AOK vs. MDAA
AOK (iShares Core Conservative Allocation ETF) and MDAA (Myriad Dynamic Asset Allocation ETF) are both Diversified Portfolio funds. AOK is passively managed, while MDAA is actively managed. Their correlation of 0.87 suggests significant overlap in exposure. AOK charges 0.25%/yr vs 0.97%/yr for MDAA.
Performance
AOK vs. MDAA - Performance Comparison
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Returns By Period
In the year-to-date period, AOK achieves a 4.26% return, which is significantly lower than MDAA's 22.13% return.
AOK
- 1D
- -0.41%
- 1M
- 1.66%
- YTD
- 4.26%
- 6M
- 4.14%
- 1Y
- 12.11%
- 3Y*
- 9.28%
- 5Y*
- 3.71%
- 10Y*
- 5.14%
MDAA
- 1D
- -1.11%
- 1M
- 8.24%
- YTD
- 22.13%
- 6M
- 22.52%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AOK vs. MDAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AOK iShares Core Conservative Allocation ETF | 4.26% | 0.87% |
MDAA Myriad Dynamic Asset Allocation ETF | 22.13% | -0.27% |
Correlation
The correlation between AOK and MDAA is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 6, 2025 | 0.87 |
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Return for Risk
AOK vs. MDAA — Risk / Return Rank
AOK
MDAA
AOK vs. MDAA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Conservative Allocation ETF (AOK) and Myriad Dynamic Asset Allocation ETF (MDAA). 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.
| AOK | MDAA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.41 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | — | — |
| Martin ratioReturn relative to average drawdown | 11.50 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AOK | MDAA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 1.47 | -0.75 |
Drawdowns
AOK vs. MDAA - Drawdown Comparison
The maximum AOK drawdown since its inception was -18.94%, which is greater than MDAA's maximum drawdown of -14.59%. Use the drawdown chart below to compare losses from any high point for AOK and MDAA.
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Drawdown Indicators
| AOK | MDAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.94% | -14.59% | -4.35% |
Max Drawdown (1Y)Largest decline over 1 year | -4.50% | — | — |
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 | -0.41% | -1.11% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -2.93% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | — | — |
Volatility
AOK vs. MDAA - Volatility Comparison
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Volatility by Period
| AOK | MDAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.47% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.76% | 23.89% | -18.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.10% | 23.89% | -16.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.71% | 23.89% | -17.18% |
AOK vs. MDAA - Expense Ratio Comparison
AOK has a 0.25% expense ratio, which is lower than MDAA's 0.97% expense ratio.
Dividends
AOK vs. MDAA - Dividend Comparison
AOK's dividend yield for the trailing twelve months is around 3.28%, more than MDAA's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOK iShares Core Conservative Allocation ETF | 3.28% | 3.28% | 3.23% | 2.93% | 2.25% | 1.55% | 2.10% | 2.71% | 2.68% | 2.91% | 2.14% | 2.02% |
MDAA Myriad Dynamic Asset Allocation ETF | 0.38% | 0.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AOK and MDAA have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AOK is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AOK is cheaper with a 0.25% expense ratio, compared with 0.97% for MDAA.
AOK has the higher dividend yield at 3.28%, compared with 0.38% for MDAA.
They also come from different issuers: iShares and Myriad. Their fees differ too: 0.25% for AOK and 0.97% for MDAA.
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