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

Performance

VSCGX vs. AOM - Performance Comparison

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

0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.58%
5.42%
VSCGX
AOM

Returns By Period

The year-to-date returns for both investments are quite close, with VSCGX having a 8.18% return and AOM slightly higher at 8.37%. Both investments have delivered pretty close results over the past 10 years, with VSCGX having a 4.89% annualized return and AOM not far behind at 4.66%.


VSCGX

YTD

8.18%

1M

-0.23%

6M

5.58%

1Y

13.47%

5Y (annualized)

4.46%

10Y (annualized)

4.89%

AOM

YTD

8.37%

1M

-0.41%

6M

5.41%

1Y

13.59%

5Y (annualized)

4.49%

10Y (annualized)

4.66%

Key characteristics


VSCGXAOM
Sharpe Ratio2.302.19
Sortino Ratio3.393.18
Omega Ratio1.421.40
Calmar Ratio1.411.55
Martin Ratio13.6313.29
Ulcer Index1.00%1.04%
Daily Std Dev5.94%6.31%
Max Drawdown-30.62%-19.96%
Current Drawdown-1.28%-1.65%

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VSCGX vs. AOM - Expense Ratio Comparison

VSCGX has a 0.12% expense ratio, which is lower than AOM'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%.


AOM
iShares Core Moderate Allocation ETF
Expense ratio chart for AOM: 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 VSCGX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Correlation

-0.50.00.51.00.9

The correlation between VSCGX and AOM is 0.89, 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.

Risk-Adjusted Performance

VSCGX vs. AOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Conservative Growth Fund (VSCGX) 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.


Sharpe ratio
The chart of Sharpe ratio for VSCGX, currently valued at 2.30, compared to the broader market-1.000.001.002.003.004.005.002.302.19
The chart of Sortino ratio for VSCGX, currently valued at 3.39, compared to the broader market0.005.0010.003.393.18
The chart of Omega ratio for VSCGX, currently valued at 1.42, compared to the broader market1.002.003.004.001.421.40
The chart of Calmar ratio for VSCGX, currently valued at 1.41, compared to the broader market0.005.0010.0015.0020.0025.001.411.55
The chart of Martin ratio for VSCGX, currently valued at 13.63, compared to the broader market0.0020.0040.0060.0080.00100.0013.6313.29
VSCGX
AOM

The current VSCGX Sharpe Ratio is 2.30, which is comparable to the AOM Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of VSCGX 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.

Rolling 12-month Sharpe Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.30
2.19
VSCGX
AOM

Dividends

VSCGX vs. AOM - Dividend Comparison

VSCGX's dividend yield for the trailing twelve months is around 3.08%, more than AOM's 2.87% yield.


TTM20232022202120202019201820172016201520142013
VSCGX
Vanguard LifeStrategy Conservative Growth Fund
3.08%2.93%2.05%1.98%1.73%2.58%2.70%2.21%2.22%2.19%2.16%1.96%
AOM
iShares Core Moderate Allocation ETF
2.87%2.79%2.27%1.56%2.02%2.66%2.53%3.31%2.14%1.98%2.08%1.87%

Drawdowns

VSCGX vs. AOM - Drawdown Comparison

The maximum VSCGX drawdown since its inception was -30.62%, which is greater than AOM's maximum drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for VSCGX and AOM. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.28%
-1.65%
VSCGX
AOM

Volatility

VSCGX vs. AOM - Volatility Comparison

The current volatility for Vanguard LifeStrategy Conservative Growth Fund (VSCGX) is 1.52%, while iShares Core Moderate Allocation ETF (AOM) has a volatility of 1.70%. This indicates that VSCGX experiences smaller price fluctuations and is considered to be less risky than AOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%JuneJulyAugustSeptemberOctoberNovember
1.52%
1.70%
VSCGX
AOM