MVFD vs. EAOA
MVFD (Monarch Volume Factor Dividend Tree ETF) and EAOA (iShares ESG Aware Aggressive Allocation ETF) are both Diversified Portfolio funds - MVFD tracks the Monarch Volume Factor Dividend Tree Index while EAOA tracks the BlackRock ESG Aware Aggressive Allocation Index. Both are passively managed. Over the past year, MVFD returned 22.49% vs 19.83% for EAOA. Their 0.63 correlation means they have sometimes moved together and sometimes differently. MVFD charges 1.19%/yr vs 0.18%/yr for EAOA.
Performance
MVFD vs. EAOA - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with MVFD having a 9.82% return and EAOA slightly lower at 9.37%.
MVFD
- 1D
- 0.78%
- 1M
- 2.73%
- 6M
- 2.67%
- YTD
- 9.82%
- 1Y
- 22.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.66%
EAOA
- 1D
- 0.37%
- 1M
- -0.07%
- 6M
- 6.89%
- YTD
- 9.37%
- 1Y
- 19.83%
- 3Y*
- 15.23%
- 5Y*
- 8.17%
- 10Y*
- —
- ALL TIME*
- 11.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $23.58K | $40.91K | $70.98K | |
| $419.22K | $545.63K | $381.56K |
MVFD vs. EAOA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MVFD Monarch Volume Factor Dividend Tree ETF | 9.82% | 10.09% | 5.47% |
EAOA iShares ESG Aware Aggressive Allocation ETF | 9.37% | 18.41% | 9.27% |
Correlation
The correlation between MVFD and EAOA is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024 | 0.63 |
The correlation between MVFD and EAOA shifts across timeframes, from 0.47 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MVFD vs. EAOA — Risk / Return Rank
MVFD
EAOA
MVFD vs. EAOA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monarch Volume Factor Dividend Tree ETF (MVFD) and iShares ESG Aware Aggressive Allocation ETF (EAOA). 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.
| MVFD | EAOA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.29 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 2.30 | +0.07 |
| Martin ratioReturn relative to average drawdown | 6.68 | 9.67 | -3.00 |
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Drawdowns
MVFD vs. EAOA - Drawdown Comparison
The maximum MVFD drawdown since its inception was -19.07%, smaller than the maximum EAOA drawdown of -25.06%. Use the drawdown chart below to compare losses from any high point for MVFD and EAOA.
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Drawdown Indicators
| MVFD | EAOA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.07% | -25.06% | +5.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.08% | -8.17% | -0.91% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.84% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.06% | — |
Current DrawdownCurrent decline from peak | -1.59% | -1.22% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -5.21% | +1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 1.94% | +1.28% |
Volatility
MVFD vs. EAOA - Volatility Comparison
The current volatility for Monarch Volume Factor Dividend Tree ETF (MVFD) is 2.79%, while iShares ESG Aware Aggressive Allocation ETF (EAOA) has a volatility of 3.36%. This indicates that MVFD experiences smaller price fluctuations and is considered to be less risky than EAOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MVFD | EAOA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 3.36% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 9.76% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 11.73% | +3.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.74% | 13.39% | +3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 13.16% | +3.58% |
MVFD vs. EAOA - Expense Ratio Comparison
MVFD has a 1.19% expense ratio, which is higher than EAOA's 0.18% expense ratio.
Dividends
MVFD vs. EAOA - Dividend Comparison
MVFD's dividend yield for the trailing twelve months is around 1.51%, less than EAOA's 1.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 1.99% | 2.10% | 2.09% | 2.21% | 1.93% | 1.48% | 1.12% |
MVFD Monarch Volume Factor Dividend Tree ETF | 1.51% | 1.34% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MVFD and EAOA 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.
EAOA has higher volatility (3.36%) compared to MVFD (2.79%). In terms of maximum drawdown, MVFD dropped -19.07% vs EAOA's -25.06%.
On 1-year performance, MVFD leads with 22.49% vs 19.83% for EAOA. On fees, EAOA is cheaper at 0.18% per year. On volatility, MVFD has been the lower-risk option at 2.79%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, MVFD has performed better with a 22.49% return vs 19.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOA is cheaper with a 0.18% expense ratio, compared with 1.19% for MVFD.
EAOA has the higher dividend yield at 1.99%, compared with 1.51% for MVFD.
MVFD tracks Monarch Volume Factor Dividend Tree Index, while EAOA tracks BlackRock ESG Aware Aggressive Allocation Index. They also come from different issuers: Monarch and iShares. Their fees differ too: 1.19% for MVFD and 0.18% for EAOA.
EAOA currently has the higher Sharpe Ratio (1.60 vs 1.44), 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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