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AOK vs. SPLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOK vs. SPLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Conservative Allocation ETF (AOK) and PIMCO U.S. Stocks PLUS Active Bond ETF (SPLS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

SPLS

1D
-0.65%
1M
5.18%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOK vs. SPLS - Yearly Performance Comparison


Correlation

The correlation between AOK and SPLS 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 (All Time)
Calculated using the full available price history since Jan 20, 2026

0.90

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Return for Risk

AOK vs. SPLS — Risk / Return Rank

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

AOK
AOK Risk / Return Rank: 6161
Overall Rank
AOK Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
AOK Sortino Ratio Rank: 6464
Sortino Ratio Rank
AOK Omega Ratio Rank: 6565
Omega Ratio Rank
AOK Calmar Ratio Rank: 5454
Calmar Ratio Rank
AOK Martin Ratio Rank: 6262
Martin Ratio Rank

SPLS
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. SPLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Conservative Allocation ETF (AOK) and PIMCO U.S. Stocks PLUS Active Bond ETF (SPLS). 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.


AOKSPLSDifference
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

AOK vs. SPLS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AOKSPLSDifference

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

1.82

-1.10

Drawdowns

AOK vs. SPLS - Drawdown Comparison

The maximum AOK drawdown since its inception was -18.94%, which is greater than SPLS's maximum drawdown of -9.24%. Use the drawdown chart below to compare losses from any high point for AOK and SPLS.


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Drawdown Indicators


AOKSPLSDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-9.24%

-9.70%

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 Drawdown

Current decline from peak

-0.41%

-0.65%

+0.24%

Average Drawdown

Average peak-to-trough decline

-2.37%

-1.85%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

Volatility

AOK vs. SPLS - Volatility Comparison


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Volatility by Period


AOKSPLSDifference

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%

15.02%

-9.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.10%

15.02%

-7.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.71%

15.02%

-8.31%

AOK vs. SPLS - Expense Ratio Comparison

AOK has a 0.25% expense ratio, which is higher than SPLS's 0.18% 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. SPLS - Dividend Comparison

AOK's dividend yield for the trailing twelve months is around 3.28%, more than SPLS's 0.22% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SPLS
PIMCO U.S. Stocks PLUS Active Bond ETF
0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, AOK and SPLS 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.

On fees, SPLS is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPLS is cheaper with a 0.18% expense ratio, compared with 0.25% for AOK.

AOK has the higher dividend yield at 3.28%, compared with 0.22% for SPLS.

They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.25% for AOK and 0.18% for SPLS.

Portfolio Optimizer

Find the right allocation for AOK and SPLS

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