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AOK vs. AOA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOK vs. AOA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 30/70 Conservative Allocation ETF (AOK) and iShares Core 80/20 Aggressive Allocation ETF (AOA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AOK achieves a 4.44% return, which is significantly lower than AOA's 9.88% return. Over the past 10 years, AOK has underperformed AOA with an annualized return of 5.26%, while AOA has yielded a comparatively higher 10.91% annualized return.


AOK

1D
-0.22%
1M
0.89%
YTD
4.44%
6M
4.18%
1Y
11.77%
3Y*
9.25%
5Y*
3.80%
10Y*
5.26%

AOA

1D
-0.12%
1M
1.38%
YTD
9.88%
6M
9.74%
1Y
24.31%
3Y*
17.27%
5Y*
9.26%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOK vs. AOA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AOK
iShares Core 30/70 Conservative Allocation ETF
4.44%11.26%6.58%10.85%-14.16%4.87%9.33%13.90%-3.09%9.70%
AOA
iShares Core 80/20 Aggressive Allocation ETF
9.88%19.59%13.55%18.27%-16.23%15.42%12.82%22.60%-7.86%20.05%

Correlation

The correlation between AOK and AOA is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2008

0.79

The correlation between AOK and AOA shifts across timeframes, from 0.79 (all time) to 0.90 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AOK vs. AOA — Risk / Return Rank

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

AOK
AOK Risk / Return Rank: 6262
Overall Rank
AOK Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
AOK Sortino Ratio Rank: 6363
Sortino Ratio Rank
AOK Omega Ratio Rank: 6666
Omega Ratio Rank
AOK Calmar Ratio Rank: 5555
Calmar Ratio Rank
AOK Martin Ratio Rank: 6363
Martin Ratio Rank

AOA
AOA Risk / Return Rank: 6969
Overall Rank
AOA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AOA Sortino Ratio Rank: 7070
Sortino Ratio Rank
AOA Omega Ratio Rank: 7272
Omega Ratio Rank
AOA Calmar Ratio Rank: 6262
Calmar Ratio Rank
AOA Martin Ratio Rank: 7272
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.

AOK vs. AOA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 30/70 Conservative Allocation ETF (AOK) and iShares Core 80/20 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.

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.


AOKAOADifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.38

1.41

-0.03

Calmar ratioReturn relative to maximum drawdown

2.63

2.98

-0.35

Martin ratioReturn relative to average drawdown

11.08

12.96

-1.88

AOK vs. AOA - Sharpe Ratio Comparison

The current AOK Sharpe Ratio is 1.98, which is comparable to the AOA Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of AOK and AOA, 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

AOK vs. AOA - Drawdown Comparison

The maximum AOK drawdown since its inception was -18.94%, smaller than the maximum AOA drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for AOK and AOA.


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Drawdown Indicators


AOKAOADifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-28.38%

+9.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.50%

-8.20%

+3.70%

Max Drawdown (3Y)

Largest decline over 3 years

-6.37%

-12.94%

+6.57%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-23.62%

+4.68%

Max Drawdown (10Y)

Largest decline over 10 years

-18.94%

-28.38%

+9.44%

Current Drawdown

Current decline from peak

-0.24%

-0.55%

+0.31%

Average Drawdown

Average peak-to-trough decline

-2.36%

-4.04%

+1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.88%

-0.82%

Volatility

AOK vs. AOA - Volatility Comparison

The current volatility for iShares Core 30/70 Conservative Allocation ETF (AOK) is 2.17%, while iShares Core 80/20 Aggressive Allocation ETF (AOA) has a volatility of 4.13%. This indicates that AOK experiences smaller price fluctuations and is considered to be less risky than AOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOKAOADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

4.13%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

4.82%

9.22%

-4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

5.99%

11.15%

-5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.15%

13.07%

-5.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.74%

13.58%

-6.84%

AOK vs. AOA - Expense Ratio Comparison

Both AOK and AOA have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

AOK vs. AOA - Dividend Comparison

AOK's dividend yield for the trailing twelve months is around 3.27%, more than AOA's 2.05% yield.


PositionTTM20252024202320222021202020192018201720162015
AOA
iShares Core 80/20 Aggressive Allocation ETF
2.05%2.18%2.30%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.26%2.15%
AOK
iShares Core 30/70 Conservative Allocation ETF
3.27%3.28%3.23%2.93%2.25%1.55%2.10%2.71%2.68%2.91%2.14%2.02%

Frequently Asked Questions


With a correlation of 0.90, AOK and AOA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AOA has higher volatility (4.13%) compared to AOK (2.17%). In terms of maximum drawdown, AOK dropped -18.94% vs AOA's -28.38%.

On 10-year performance, AOA leads with 10.91% vs 5.26% for AOK. Both ETFs have the same 0.15% expense ratio. On volatility, AOK has been the lower-risk option at 2.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AOA has performed better with a 10.91% return vs 5.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AOK and AOA have the same expense ratio: 0.15% per year.

AOK has the higher dividend yield at 3.27%, compared with 2.05% for AOA.

AOK tracks S&P Target Risk Conservative Index, while AOA tracks S&P Target Risk Aggressive Index.

AOA currently has the higher Sharpe Ratio (2.19 vs 1.98), 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.

Portfolio Optimizer

Find the right allocation for AOK and AOA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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