VSMGX vs. AOM
Compare and contrast key facts about Vanguard LifeStrategy Moderate Growth Fund (VSMGX) and iShares Core Moderate Allocation ETF (AOM).
VSMGX is managed by Vanguard. It was launched on Sep 30, 1994. AOM is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Moderate. 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: VSMGX or AOM.
Key characteristics
| VSMGX | AOM | |
|---|---|---|
| YTD Return | 12.33% | 9.42% |
| 1Y Return | 20.67% | 18.12% |
| 3Y Return (Ann) | 1.34% | 1.54% |
| 5Y Return (Ann) | 5.78% | 4.80% |
| 10Y Return (Ann) | 5.64% | 4.84% |
| Sharpe Ratio | 2.55 | 2.68 |
| Sortino Ratio | 3.69 | 3.97 |
| Omega Ratio | 1.48 | 1.51 |
| Calmar Ratio | 1.44 | 1.51 |
| Martin Ratio | 15.78 | 17.46 |
| Ulcer Index | 1.26% | 0.99% |
| Daily Std Dev | 7.79% | 6.47% |
| Max Drawdown | -41.18% | -19.96% |
| Current Drawdown | -0.03% | -0.69% |
Correlation
The correlation between VSMGX and AOM is 0.88, 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
VSMGX vs. AOM - Performance Comparison
In the year-to-date period, VSMGX achieves a 12.33% return, which is significantly higher than AOM's 9.42% return. Over the past 10 years, VSMGX has outperformed AOM with an annualized return of 5.64%, while AOM has yielded a comparatively lower 4.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSMGX vs. AOM - Expense Ratio Comparison
VSMGX has a 0.13% 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%.
Risk-Adjusted Performance
VSMGX vs. AOM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Moderate Growth Fund (VSMGX) 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.
Dividends
VSMGX vs. AOM - Dividend Comparison
VSMGX's dividend yield for the trailing twelve months is around 2.57%, less than AOM's 2.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSMGX Vanguard LifeStrategy Moderate Growth Fund | 2.57% | 2.63% | 2.10% | 1.91% | 1.71% | 2.45% | 2.65% | 2.15% | 2.22% | 2.19% | 2.10% | 1.93% |
AOM iShares Core Moderate Allocation ETF | 2.84% | 2.79% | 2.27% | 1.56% | 2.02% | 2.66% | 2.53% | 3.31% | 2.14% | 1.98% | 2.08% | 1.87% |
Drawdowns
VSMGX vs. AOM - Drawdown Comparison
The maximum VSMGX drawdown since its inception was -41.18%, which is greater than AOM's maximum drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for VSMGX and AOM. For additional features, visit the drawdowns tool.
Volatility
VSMGX vs. AOM - Volatility Comparison
Vanguard LifeStrategy Moderate Growth Fund (VSMGX) has a higher volatility of 2.04% compared to iShares Core Moderate Allocation ETF (AOM) at 1.71%. This indicates that VSMGX'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.