AOK vs. TUGN
AOK (iShares Core 30/70 Conservative Allocation ETF) and TUGN (STF Tactical Growth & Income ETF) are both Diversified Portfolio funds. AOK is passively managed, while TUGN is actively managed. Over the past 3 years, AOK returned 9.03%/yr vs 20.91%/yr for TUGN. A 0.62 correlation means they provide meaningful diversification when combined. AOK charges 0.15%/yr vs 0.65%/yr for TUGN.
Performance
AOK vs. TUGN - Performance Comparison
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Returns By Period
In the year-to-date period, AOK achieves a 3.83% return, which is significantly lower than TUGN's 15.79% return.
AOK
- 1D
- -0.58%
- 1M
- 0.30%
- YTD
- 3.83%
- 6M
- 3.39%
- 1Y
- 11.04%
- 3Y*
- 9.03%
- 5Y*
- 3.59%
- 10Y*
- 5.20%
TUGN
- 1D
- -1.93%
- 1M
- 0.55%
- YTD
- 15.79%
- 6M
- 14.77%
- 1Y
- 31.29%
- 3Y*
- 20.91%
- 5Y*
- —
- 10Y*
- —
AOK vs. TUGN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AOK iShares Core 30/70 Conservative Allocation ETF | 3.83% | 11.26% | 6.58% | 10.85% | -2.74% |
TUGN STF Tactical Growth & Income ETF | 15.79% | 19.11% | 18.44% | 34.84% | -18.78% |
Correlation
The correlation between AOK and TUGN is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since May 19, 2022 | 0.62 |
The correlation between AOK and TUGN shifts across timeframes, from 0.62 (all time) to 0.73 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AOK vs. TUGN — Risk / Return Rank
AOK
TUGN
AOK vs. TUGN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core 30/70 Conservative Allocation ETF (AOK) and STF Tactical Growth & Income ETF (TUGN). 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 | TUGN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.43 | +0.04 |
| Martin ratioReturn relative to average drawdown | 10.37 | 8.24 | +2.13 |
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Drawdowns
AOK vs. TUGN - Drawdown Comparison
The maximum AOK drawdown since its inception was -18.94%, smaller than the maximum TUGN drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for AOK and TUGN.
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Drawdown Indicators
| AOK | TUGN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.94% | -23.45% | +4.51% |
Max Drawdown (1Y)Largest decline over 1 year | -4.50% | -12.96% | +8.46% |
Max Drawdown (3Y)Largest decline over 3 years | -6.37% | -21.60% | +15.23% |
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 | -0.82% | -3.27% | +2.45% |
Average DrawdownAverage peak-to-trough decline | -2.36% | -6.38% | +4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 3.80% | -2.73% |
Volatility
AOK vs. TUGN - Volatility Comparison
The current volatility for iShares Core 30/70 Conservative Allocation ETF (AOK) is 2.25%, while STF Tactical Growth & Income ETF (TUGN) has a volatility of 8.01%. This indicates that AOK experiences smaller price fluctuations and is considered to be less risky than TUGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AOK | TUGN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.25% | 8.01% | -5.76% |
Volatility (6M)Calculated over the trailing 6-month period | 4.85% | 13.65% | -8.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.01% | 16.81% | -10.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.15% | 17.32% | -10.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.72% | 17.32% | -10.60% |
AOK vs. TUGN - Expense Ratio Comparison
AOK has a 0.15% expense ratio, which is lower than TUGN's 0.65% expense ratio.
Dividends
AOK vs. TUGN - Dividend Comparison
AOK's dividend yield for the trailing twelve months is around 3.29%, less than TUGN's 10.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOK iShares Core 30/70 Conservative Allocation ETF | 3.29% | 3.28% | 3.23% | 2.93% | 2.25% | 1.55% | 2.10% | 2.71% | 2.68% | 2.91% | 2.14% | 2.02% |
TUGN STF Tactical Growth & Income ETF | 10.82% | 11.50% | 11.84% | 10.83% | 7.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AOK and TUGN have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TUGN has higher volatility (8.01%) compared to AOK (2.25%). In terms of maximum drawdown, AOK dropped -18.94% vs TUGN's -23.45%.
On 3-year performance, TUGN leads with 20.91% vs 9.03% for AOK. On fees, AOK is cheaper at 0.15% per year. On volatility, AOK has been the lower-risk option at 2.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, TUGN has performed better with a 20.91% return vs 9.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOK is cheaper with a 0.15% expense ratio, compared with 0.65% for TUGN.
TUGN has the higher dividend yield at 10.82%, compared with 3.29% for AOK.
They also come from different issuers: iShares and STF. Their fees differ too: 0.15% for AOK and 0.65% for TUGN.
TUGN currently has the higher Sharpe Ratio (1.87 vs 1.84), 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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