USAF vs. EAOM
USAF (Atlas America Fund) and EAOM (iShares ESG Aware Moderate Allocation ETF) are both Diversified Portfolio funds. USAF is actively managed, while EAOM is passively managed. Over the past year, USAF returned 6.07% vs 14.66% for EAOM. At a 0.25 correlation, their price movements are largely independent. USAF charges 0.89%/yr vs 0.18%/yr for EAOM.
Performance
USAF vs. EAOM - Performance Comparison
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Returns By Period
In the year-to-date period, USAF achieves a 2.08% return, which is significantly lower than EAOM's 5.08% return.
USAF
- 1D
- -0.37%
- 1M
- -0.68%
- YTD
- 2.08%
- 6M
- 2.69%
- 1Y
- 6.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAOM
- 1D
- -0.45%
- 1M
- 2.36%
- YTD
- 5.08%
- 6M
- 5.24%
- 1Y
- 14.66%
- 3Y*
- 10.47%
- 5Y*
- 4.28%
- 10Y*
- —
USAF vs. EAOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
USAF Atlas America Fund | 2.08% | 9.09% | 0.23% |
EAOM iShares ESG Aware Moderate Allocation ETF | 5.08% | 12.90% | -0.53% |
Correlation
The correlation between USAF and EAOM is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2024 | 0.25 |
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Return for Risk
USAF vs. EAOM — Risk / Return Rank
USAF
EAOM
USAF vs. EAOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Atlas America Fund (USAF) and iShares ESG Aware Moderate Allocation ETF (EAOM). 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.
| USAF | EAOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.43 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 2.85 | -1.48 |
| Martin ratioReturn relative to average drawdown | 3.27 | 12.53 | -9.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USAF | EAOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 2.29 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.32 | 0.76 | +0.57 |
Drawdowns
USAF vs. EAOM - Drawdown Comparison
The maximum USAF drawdown since its inception was -4.46%, smaller than the maximum EAOM drawdown of -20.73%. Use the drawdown chart below to compare losses from any high point for USAF and EAOM.
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Drawdown Indicators
| USAF | EAOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.46% | -20.73% | +16.27% |
Max Drawdown (1Y)Largest decline over 1 year | -4.46% | -5.17% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.63% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.73% | — |
Current DrawdownCurrent decline from peak | -3.41% | -0.45% | -2.96% |
Average DrawdownAverage peak-to-trough decline | -1.09% | -4.97% | +3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.17% | +0.69% |
Volatility
USAF vs. EAOM - Volatility Comparison
The current volatility for Atlas America Fund (USAF) is 1.08%, while iShares ESG Aware Moderate Allocation ETF (EAOM) has a volatility of 2.31%. This indicates that USAF experiences smaller price fluctuations and is considered to be less risky than EAOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USAF | EAOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 2.31% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 4.74% | 5.24% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.00% | 6.44% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.69% | 8.07% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.69% | 7.91% | -2.22% |
USAF vs. EAOM - Expense Ratio Comparison
USAF has a 0.89% expense ratio, which is higher than EAOM's 0.18% expense ratio.
Dividends
USAF vs. EAOM - Dividend Comparison
USAF's dividend yield for the trailing twelve months is around 2.45%, less than EAOM's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 2.78% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% |
USAF Atlas America Fund | 2.45% | 2.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USAF and EAOM have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAOM has higher volatility (2.31%) compared to USAF (1.08%). In terms of maximum drawdown, USAF dropped -4.46% vs EAOM's -20.73%.
On 1-year performance, EAOM leads with 14.66% vs 6.07% for USAF. On fees, EAOM is cheaper at 0.18% per year. On volatility, USAF has been the lower-risk option at 1.08%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EAOM has performed better with a 14.66% return vs 6.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOM is cheaper with a 0.18% expense ratio, compared with 0.89% for USAF.
EAOM has the higher dividend yield at 2.78%, compared with 2.45% for USAF.
They also come from different issuers: Atlas and iShares. Their fees differ too: 0.89% for USAF and 0.18% for EAOM.
EAOM currently has the higher Sharpe Ratio (2.29 vs 1.02), 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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