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VASGX vs. AOA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VASGX and AOA is 0.95, 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.


-0.50.00.51.01.0

Performance

VASGX vs. AOA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Growth Fund (VASGX) and iShares Core Aggressive Allocation ETF (AOA). The values are adjusted to include any dividend payments, if applicable.

280.00%300.00%320.00%340.00%360.00%JulyAugustSeptemberOctoberNovemberDecember
316.73%
344.70%
VASGX
AOA

Key characteristics

Sharpe Ratio

VASGX:

1.54

AOA:

1.61

Sortino Ratio

VASGX:

2.13

AOA:

2.22

Omega Ratio

VASGX:

1.28

AOA:

1.29

Calmar Ratio

VASGX:

2.19

AOA:

2.52

Martin Ratio

VASGX:

9.62

AOA:

10.04

Ulcer Index

VASGX:

1.54%

AOA:

1.56%

Daily Std Dev

VASGX:

9.64%

AOA:

9.73%

Max Drawdown

VASGX:

-51.16%

AOA:

-28.38%

Current Drawdown

VASGX:

-3.14%

AOA:

-2.97%

Returns By Period

The year-to-date returns for both investments are quite close, with VASGX having a 13.58% return and AOA slightly higher at 13.82%. Over the past 10 years, VASGX has underperformed AOA with an annualized return of 6.96%, while AOA has yielded a comparatively higher 7.73% annualized return.


VASGX

YTD

13.58%

1M

-0.77%

6M

5.23%

1Y

13.57%

5Y*

7.21%

10Y*

6.96%

AOA

YTD

13.82%

1M

-0.44%

6M

4.76%

1Y

14.61%

5Y*

8.09%

10Y*

7.73%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VASGX vs. AOA - Expense Ratio Comparison

VASGX has a 0.14% expense ratio, which is lower than AOA's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


AOA
iShares Core Aggressive Allocation ETF
Expense ratio chart for AOA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VASGX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

VASGX vs. AOA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Growth Fund (VASGX) and iShares Core Aggressive Allocation ETF (AOA). 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.


Sharpe ratio
The chart of Sharpe ratio for VASGX, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.001.541.61
The chart of Sortino ratio for VASGX, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.0010.002.132.22
The chart of Omega ratio for VASGX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.29
The chart of Calmar ratio for VASGX, currently valued at 2.19, compared to the broader market0.002.004.006.008.0010.0012.0014.002.192.52
The chart of Martin ratio for VASGX, currently valued at 9.62, compared to the broader market0.0020.0040.0060.009.6210.04
VASGX
AOA

The current VASGX Sharpe Ratio is 1.54, which is comparable to the AOA Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of VASGX and AOA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.54
1.61
VASGX
AOA

Dividends

VASGX vs. AOA - Dividend Comparison

VASGX's dividend yield for the trailing twelve months is around 2.19%, less than AOA's 3.11% yield.


TTM20232022202120202019201820172016201520142013
VASGX
Vanguard LifeStrategy Growth Fund
2.19%2.34%2.10%1.87%1.68%2.32%2.56%2.09%2.22%2.20%2.10%1.92%
AOA
iShares Core Aggressive Allocation ETF
2.29%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.02%2.15%2.18%1.84%

Drawdowns

VASGX vs. AOA - Drawdown Comparison

The maximum VASGX drawdown since its inception was -51.16%, which is greater than AOA's maximum drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for VASGX and AOA. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.14%
-2.97%
VASGX
AOA

Volatility

VASGX vs. AOA - Volatility Comparison

Vanguard LifeStrategy Growth Fund (VASGX) and iShares Core Aggressive Allocation ETF (AOA) have volatilities of 2.90% and 2.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.90%
2.88%
VASGX
AOA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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