VFQY vs. AOR
Compare and contrast key facts about Vanguard U.S. Quality Factor ETF (VFQY) and iShares Core Growth Allocation ETF (AOR).
VFQY and AOR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFQY is an actively managed fund by Vanguard. It was launched on Feb 13, 2018. AOR is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Growth Index. It was launched on Nov 4, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFQY or AOR.
Key characteristics
| VFQY | AOR | |
|---|---|---|
| YTD Return | 4.38% | 3.33% |
| 1Y Return | 28.82% | 12.85% |
| 3Y Return (Ann) | 5.76% | 2.13% |
| 5Y Return (Ann) | 11.31% | 6.10% |
| Sharpe Ratio | 1.99 | 1.46 |
| Daily Std Dev | 13.72% | 8.44% |
| Max Drawdown | -37.41% | -24.44% |
| Current Drawdown | -3.88% | -1.30% |
Correlation
The correlation between VFQY and AOR is 0.85, 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
VFQY vs. AOR - Performance Comparison
In the year-to-date period, VFQY achieves a 4.38% return, which is significantly higher than AOR's 3.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VFQY vs. AOR - Expense Ratio Comparison
VFQY has a 0.13% expense ratio, which is lower than AOR'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%.
Risk-Adjusted Performance
VFQY vs. AOR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Quality Factor ETF (VFQY) and iShares Core Growth 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.
Dividends
VFQY vs. AOR - Dividend Comparison
VFQY's dividend yield for the trailing twelve months is around 1.33%, less than AOR's 2.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFQY Vanguard U.S. Quality Factor ETF | 1.33% | 1.38% | 1.43% | 0.98% | 1.22% | 1.34% | 1.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AOR iShares Core Growth Allocation ETF | 2.47% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% | 2.11% | 1.92% |
Drawdowns
VFQY vs. AOR - Drawdown Comparison
The maximum VFQY drawdown since its inception was -37.41%, which is greater than AOR's maximum drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for VFQY and AOR. For additional features, visit the drawdowns tool.
Volatility
VFQY vs. AOR - Volatility Comparison
Vanguard U.S. Quality Factor ETF (VFQY) has a higher volatility of 3.82% compared to iShares Core Growth Allocation ETF (AOR) at 2.90%. This indicates that VFQY'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.