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TBFG vs. AOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TBFG and AOM is 0.83, 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.


Performance

TBFG vs. AOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Brinsmere Fund - Growth ETF (TBFG) and iShares Core Moderate Allocation ETF (AOM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TBFG:

0.39

AOM:

1.11

Sortino Ratio

TBFG:

0.53

AOM:

1.54

Omega Ratio

TBFG:

1.07

AOM:

1.21

Calmar Ratio

TBFG:

0.30

AOM:

1.34

Martin Ratio

TBFG:

1.15

AOM:

5.57

Ulcer Index

TBFG:

3.48%

AOM:

1.57%

Daily Std Dev

TBFG:

12.59%

AOM:

8.36%

Max Drawdown

TBFG:

-13.42%

AOM:

-19.96%

Current Drawdown

TBFG:

-3.05%

AOM:

0.00%

Returns By Period

In the year-to-date period, TBFG achieves a 0.90% return, which is significantly lower than AOM's 3.67% return.


TBFG

YTD

0.90%

1M

3.10%

6M

-2.26%

1Y

4.41%

3Y*

N/A

5Y*

N/A

10Y*

N/A

AOM

YTD

3.67%

1M

2.24%

6M

1.83%

1Y

8.68%

3Y*

6.13%

5Y*

5.16%

10Y*

4.86%

*Annualized

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The Brinsmere Fund - Growth ETF

TBFG vs. AOM - Expense Ratio Comparison

TBFG has a 0.42% expense ratio, which is higher than AOM's 0.25% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TBFG vs. AOM — Risk-Adjusted Performance Rank

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

TBFG
The Risk-Adjusted Performance Rank of TBFG is 3333
Overall Rank
The Sharpe Ratio Rank of TBFG is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of TBFG is 2929
Sortino Ratio Rank
The Omega Ratio Rank of TBFG is 3030
Omega Ratio Rank
The Calmar Ratio Rank of TBFG is 3434
Calmar Ratio Rank
The Martin Ratio Rank of TBFG is 3636
Martin Ratio Rank

AOM
The Risk-Adjusted Performance Rank of AOM is 8282
Overall Rank
The Sharpe Ratio Rank of AOM is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AOM is 8080
Sortino Ratio Rank
The Omega Ratio Rank of AOM is 8080
Omega Ratio Rank
The Calmar Ratio Rank of AOM is 8686
Calmar Ratio Rank
The Martin Ratio Rank of AOM is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TBFG vs. AOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Brinsmere Fund - Growth ETF (TBFG) 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.


The current TBFG Sharpe Ratio is 0.39, which is lower than the AOM Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of TBFG and AOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TBFG vs. AOM - Dividend Comparison

TBFG's dividend yield for the trailing twelve months is around 2.59%, less than AOM's 3.06% yield.


TTM20242023202220212020201920182017201620152014
TBFG
The Brinsmere Fund - Growth ETF
2.59%2.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AOM
iShares Core Moderate Allocation ETF
3.06%3.10%2.79%2.27%1.56%2.02%2.66%2.53%3.31%2.14%1.98%2.08%

Drawdowns

TBFG vs. AOM - Drawdown Comparison

The maximum TBFG drawdown since its inception was -13.42%, smaller than the maximum AOM drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for TBFG and AOM.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TBFG vs. AOM - Volatility Comparison

The Brinsmere Fund - Growth ETF (TBFG) has a higher volatility of 2.35% compared to iShares Core Moderate Allocation ETF (AOM) at 1.85%. This indicates that TBFG'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.


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