RPAR vs. AOM
Compare and contrast key facts about RPAR Risk Parity ETF (RPAR) and iShares Core Moderate Allocation ETF (AOM).
RPAR and AOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RPAR is an actively managed fund by Toroso Investments. It was launched on Dec 13, 2019. AOM is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Moderate. It was launched on Nov 4, 2008.
Performance
RPAR vs. AOM - Performance Comparison
Loading graphics...
RPAR vs. AOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RPAR RPAR Risk Parity ETF | 4.45% | 17.91% | 0.06% | 6.03% | -22.82% | 7.56% | 19.40% | 0.11% |
AOM iShares Core Moderate Allocation ETF | -0.40% | 13.28% | 7.95% | 12.38% | -14.54% | 6.93% | 10.02% | 0.75% |
Returns By Period
In the year-to-date period, RPAR achieves a 4.45% return, which is significantly higher than AOM's -0.40% return.
RPAR
- 1D
- 0.58%
- 1M
- -4.89%
- YTD
- 4.45%
- 6M
- 6.49%
- 1Y
- 16.02%
- 3Y*
- 7.42%
- 5Y*
- 2.36%
- 10Y*
- —
AOM
- 1D
- 0.36%
- 1M
- -2.76%
- YTD
- -0.40%
- 6M
- 1.26%
- 1Y
- 11.52%
- 3Y*
- 9.29%
- 5Y*
- 4.29%
- 10Y*
- 5.86%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RPAR vs. AOM - Expense Ratio Comparison
RPAR has a 0.51% expense ratio, which is higher than AOM's 0.25% expense ratio.
Return for Risk
RPAR vs. AOM — Risk / Return Rank
RPAR
AOM
RPAR vs. AOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RPAR Risk Parity ETF (RPAR) 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.
| RPAR | AOM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.40 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.89 | 2.03 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.29 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.19 | -0.17 |
Martin ratioReturn relative to average drawdown | 7.13 | 8.80 | -1.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RPAR | AOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.40 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.53 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.67 | -0.33 |
Correlation
The correlation between RPAR and AOM is 0.75, 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.
Dividends
RPAR vs. AOM - Dividend Comparison
RPAR's dividend yield for the trailing twelve months is around 2.13%, less than AOM's 2.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPAR RPAR Risk Parity ETF | 2.13% | 2.55% | 2.51% | 3.16% | 4.01% | 2.02% | 0.76% | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% |
AOM iShares Core Moderate Allocation ETF | 2.99% | 2.98% | 3.10% | 2.79% | 2.27% | 1.56% | 2.02% | 2.66% | 2.53% | 3.31% | 2.14% | 1.98% |
Drawdowns
RPAR vs. AOM - Drawdown Comparison
The maximum RPAR drawdown since its inception was -30.16%, which is greater than AOM's maximum drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for RPAR and AOM.
Loading graphics...
Drawdown Indicators
| RPAR | AOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.16% | -19.96% | -10.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.10% | -5.35% | -2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -30.16% | -19.96% | -10.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.96% | — |
Current DrawdownCurrent decline from peak | -5.42% | -3.30% | -2.12% |
Average DrawdownAverage peak-to-trough decline | -11.83% | -2.72% | -9.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 1.33% | +0.97% |
Volatility
RPAR vs. AOM - Volatility Comparison
RPAR Risk Parity ETF (RPAR) has a higher volatility of 4.61% compared to iShares Core Moderate Allocation ETF (AOM) at 3.26%. This indicates that RPAR'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.
Loading graphics...
Volatility by Period
| RPAR | AOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 3.26% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 4.89% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.74% | 8.24% | +3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.35% | 8.09% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.73% | 7.90% | +4.83% |