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

Correlation

The correlation between VSMGX and AOM is 0.82, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VSMGX vs. AOM - Performance Comparison

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

160.00%180.00%200.00%220.00%240.00%NovemberDecember2025FebruaryMarchApril
208.10%
166.37%
VSMGX
AOM

Key characteristics

Sharpe Ratio

VSMGX:

0.42

AOM:

1.01

Sortino Ratio

VSMGX:

0.63

AOM:

1.49

Omega Ratio

VSMGX:

1.10

AOM:

1.20

Calmar Ratio

VSMGX:

0.37

AOM:

1.30

Martin Ratio

VSMGX:

1.23

AOM:

5.46

Ulcer Index

VSMGX:

3.90%

AOM:

1.55%

Daily Std Dev

VSMGX:

11.33%

AOM:

8.39%

Max Drawdown

VSMGX:

-41.18%

AOM:

-19.96%

Current Drawdown

VSMGX:

-6.95%

AOM:

-2.22%

Returns By Period

In the year-to-date period, VSMGX achieves a 0.13% return, which is significantly lower than AOM's 0.63% return. Both investments have delivered pretty close results over the past 10 years, with VSMGX having a 4.61% annualized return and AOM not far behind at 4.42%.


VSMGX

YTD

0.13%

1M

-1.63%

6M

-4.55%

1Y

4.17%

5Y*

5.80%

10Y*

4.61%

AOM

YTD

0.63%

1M

-1.14%

6M

0.15%

1Y

8.01%

5Y*

5.30%

10Y*

4.42%

*Annualized

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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%.


Expense ratio chart for AOM: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AOM: 0.25%
Expense ratio chart for VSMGX: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSMGX: 0.13%

Risk-Adjusted Performance

VSMGX vs. AOM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSMGX
The Risk-Adjusted Performance Rank of VSMGX is 5151
Overall Rank
The Sharpe Ratio Rank of VSMGX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VSMGX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of VSMGX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VSMGX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VSMGX is 4747
Martin Ratio Rank

AOM
The Risk-Adjusted Performance Rank of AOM is 8383
Overall Rank
The Sharpe Ratio Rank of AOM is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AOM is 8181
Sortino Ratio Rank
The Omega Ratio Rank of AOM is 8181
Omega Ratio Rank
The Calmar Ratio Rank of AOM is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AOM is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VSMGX, currently valued at 0.42, compared to the broader market-1.000.001.002.003.00
VSMGX: 0.42
AOM: 1.01
The chart of Sortino ratio for VSMGX, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.00
VSMGX: 0.63
AOM: 1.49
The chart of Omega ratio for VSMGX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
VSMGX: 1.10
AOM: 1.20
The chart of Calmar ratio for VSMGX, currently valued at 0.37, compared to the broader market0.002.004.006.008.0010.00
VSMGX: 0.37
AOM: 1.30
The chart of Martin ratio for VSMGX, currently valued at 1.23, compared to the broader market0.0010.0020.0030.0040.0050.00
VSMGX: 1.23
AOM: 5.46

The current VSMGX Sharpe Ratio is 0.42, which is lower than the AOM Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VSMGX 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.42
1.01
VSMGX
AOM

Dividends

VSMGX vs. AOM - Dividend Comparison

VSMGX's dividend yield for the trailing twelve months is around 2.86%, less than AOM's 3.16% yield.


TTM20242023202220212020201920182017201620152014
VSMGX
Vanguard LifeStrategy Moderate Growth Fund
2.86%2.86%2.63%2.10%1.91%1.71%2.45%2.65%2.15%2.22%2.19%2.10%
AOM
iShares Core Moderate Allocation ETF
3.16%3.10%2.79%2.27%1.56%2.02%2.66%2.53%3.31%2.14%1.98%2.08%

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.95%
-2.22%
VSMGX
AOM

Volatility

VSMGX vs. AOM - Volatility Comparison

Vanguard LifeStrategy Moderate Growth Fund (VSMGX) has a higher volatility of 7.08% compared to iShares Core Moderate Allocation ETF (AOM) at 5.69%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
7.08%
5.69%
VSMGX
AOM