AOK vs. BIMPX
AOK (iShares Core 30/70 Conservative Allocation ETF) and BIMPX (BlackRock 40/60 Target Allocation Fund) are both Diversified Portfolio funds. Over the past 10 years, AOK returned 4.92%/yr vs 6.63%/yr for BIMPX. Their correlation of 0.81 suggests significant overlap in exposure. AOK charges 0.15%/yr vs 0.11%/yr for BIMPX.
Performance
AOK vs. BIMPX - Performance Comparison
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Returns By Period
In the year-to-date period, AOK achieves a 3.71% return, which is significantly lower than BIMPX's 6.57% return. Over the past 10 years, AOK has underperformed BIMPX with an annualized return of 4.92%, while BIMPX has yielded a comparatively higher 6.63% annualized 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%
BIMPX
- 1D
- 0.14%
- 1M
- 0.41%
- 6M
- 5.11%
- YTD
- 6.57%
- 1Y
- 13.92%
- 3Y*
- 10.48%
- 5Y*
- 4.47%
- 10Y*
- 6.63%
AOK vs. BIMPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AOK iShares Core 30/70 Conservative Allocation ETF | 3.71% | 11.26% | 6.58% | 10.85% | -14.16% | 4.87% | 9.33% | 13.90% | -3.09% | 9.70% |
BIMPX BlackRock 40/60 Target Allocation Fund | 6.57% | 13.43% | 4.93% | 12.41% | -14.84% | 3.51% | 19.76% | 16.65% | -3.77% | 11.77% |
Correlation
The correlation between AOK and BIMPX is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2008 | 0.81 |
The correlation between AOK and BIMPX shifts across timeframes, from 0.81 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AOK vs. BIMPX — Risk / Return Rank
AOK
BIMPX
AOK vs. BIMPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core 30/70 Conservative Allocation ETF (AOK) and BlackRock 40/60 Target Allocation Fund (BIMPX). 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 | BIMPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.34 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.37 | -0.29 |
| Martin ratioReturn relative to average drawdown | 8.75 | 10.12 | -1.36 |
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Drawdowns
AOK vs. BIMPX - Drawdown Comparison
The maximum AOK drawdown since its inception was -18.94%, smaller than the maximum BIMPX drawdown of -39.37%. Use the drawdown chart below to compare losses from any high point for AOK and BIMPX.
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Drawdown Indicators
| AOK | BIMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.94% | -39.37% | +20.43% |
Max Drawdown (1Y)Largest decline over 1 year | -4.50% | -5.74% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -6.37% | -11.11% | +4.74% |
Max Drawdown (5Y)Largest decline over 5 years | -18.94% | -19.85% | +0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -18.94% | -19.85% | +0.91% |
Current DrawdownCurrent decline from peak | -0.99% | -0.54% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -2.36% | -4.76% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 1.34% | -0.27% |
Volatility
AOK vs. BIMPX - Volatility Comparison
The current volatility for iShares Core 30/70 Conservative Allocation ETF (AOK) is 2.00%, while BlackRock 40/60 Target Allocation Fund (BIMPX) has a volatility of 2.80%. This indicates that AOK experiences smaller price fluctuations and is considered to be less risky than BIMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AOK | BIMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.00% | 2.80% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 4.88% | 6.62% | -1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.98% | 7.55% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.16% | 9.28% | -2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.72% | 8.60% | -1.88% |
AOK vs. BIMPX - Expense Ratio Comparison
AOK has a 0.15% expense ratio, which is higher than BIMPX's 0.11% 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%.
Dividends
AOK vs. BIMPX - Dividend Comparison
AOK's dividend yield for the trailing twelve months is around 3.38%, less than BIMPX's 5.33% 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% |
BIMPX BlackRock 40/60 Target Allocation Fund | 5.33% | 5.68% | 0.00% | 2.96% | 3.06% | 6.35% | 4.34% | 2.66% | 7.95% | 2.50% | 1.83% | 9.76% |
Frequently Asked Questions
With a correlation of 0.91, AOK and BIMPX 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.
BIMPX has higher volatility (2.80%) compared to AOK (2.00%). In terms of maximum drawdown, AOK dropped -18.94% vs BIMPX's -39.37%.
BIMPX currently has the higher Sharpe Ratio (1.80 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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