NTSX vs. AOR
NTSX (WisdomTree U.S. Efficient Core Fund) and AOR (iShares Core 60/40 Balanced Allocation ETF) are both Diversified Portfolio funds. NTSX is actively managed, while AOR is passively managed. Over the past 5 years, NTSX returned 8.85%/yr vs 6.73%/yr for AOR. Their correlation of 0.89 suggests significant overlap in exposure. NTSX charges 0.20%/yr vs 0.15%/yr for AOR.
Performance
NTSX vs. AOR - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with NTSX having a 6.46% return and AOR slightly lower at 6.31%.
NTSX
- 1D
- -0.89%
- 1M
- -0.87%
- YTD
- 6.46%
- 6M
- 5.53%
- 1Y
- 21.24%
- 3Y*
- 18.24%
- 5Y*
- 8.85%
- 10Y*
- —
AOR
- 1D
- -1.18%
- 1M
- -0.01%
- YTD
- 6.31%
- 6M
- 5.96%
- 1Y
- 17.17%
- 3Y*
- 13.59%
- 5Y*
- 6.73%
- 10Y*
- 8.54%
NTSX vs. AOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 6.46% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
AOR iShares Core 60/40 Balanced Allocation ETF | 6.31% | 16.44% | 10.68% | 15.75% | -15.64% | 11.19% | 11.42% | 18.91% | -6.64% |
Correlation
The correlation between NTSX and AOR is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.89 |
The correlation between NTSX and AOR has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.
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Return for Risk
NTSX vs. AOR — Risk / Return Rank
NTSX
AOR
NTSX vs. AOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and iShares Core 60/40 Balanced 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.
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.
| NTSX | AOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.36 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 2.60 | -0.27 |
| Martin ratioReturn relative to average drawdown | 9.93 | 11.13 | -1.20 |
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Drawdowns
NTSX vs. AOR - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, which is greater than AOR's maximum drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for NTSX and AOR.
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Drawdown Indicators
| NTSX | AOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -24.44% | -6.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -6.64% | -2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -9.77% | -7.05% |
Max Drawdown (5Y)Largest decline over 5 years | -31.34% | -21.72% | -9.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.95% | — |
Current DrawdownCurrent decline from peak | -3.02% | -1.53% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -3.47% | -3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.55% | +0.59% |
Volatility
NTSX vs. AOR - Volatility Comparison
WisdomTree U.S. Efficient Core Fund (NTSX) has a higher volatility of 5.26% compared to iShares Core 60/40 Balanced Allocation ETF (AOR) at 3.61%. This indicates that NTSX'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.
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Volatility by Period
| NTSX | AOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 3.61% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 7.49% | +3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 8.96% | +4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 10.64% | +6.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 10.66% | +7.63% |
NTSX vs. AOR - Expense Ratio Comparison
NTSX has a 0.20% expense ratio, which is higher than AOR's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
NTSX vs. AOR - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.10%, less than AOR's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOR iShares Core 60/40 Balanced Allocation ETF | 2.49% | 2.55% | 2.66% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.10% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, NTSX and AOR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
NTSX has higher volatility (5.26%) compared to AOR (3.61%). In terms of maximum drawdown, NTSX dropped -31.34% vs AOR's -24.44%.
On 5-year performance, NTSX leads with 8.85% vs 6.73% for AOR. On fees, AOR is cheaper at 0.15% per year. On volatility, AOR has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NTSX has performed better with a 8.85% return vs 6.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOR is cheaper with a 0.15% expense ratio, compared with 0.20% for NTSX.
AOR has the higher dividend yield at 2.49%, compared with 1.10% for NTSX.
They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.20% for NTSX and 0.15% for AOR.
AOR currently has the higher Sharpe Ratio (1.93 vs 1.63), 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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