53%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 8.59%
AOM
- 1D
- 0.00%
- 1M
- -0.55%
- 6M
- 2.85%
- YTD
- 4.36%
- 1Y
- 10.81%
- 3Y*
- 9.93%
- 5Y*
- 4.40%
- 10Y*
- 5.98%
- ALL TIME*
- 7.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.08M | $6.99M | $7.49M | |
| $432.07K | $432.95K | $679.96K |
MSMR vs. AOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MSMR McElhenny Sheffield Managed Risk ETF | 0.14% | 17.06% | 21.58% | 18.77% | -11.88% | -1.25% |
AOM iShares Core Moderate Allocation ETF | 4.36% | 13.28% | 7.95% | 12.38% | -14.54% | 0.12% |
Correlation
The correlation between MSMR and AOM is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2021 | 0.59 |
The correlation between MSMR and AOM has been stable across timeframes, ranging from 0.59 to 0.69 - a consistent structural relationship.
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Return for Risk
MSMR vs. AOM — Risk / Return Rank
MSMR
AOM
MSMR vs. AOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McElhenny Sheffield Managed Risk ETF (MSMR) 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.
| MSMR | AOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.28 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.08 | -0.94 |
| Martin ratioReturn relative to average drawdown | 3.14 | 8.68 | -5.54 |
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Drawdowns
MSMR vs. AOM - Drawdown Comparison
The maximum MSMR drawdown since its inception was -14.86%, smaller than the maximum AOM drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for MSMR and AOM.
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Drawdown Indicators
| MSMR | AOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.86% | -19.96% | +5.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.43% | -5.11% | -3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -8.84% | -6.54% | -2.30% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.96% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.96% | — |
Current DrawdownCurrent decline from peak | -7.76% | -1.07% | -6.69% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -2.68% | -2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 1.22% | +1.82% |
Volatility
MSMR vs. AOM - Volatility Comparison
McElhenny Sheffield Managed Risk ETF (MSMR) has a higher volatility of 3.91% compared to iShares Core Moderate Allocation ETF (AOM) at 2.14%. This indicates that MSMR's price experiences larger fluctuations and is considered to be riskier than AOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSMR | AOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 2.14% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 5.90% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 7.06% | +5.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.36% | 8.25% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.36% | 7.95% | +2.41% |
MSMR vs. AOM - Expense Ratio Comparison
MSMR has a 0.97% expense ratio, which is higher than AOM's 0.25% expense ratio.
Dividends
MSMR vs. AOM - Dividend Comparison
MSMR's dividend yield for the trailing twelve months is around 1.86%, less than AOM's 3.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOM iShares Core Moderate Allocation ETF | 3.09% | 2.98% | 3.10% | 2.79% | 2.27% | 1.56% | 2.02% | 2.66% | 2.53% | 3.31% | 2.14% | 1.98% |
MSMR McElhenny Sheffield Managed Risk ETF | 1.86% | 1.51% | 2.26% | 0.81% | 0.65% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSMR and AOM have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSMR has higher volatility (3.91%) compared to AOM (2.14%). In terms of maximum drawdown, MSMR dropped -14.86% vs AOM's -19.96%.
On 3-year performance, MSMR leads with 12.53% vs 9.93% for AOM. On fees, AOM is cheaper at 0.25% per year. On volatility, AOM has been the lower-risk option at 2.14%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, MSMR has performed better with a 12.53% return vs 9.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOM is cheaper with a 0.25% expense ratio, compared with 0.97% for MSMR.
AOM has the higher dividend yield at 3.09%, compared with 1.86% for MSMR.
They also come from different issuers: McElhenny Sheffield and iShares. Their fees differ too: 0.97% for MSMR and 0.25% for AOM.
AOM currently has the higher Sharpe Ratio (1.50 vs 0.74), 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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