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VTES vs. AOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTES vs. AOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Tax-Exempt Bond ETF (VTES) and iShares Core Moderate Allocation ETF (AOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTES achieves a 0.67% return, which is significantly lower than AOM's 4.75% return.


VTES

1D
-0.03%
1M
0.42%
YTD
0.67%
6M
0.96%
1Y
3.39%
3Y*
3.18%
5Y*
10Y*

AOM

1D
0.04%
1M
0.36%
YTD
4.75%
6M
5.32%
1Y
13.68%
3Y*
10.66%
5Y*
4.66%
10Y*
6.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTES vs. AOM - Yearly Performance Comparison


2026 (YTD)202520242023
VTES
Vanguard Short-Term Tax-Exempt Bond ETF
0.67%4.19%1.85%3.32%
AOM
iShares Core Moderate Allocation ETF
4.75%13.28%7.95%9.87%

Correlation

The correlation between VTES and AOM is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2023

0.36

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Return for Risk

VTES vs. AOM — Risk / Return Rank

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

VTES
VTES Risk / Return Rank: 7575
Overall Rank
VTES Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VTES Sortino Ratio Rank: 9292
Sortino Ratio Rank
VTES Omega Ratio Rank: 9494
Omega Ratio Rank
VTES Calmar Ratio Rank: 5252
Calmar Ratio Rank
VTES Martin Ratio Rank: 4646
Martin Ratio Rank

AOM
AOM Risk / Return Rank: 6666
Overall Rank
AOM Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AOM Sortino Ratio Rank: 6969
Sortino Ratio Rank
AOM Omega Ratio Rank: 6868
Omega Ratio Rank
AOM Calmar Ratio Rank: 5858
Calmar Ratio Rank
AOM Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTES vs. AOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Tax-Exempt Bond ETF (VTES) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VTESAOMDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.62

1.35

+0.27

Calmar ratioReturn relative to maximum drawdown

2.28

2.52

-0.24

Martin ratioReturn relative to average drawdown

6.62

10.84

-4.22

VTES vs. AOM - Sharpe Ratio Comparison

The current VTES Sharpe Ratio is 2.70, which is higher than the AOM Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of VTES and AOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VTES vs. AOM - Drawdown Comparison

The maximum VTES drawdown since its inception was -2.42%, smaller than the maximum AOM drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for VTES and AOM.


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Drawdown Indicators


VTESAOMDifference

Max Drawdown

Largest peak-to-trough decline

-2.42%

-19.96%

+17.54%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-5.11%

+3.64%

Max Drawdown (3Y)

Largest decline over 3 years

-1.80%

-6.85%

+5.05%

Max Drawdown (5Y)

Largest decline over 5 years

-19.96%

Max Drawdown (10Y)

Largest decline over 10 years

-19.96%

Current Drawdown

Current decline from peak

-0.60%

-0.70%

+0.10%

Average Drawdown

Average peak-to-trough decline

-0.50%

-2.70%

+2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

1.19%

-0.69%

Volatility

VTES vs. AOM - Volatility Comparison

The current volatility for Vanguard Short-Term Tax-Exempt Bond ETF (VTES) is 0.35%, while iShares Core Moderate Allocation ETF (AOM) has a volatility of 2.82%. This indicates that VTES 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.


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Volatility by Period


VTESAOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.35%

2.82%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

0.98%

5.63%

-4.65%

Volatility (1Y)

Calculated over the trailing 1-year period

1.24%

6.90%

-5.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.71%

8.19%

-6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.71%

7.96%

-6.25%

VTES vs. AOM - Expense Ratio Comparison

VTES has a 0.07% 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%.


Dividends

VTES vs. AOM - Dividend Comparison

VTES's dividend yield for the trailing twelve months is around 2.75%, less than AOM's 2.99% yield.


PositionTTM20252024202320222021202020192018201720162015
AOM
iShares Core Moderate Allocation ETF
2.99%2.98%3.10%2.79%2.27%1.56%2.02%2.66%2.53%3.31%2.14%1.98%
VTES
Vanguard Short-Term Tax-Exempt Bond ETF
2.75%2.77%2.99%2.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VTES and AOM have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AOM has higher volatility (2.82%) compared to VTES (0.35%). In terms of maximum drawdown, VTES dropped -2.42% vs AOM's -19.96%.

On 3-year performance, AOM leads with 10.66% vs 3.18% for VTES. On fees, VTES is cheaper at 0.07% per year. On volatility, VTES has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, AOM has performed better with a 10.66% return vs 3.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTES is cheaper with a 0.07% expense ratio, compared with 0.25% for AOM.

AOM has the higher dividend yield at 2.99%, compared with 2.75% for VTES.

VTES is categorized as Municipal Bonds, while AOM is Diversified Portfolio. VTES tracks S&P 0-7 Year National AMT-Free Municipal Bond Index, while AOM tracks S&P Target Risk Moderate. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VTES and 0.25% for AOM.

VTES currently has the higher Sharpe Ratio (2.70 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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