AOK vs. MFUL
Compare and contrast key facts about iShares Core Conservative Allocation ETF (AOK) and Mindful Conservative ETF (MFUL).
AOK and MFUL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AOK is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Conservative Index. It was launched on Nov 4, 2008. MFUL is an actively managed fund by Mohr Funds. It was launched on Nov 2, 2021.
Performance
AOK vs. MFUL - Performance Comparison
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AOK vs. MFUL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AOK iShares Core Conservative Allocation ETF | -0.18% | 11.26% | 6.58% | 10.85% | -14.16% | 0.32% |
MFUL Mindful Conservative ETF | -0.53% | 4.51% | 5.36% | 2.24% | -12.46% | -1.61% |
Returns By Period
In the year-to-date period, AOK achieves a -0.18% return, which is significantly higher than MFUL's -0.53% return.
AOK
- 1D
- 1.14%
- 1M
- -3.14%
- YTD
- -0.18%
- 6M
- 1.18%
- 1Y
- 9.65%
- 3Y*
- 7.94%
- 5Y*
- 3.32%
- 10Y*
- 4.85%
MFUL
- 1D
- 0.74%
- 1M
- -2.62%
- YTD
- -0.53%
- 6M
- -0.41%
- 1Y
- 3.24%
- 3Y*
- 3.76%
- 5Y*
- —
- 10Y*
- —
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AOK vs. MFUL - Expense Ratio Comparison
AOK has a 0.25% expense ratio, which is lower than MFUL's 1.10% expense ratio.
Return for Risk
AOK vs. MFUL — Risk / Return Rank
AOK
MFUL
AOK vs. MFUL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Conservative Allocation ETF (AOK) and Mindful Conservative ETF (MFUL). 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 | MFUL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 0.69 | +0.74 |
Sortino ratioReturn per unit of downside risk | 1.98 | 0.94 | +1.04 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.14 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.18 | 0.94 | +1.24 |
Martin ratioReturn relative to average drawdown | 8.50 | 3.33 | +5.17 |
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 | MFUL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 0.69 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | -0.20 | +0.88 |
Correlation
The correlation between AOK and MFUL is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AOK vs. MFUL - Dividend Comparison
AOK's dividend yield for the trailing twelve months is around 3.35%, more than MFUL's 3.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOK iShares Core Conservative Allocation ETF | 3.35% | 3.28% | 3.23% | 2.93% | 2.25% | 1.55% | 2.10% | 2.71% | 2.68% | 2.91% | 2.14% | 2.02% |
MFUL Mindful Conservative ETF | 3.13% | 3.31% | 2.59% | 5.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AOK vs. MFUL - Drawdown Comparison
The maximum AOK drawdown since its inception was -18.94%, which is greater than MFUL's maximum drawdown of -16.41%. Use the drawdown chart below to compare losses from any high point for AOK and MFUL.
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Drawdown Indicators
| AOK | MFUL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.94% | -16.41% | -2.53% |
Max Drawdown (1Y)Largest decline over 1 year | -4.50% | -3.77% | -0.73% |
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 | -3.18% | -4.13% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -2.38% | -9.80% | +7.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 1.06% | +0.09% |
Volatility
AOK vs. MFUL - Volatility Comparison
iShares Core Conservative Allocation ETF (AOK) has a higher volatility of 2.89% compared to Mindful Conservative ETF (MFUL) at 1.89%. This indicates that AOK's price experiences larger fluctuations and is considered to be riskier than MFUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AOK | MFUL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 1.89% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 4.24% | 3.10% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.80% | 4.75% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.05% | 4.22% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.68% | 4.22% | +2.46% |