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AOK vs. TFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOK vs. TFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Conservative Allocation ETF (AOK) and iShares Treasury Floating Rate Bond ETF (TFLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AOK achieves a 4.26% return, which is significantly higher than TFLO's 1.59% return. Over the past 10 years, AOK has outperformed TFLO with an annualized return of 5.14%, while TFLO has yielded a comparatively lower 2.37% annualized 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%

TFLO

1D
0.02%
1M
0.31%
YTD
1.59%
6M
1.92%
1Y
3.97%
3Y*
4.74%
5Y*
3.63%
10Y*
2.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOK vs. TFLO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AOK
iShares Core Conservative Allocation ETF
4.26%11.26%6.58%10.85%-14.16%4.87%9.33%13.90%-3.09%9.70%
TFLO
iShares Treasury Floating Rate Bond ETF
1.59%4.22%5.34%5.12%1.99%-0.02%0.43%2.04%1.76%1.01%

Correlation

The correlation between AOK and TFLO is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

-0.04

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (10Y)
Calculated over the trailing 10-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2014

-0.03

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Return for Risk

AOK vs. TFLO — 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

TFLO
TFLO Risk / Return Rank: 100100
Overall Rank
TFLO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TFLO Sortino Ratio Rank: 100100
Sortino Ratio Rank
TFLO Omega Ratio Rank: 100100
Omega Ratio Rank
TFLO Calmar Ratio Rank: 100100
Calmar Ratio Rank
TFLO Martin Ratio Rank: 100100
Martin Ratio Rank
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. TFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Conservative Allocation ETF (AOK) and iShares Treasury Floating Rate Bond ETF (TFLO). 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.


AOKTFLODifference
Sharpe ratioReturn per unit of total volatility

-11.98

Sortino ratioReturn per unit of downside risk

-47.85

Omega ratioGain probability vs. loss probability

1.41

13.94

-12.54

Calmar ratioReturn relative to maximum drawdown

2.70

201.22

-198.52

Martin ratioReturn relative to average drawdown

11.50

823.26

-811.77

AOK vs. TFLO - Sharpe Ratio Comparison

The current AOK Sharpe Ratio is 2.11, which is lower than the TFLO Sharpe Ratio of 14.09. The chart below compares the historical Sharpe Ratios of AOK and TFLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AOKTFLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

14.09

-11.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

10.30

-9.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

5.21

-4.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.99

-0.27

Drawdowns

AOK vs. TFLO - Drawdown Comparison

The maximum AOK drawdown since its inception was -18.94%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for AOK and TFLO.


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Drawdown Indicators


AOKTFLODifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-5.01%

-13.93%

Max Drawdown (1Y)

Largest decline over 1 year

-4.50%

-0.02%

-4.48%

Max Drawdown (3Y)

Largest decline over 3 years

-6.37%

-0.04%

-6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-0.13%

-18.81%

Max Drawdown (10Y)

Largest decline over 10 years

-18.94%

-0.16%

-18.78%

Current Drawdown

Current decline from peak

-0.41%

0.00%

-0.41%

Average Drawdown

Average peak-to-trough decline

-2.37%

-0.10%

-2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

0.00%

+1.06%

Volatility

AOK vs. TFLO - Volatility Comparison

iShares Core Conservative Allocation ETF (AOK) has a higher volatility of 1.97% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.07%. This indicates that AOK's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOKTFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

0.07%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

4.47%

0.20%

+4.27%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

0.28%

+5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.10%

0.35%

+6.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.71%

0.46%

+6.25%

AOK vs. TFLO - Expense Ratio Comparison

AOK has a 0.25% expense ratio, which is higher than TFLO's 0.15% 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. TFLO - Dividend Comparison

AOK's dividend yield for the trailing twelve months is around 3.28%, less than TFLO's 3.90% 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%
TFLO
iShares Treasury Floating Rate Bond ETF
3.90%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%

Frequently Asked Questions


AOK and TFLO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AOK has higher volatility (1.97%) compared to TFLO (0.07%). In terms of maximum drawdown, AOK dropped -18.94% vs TFLO's -5.01%.

On 10-year performance, AOK leads with 5.14% vs 2.37% for TFLO. On fees, TFLO is cheaper at 0.15% per year. On volatility, TFLO has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AOK has performed better with a 5.14% return vs 2.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TFLO is cheaper with a 0.15% expense ratio, compared with 0.25% for AOK.

TFLO has the higher dividend yield at 3.90%, compared with 3.28% for AOK.

AOK is categorized as Diversified Portfolio, while TFLO is Government Bonds. AOK tracks S&P Target Risk Conservative Index, while TFLO tracks Bloomberg U.S. Treasury Floating Rate Index. Their fees differ too: 0.25% for AOK and 0.15% for TFLO.

TFLO currently has the higher Sharpe Ratio (14.09 vs 2.11), 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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