AOK vs. BAMY
AOK (iShares Core 30/70 Conservative Allocation ETF) and BAMY (Brookstone Yield ETF) are both Diversified Portfolio funds. AOK is passively managed, while BAMY is actively managed. Over the past year, AOK returned 9.32% vs 8.20% for BAMY. A 0.74 correlation means they provide meaningful diversification when combined. AOK charges 0.15%/yr vs 1.48%/yr for BAMY.
Performance
AOK vs. BAMY - Performance Comparison
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Returns By Period
In the year-to-date period, AOK achieves a 3.71% return, which is significantly higher than BAMY's 1.35% return.
AOK
- 1D
- -0.56%
- 1M
- -0.39%
- 6M
- 2.38%
- YTD
- 3.71%
- 1Y
- 9.32%
- 3Y*
- 8.52%
- 5Y*
- 3.40%
- 10Y*
- 4.92%
BAMY
- 1D
- -0.20%
- 1M
- -0.07%
- 6M
- 0.77%
- YTD
- 1.35%
- 1Y
- 8.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AOK vs. BAMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AOK iShares Core 30/70 Conservative Allocation ETF | 3.71% | 11.26% | 6.58% | 8.26% |
BAMY Brookstone Yield ETF | 1.35% | 12.93% | 10.60% | 5.20% |
Correlation
The correlation between AOK and BAMY is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023 | 0.74 |
The correlation between AOK and BAMY has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.
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Return for Risk
AOK vs. BAMY — Risk / Return Rank
AOK
BAMY
AOK vs. BAMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core 30/70 Conservative Allocation ETF (AOK) and Brookstone Yield ETF (BAMY). 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.
| AOK | BAMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.38 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 3.32 | -1.24 |
| Martin ratioReturn relative to average drawdown | 8.75 | 14.79 | -6.03 |
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Drawdowns
AOK vs. BAMY - Drawdown Comparison
The maximum AOK drawdown since its inception was -18.94%, which is greater than BAMY's maximum drawdown of -6.03%. Use the drawdown chart below to compare losses from any high point for AOK and BAMY.
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Drawdown Indicators
| AOK | BAMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.94% | -6.03% | -12.91% |
Max Drawdown (1Y)Largest decline over 1 year | -4.50% | -2.48% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -6.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.94% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -18.94% | — | — |
Current DrawdownCurrent decline from peak | -0.99% | -0.42% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -2.36% | -0.52% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 0.56% | +0.51% |
Volatility
AOK vs. BAMY - Volatility Comparison
iShares Core 30/70 Conservative Allocation ETF (AOK) has a higher volatility of 2.00% compared to Brookstone Yield ETF (BAMY) at 0.79%. This indicates that AOK's price experiences larger fluctuations and is considered to be riskier than BAMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AOK | BAMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.00% | 0.79% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 4.88% | 2.77% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.98% | 4.51% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.16% | 5.94% | +1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.72% | 5.94% | +0.78% |
AOK vs. BAMY - Expense Ratio Comparison
AOK has a 0.15% expense ratio, which is lower than BAMY's 1.48% expense ratio.
Dividends
AOK vs. BAMY - Dividend Comparison
AOK's dividend yield for the trailing twelve months is around 3.38%, less than BAMY's 7.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOK iShares Core 30/70 Conservative Allocation ETF | 3.38% | 3.28% | 3.23% | 2.93% | 2.25% | 1.55% | 2.10% | 2.71% | 2.68% | 2.91% | 2.14% | 2.02% |
BAMY Brookstone Yield ETF | 7.57% | 7.16% | 8.20% | 1.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AOK and BAMY have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AOK has higher volatility (2.00%) compared to BAMY (0.79%). In terms of maximum drawdown, AOK dropped -18.94% vs BAMY's -6.03%.
On 1-year performance, AOK leads with 9.32% vs 8.20% for BAMY. On fees, AOK is cheaper at 0.15% per year. On volatility, BAMY has been the lower-risk option at 0.79%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AOK has performed better with a 9.32% return vs 8.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOK is cheaper with a 0.15% expense ratio, compared with 1.48% for BAMY.
BAMY has the higher dividend yield at 7.57%, compared with 3.38% for AOK.
They also come from different issuers: iShares and Brookstone. Their fees differ too: 0.15% for AOK and 1.48% for BAMY.
BAMY currently has the higher Sharpe Ratio (1.83 vs 1.57), 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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