XNAV vs. EAOA
Compare and contrast key facts about FundX Aggressive ETF (XNAV) and iShares ESG Aware Aggressive Allocation ETF (EAOA).
XNAV and EAOA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XNAV is an actively managed fund by FundX. It was launched on Jul 1, 2002. EAOA is a passively managed fund by iShares that tracks the performance of the BlackRock ESG Aware Aggressive Allocation Index. It was launched on Jun 12, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XNAV or EAOA.
Key characteristics
| XNAV | EAOA | |
|---|---|---|
| YTD Return | 27.11% | 15.46% |
| 1Y Return | 33.06% | 23.09% |
| Sharpe Ratio | 1.96 | 2.56 |
| Sortino Ratio | 2.59 | 3.61 |
| Omega Ratio | 1.36 | 1.48 |
| Calmar Ratio | 2.25 | 2.67 |
| Martin Ratio | 8.01 | 16.54 |
| Ulcer Index | 4.42% | 1.55% |
| Daily Std Dev | 18.05% | 10.03% |
| Max Drawdown | -15.72% | -25.06% |
| Current Drawdown | -0.47% | -0.98% |
Correlation
The correlation between XNAV and EAOA 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
XNAV vs. EAOA - Performance Comparison
In the year-to-date period, XNAV achieves a 27.11% return, which is significantly higher than EAOA's 15.46% 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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XNAV vs. EAOA - Expense Ratio Comparison
XNAV has a 1.30% expense ratio, which is higher than EAOA's 0.18% expense ratio.
Risk-Adjusted Performance
XNAV vs. EAOA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FundX Aggressive ETF (XNAV) and iShares ESG Aware Aggressive Allocation ETF (EAOA). 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
XNAV vs. EAOA - Dividend Comparison
XNAV's dividend yield for the trailing twelve months is around 0.96%, less than EAOA's 2.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
XNAV FundX Aggressive ETF | 0.96% | 1.22% | 1.47% | 0.00% | 0.00% |
EAOA iShares ESG Aware Aggressive Allocation ETF | 2.01% | 2.21% | 1.93% | 1.48% | 1.12% |
Drawdowns
XNAV vs. EAOA - Drawdown Comparison
The maximum XNAV drawdown since its inception was -15.72%, smaller than the maximum EAOA drawdown of -25.06%. Use the drawdown chart below to compare losses from any high point for XNAV and EAOA. For additional features, visit the drawdowns tool.
Volatility
XNAV vs. EAOA - Volatility Comparison
FundX Aggressive ETF (XNAV) has a higher volatility of 5.25% compared to iShares ESG Aware Aggressive Allocation ETF (EAOA) at 2.67%. This indicates that XNAV's price experiences larger fluctuations and is considered to be riskier than EAOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.