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AOK vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AOK and AGG is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

AOK vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Conservative Allocation ETF (AOK) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%110.00%120.00%December2025FebruaryMarchAprilMay
121.59%
61.09%
AOK
AGG

Key characteristics

Sharpe Ratio

AOK:

1.04

AGG:

1.01

Sortino Ratio

AOK:

1.49

AGG:

1.46

Omega Ratio

AOK:

1.19

AGG:

1.17

Calmar Ratio

AOK:

1.41

AGG:

0.44

Martin Ratio

AOK:

5.19

AGG:

2.56

Ulcer Index

AOK:

1.35%

AGG:

2.10%

Daily Std Dev

AOK:

6.80%

AGG:

5.37%

Max Drawdown

AOK:

-18.94%

AGG:

-18.43%

Current Drawdown

AOK:

-0.65%

AGG:

-7.03%

Returns By Period

In the year-to-date period, AOK achieves a 1.82% return, which is significantly lower than AGG's 2.10% return. Over the past 10 years, AOK has outperformed AGG with an annualized return of 3.93%, while AGG has yielded a comparatively lower 1.51% annualized return.


AOK

YTD

1.82%

1M

4.53%

6M

0.67%

1Y

7.04%

5Y*

3.98%

10Y*

3.93%

AGG

YTD

2.10%

1M

0.29%

6M

1.25%

1Y

5.38%

5Y*

-0.81%

10Y*

1.51%

*Annualized

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AOK vs. AGG - Expense Ratio Comparison

AOK has a 0.25% expense ratio, which is higher than AGG's 0.05% expense ratio. However, 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

AOK vs. AGG — Risk-Adjusted Performance Rank

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

AOK
The Risk-Adjusted Performance Rank of AOK is 8484
Overall Rank
The Sharpe Ratio Rank of AOK is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of AOK is 8181
Sortino Ratio Rank
The Omega Ratio Rank of AOK is 8080
Omega Ratio Rank
The Calmar Ratio Rank of AOK is 8888
Calmar Ratio Rank
The Martin Ratio Rank of AOK is 8686
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 7373
Overall Rank
The Sharpe Ratio Rank of AGG is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 8181
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 5656
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 6969
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.

AOK vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Conservative Allocation ETF (AOK) and iShares Core U.S. Aggregate Bond ETF (AGG). 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 current AOK Sharpe Ratio is 1.04, which is comparable to the AGG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of AOK and AGG, 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 Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
1.04
1.01
AOK
AGG

Dividends

AOK vs. AGG - Dividend Comparison

AOK's dividend yield for the trailing twelve months is around 3.33%, less than AGG's 3.83% yield.


TTM20242023202220212020201920182017201620152014
AOK
iShares Core Conservative Allocation ETF
3.33%3.23%2.93%2.25%1.55%2.10%2.72%2.68%2.91%2.14%2.02%2.08%
AGG
iShares Core U.S. Aggregate Bond ETF
3.83%3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

Drawdowns

AOK vs. AGG - Drawdown Comparison

The maximum AOK drawdown since its inception was -18.94%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for AOK and AGG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.65%
-7.03%
AOK
AGG

Volatility

AOK vs. AGG - Volatility Comparison

iShares Core Conservative Allocation ETF (AOK) has a higher volatility of 3.38% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.77%. This indicates that AOK's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%December2025FebruaryMarchAprilMay
3.38%
1.77%
AOK
AGG