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SMH vs. AOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMH vs. AOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Semiconductor ETF (SMH) and iShares Core 60/40 Balanced Allocation ETF (AOR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMH achieves a 79.69% return, which is significantly higher than AOR's 7.85% return. Over the past 10 years, SMH has outperformed AOR with an annualized return of 38.18%, while AOR has yielded a comparatively lower 8.58% annualized return.


SMH

1D
4.38%
1M
16.31%
YTD
79.69%
6M
83.94%
1Y
152.58%
3Y*
62.32%
5Y*
39.72%
10Y*
38.18%

AOR

1D
0.95%
1M
2.42%
YTD
7.85%
6M
8.39%
1Y
19.38%
3Y*
13.65%
5Y*
7.09%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMH vs. AOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMH
VanEck Semiconductor ETF
79.69%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%38.48%
AOR
iShares Core 60/40 Balanced Allocation ETF
7.85%16.44%10.68%15.75%-15.64%11.19%11.42%18.91%-5.82%15.80%

Correlation

The correlation between SMH and AOR is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2008

0.71

The correlation between SMH and AOR has been stable across timeframes, ranging from 0.71 to 0.74 - a consistent structural relationship.

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Return for Risk

SMH vs. AOR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SMH
SMH Risk / Return Rank: 9696
Overall Rank
SMH Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9595
Sortino Ratio Rank
SMH Omega Ratio Rank: 9595
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH Martin Ratio Rank: 9797
Martin Ratio Rank

AOR
AOR Risk / Return Rank: 7575
Overall Rank
AOR Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AOR Sortino Ratio Rank: 7979
Sortino Ratio Rank
AOR Omega Ratio Rank: 7979
Omega Ratio Rank
AOR Calmar Ratio Rank: 6464
Calmar Ratio Rank
AOR Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SMH vs. AOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor ETF (SMH) 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.


SMHAORDifference
Sharpe ratioReturn per unit of total volatility

+2.40

Sortino ratioReturn per unit of downside risk

+1.48

Omega ratioGain probability vs. loss probability

1.65

1.42

+0.24

Calmar ratioReturn relative to maximum drawdown

10.28

2.93

+7.35

Martin ratioReturn relative to average drawdown

37.77

12.60

+25.17

SMH vs. AOR - Sharpe Ratio Comparison

The current SMH Sharpe Ratio is 4.61, which is higher than the AOR Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SMH and AOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SMH vs. AOR - Drawdown Comparison

The maximum SMH drawdown since its inception was -84.96%, which is greater than AOR's maximum drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for SMH and AOR.


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Drawdown Indicators


SMHAORDifference

Max Drawdown

Largest peak-to-trough decline

-84.96%

-24.44%

-60.52%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

-6.64%

-8.29%

Max Drawdown (3Y)

Largest decline over 3 years

-35.74%

-9.77%

-25.97%

Max Drawdown (5Y)

Largest decline over 5 years

-45.30%

-21.72%

-23.58%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

-22.95%

-22.35%

Current Drawdown

Current decline from peak

0.00%

-0.10%

+0.10%

Average Drawdown

Average peak-to-trough decline

-41.04%

-3.47%

-37.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

1.54%

+2.52%

Volatility

SMH vs. AOR - Volatility Comparison

VanEck Semiconductor ETF (SMH) has a higher volatility of 16.71% compared to iShares Core 60/40 Balanced Allocation ETF (AOR) at 3.61%. This indicates that SMH'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


SMHAORDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.71%

3.61%

+13.10%

Volatility (6M)

Calculated over the trailing 6-month period

27.97%

7.37%

+20.60%

Volatility (1Y)

Calculated over the trailing 1-year period

33.39%

8.84%

+24.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.53%

10.63%

+24.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.86%

10.70%

+22.16%

SMH vs. AOR - Expense Ratio Comparison

SMH has a 0.35% expense ratio, which is higher than AOR's 0.15% expense ratio.


Dividends

SMH vs. AOR - Dividend Comparison

SMH's dividend yield for the trailing twelve months is around 0.17%, less than AOR's 2.46% yield.


PositionTTM20252024202320222021202020192018201720162015
AOR
iShares Core 60/40 Balanced Allocation ETF
2.46%2.55%2.66%2.50%2.12%1.64%1.89%2.56%2.49%4.51%2.16%2.12%
SMH
VanEck Semiconductor ETF
0.17%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Frequently Asked Questions


SMH and AOR have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMH has higher volatility (16.71%) compared to AOR (3.61%). In terms of maximum drawdown, SMH dropped -84.96% vs AOR's -24.44%.

On 10-year performance, SMH leads with 38.18% vs 8.58% 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 10-year period, SMH has performed better with a 38.18% return vs 8.58%. 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 0.35% for SMH.

AOR has the higher dividend yield at 2.46%, compared with 0.17% for SMH.

SMH is categorized as Semiconductors, while AOR is Diversified Portfolio. SMH tracks MVIS US Listed Semiconductor 25 Index, while AOR tracks S&P Target Risk Growth Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.35% for SMH and 0.15% for AOR.

SMH currently has the higher Sharpe Ratio (4.61 vs 2.21), 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.

Portfolio Optimizer

Find the right allocation for SMH and AOR

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