NTSX vs. AOA
Compare and contrast key facts about WisdomTree U.S. Efficient Core Fund (NTSX) and iShares Core Aggressive Allocation ETF (AOA).
NTSX and AOA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018. AOA is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Aggressive Index. It was launched on Nov 4, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTSX or AOA.
Performance
NTSX vs. AOA - Performance Comparison
Returns By Period
In the year-to-date period, NTSX achieves a 21.79% return, which is significantly higher than AOA's 14.31% return.
NTSX
21.79%
0.49%
11.61%
29.37%
11.84%
N/A
AOA
14.31%
-1.27%
5.87%
20.31%
8.84%
7.77%
Key characteristics
| NTSX | AOA | |
|---|---|---|
| Sharpe Ratio | 2.43 | 2.17 |
| Sortino Ratio | 3.31 | 3.03 |
| Omega Ratio | 1.43 | 1.39 |
| Calmar Ratio | 2.00 | 3.24 |
| Martin Ratio | 15.83 | 13.82 |
| Ulcer Index | 1.92% | 1.51% |
| Daily Std Dev | 12.46% | 9.63% |
| Max Drawdown | -31.34% | -28.38% |
| Current Drawdown | -1.29% | -1.73% |
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NTSX vs. AOA - Expense Ratio Comparison
NTSX has a 0.20% expense ratio, which is lower than AOA's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between NTSX and AOA 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.
Risk-Adjusted Performance
NTSX vs. AOA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and iShares Core Aggressive Allocation ETF (AOA). 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.
Dividends
NTSX vs. AOA - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.05%, less than AOA's 2.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.05% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AOA iShares Core Aggressive Allocation ETF | 2.11% | 2.22% | 2.10% | 1.67% | 1.71% | 2.50% | 2.37% | 5.09% | 2.02% | 2.15% | 2.18% | 1.84% |
Drawdowns
NTSX vs. AOA - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, which is greater than AOA's maximum drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for NTSX and AOA. For additional features, visit the drawdowns tool.
Volatility
NTSX vs. AOA - Volatility Comparison
WisdomTree U.S. Efficient Core Fund (NTSX) has a higher volatility of 3.90% compared to iShares Core Aggressive Allocation ETF (AOA) at 2.68%. This indicates that NTSX's price experiences larger fluctuations and is considered to be riskier than AOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.