VTEX vs. AOA
Compare and contrast key facts about VTEX (VTEX) and iShares Core Aggressive Allocation ETF (AOA).
AOA is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Aggressive 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: VTEX or AOA.
Key characteristics
| VTEX | AOA | |
|---|---|---|
| YTD Return | -3.34% | 16.00% |
| 1Y Return | 4.89% | 27.19% |
| 3Y Return (Ann) | -25.91% | 4.69% |
| Sharpe Ratio | 0.09 | 2.68 |
| Sortino Ratio | 0.47 | 3.76 |
| Omega Ratio | 1.06 | 1.50 |
| Calmar Ratio | 0.05 | 2.63 |
| Martin Ratio | 0.20 | 17.75 |
| Ulcer Index | 20.20% | 1.49% |
| Daily Std Dev | 43.47% | 9.85% |
| Max Drawdown | -91.38% | -28.38% |
| Current Drawdown | -79.38% | -0.28% |
Correlation
The correlation between VTEX and AOA is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VTEX vs. AOA - Performance Comparison
In the year-to-date period, VTEX achieves a -3.34% return, which is significantly lower than AOA's 16.00% 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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Risk-Adjusted Performance
VTEX vs. AOA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VTEX (VTEX) and iShares Core Aggressive Allocation ETF (AOA). 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
VTEX vs. AOA - Dividend Comparison
VTEX has not paid dividends to shareholders, while AOA's dividend yield for the trailing twelve months is around 2.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTEX VTEX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AOA iShares Core Aggressive Allocation ETF | 2.08% | 2.22% | 2.10% | 1.67% | 1.71% | 2.50% | 2.37% | 5.09% | 2.02% | 2.15% | 2.18% | 1.84% |
Drawdowns
VTEX vs. AOA - Drawdown Comparison
The maximum VTEX drawdown since its inception was -91.38%, which is greater than AOA's maximum drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for VTEX and AOA. For additional features, visit the drawdowns tool.
Volatility
VTEX vs. AOA - Volatility Comparison
VTEX (VTEX) has a higher volatility of 6.69% compared to iShares Core Aggressive Allocation ETF (AOA) at 2.69%. This indicates that VTEX's price experiences larger fluctuations and is considered to be riskier than AOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.