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AOK vs. VT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOK vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 30/70 Conservative Allocation ETF (AOK) and Vanguard Total World Stock ETF (VT). 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 4.44% return, which is significantly lower than VT's 12.36% return. Over the past 10 years, AOK has underperformed VT with an annualized return of 5.26%, while VT has yielded a comparatively higher 13.20% annualized return.


AOK

1D
-0.22%
1M
0.89%
YTD
4.44%
6M
4.18%
1Y
11.77%
3Y*
9.25%
5Y*
3.80%
10Y*
5.26%

VT

1D
-0.06%
1M
1.64%
YTD
12.36%
6M
12.14%
1Y
29.57%
3Y*
20.75%
5Y*
11.13%
10Y*
13.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOK vs. VT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AOK
iShares Core 30/70 Conservative Allocation ETF
4.44%11.26%6.58%10.85%-14.16%4.87%9.33%13.90%-3.09%9.70%
VT
Vanguard Total World Stock ETF
12.36%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Correlation

The correlation between AOK and VT is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.82

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

0.80

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

0.79

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2008

0.77

The correlation between AOK and VT shifts across timeframes, from 0.77 (all time) to 0.89 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AOK vs. VT — Risk / Return Rank

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

AOK
AOK Risk / Return Rank: 6262
Overall Rank
AOK Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
AOK Sortino Ratio Rank: 6363
Sortino Ratio Rank
AOK Omega Ratio Rank: 6666
Omega Ratio Rank
AOK Calmar Ratio Rank: 5555
Calmar Ratio Rank
AOK Martin Ratio Rank: 6363
Martin Ratio Rank

VT
VT Risk / Return Rank: 7070
Overall Rank
VT Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7070
Sortino Ratio Rank
VT Omega Ratio Rank: 7171
Omega Ratio Rank
VT Calmar Ratio Rank: 6464
Calmar Ratio Rank
VT Martin Ratio Rank: 7373
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. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 30/70 Conservative Allocation ETF (AOK) and Vanguard Total World Stock ETF (VT). 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.


AOKVTDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.38

1.40

-0.02

Calmar ratioReturn relative to maximum drawdown

2.63

3.07

-0.44

Martin ratioReturn relative to average drawdown

11.08

13.35

-2.27

AOK vs. VT - Sharpe Ratio Comparison

The current AOK Sharpe Ratio is 1.98, which is comparable to the VT Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of AOK and VT, 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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Drawdowns

AOK vs. VT - Drawdown Comparison

The maximum AOK drawdown since its inception was -18.94%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for AOK and VT.


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Drawdown Indicators


AOKVTDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-50.27%

+31.33%

Max Drawdown (1Y)

Largest decline over 1 year

-4.50%

-9.67%

+5.17%

Max Drawdown (3Y)

Largest decline over 3 years

-6.37%

-16.51%

+10.14%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-26.38%

+7.44%

Max Drawdown (10Y)

Largest decline over 10 years

-18.94%

-34.24%

+15.30%

Current Drawdown

Current decline from peak

-0.24%

-0.77%

+0.53%

Average Drawdown

Average peak-to-trough decline

-2.36%

-7.00%

+4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

2.22%

-1.16%

Volatility

AOK vs. VT - Volatility Comparison

The current volatility for iShares Core 30/70 Conservative Allocation ETF (AOK) is 2.17%, while Vanguard Total World Stock ETF (VT) has a volatility of 5.23%. This indicates that AOK experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOKVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

5.23%

-3.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.82%

11.12%

-6.30%

Volatility (1Y)

Calculated over the trailing 1-year period

5.99%

13.44%

-7.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.15%

16.16%

-9.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.74%

17.27%

-10.53%

AOK vs. VT - Expense Ratio Comparison

AOK has a 0.15% expense ratio, which is higher than VT's 0.06% 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. VT - Dividend Comparison

AOK's dividend yield for the trailing twelve months is around 3.27%, more than VT's 1.58% yield.


PositionTTM20252024202320222021202020192018201720162015
AOK
iShares Core 30/70 Conservative Allocation ETF
3.27%3.28%3.23%2.93%2.25%1.55%2.10%2.71%2.68%2.91%2.14%2.02%
VT
Vanguard Total World Stock ETF
1.58%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Frequently Asked Questions


AOK and VT have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VT has higher volatility (5.23%) compared to AOK (2.17%). In terms of maximum drawdown, AOK dropped -18.94% vs VT's -50.27%.

On 10-year performance, VT leads with 13.20% vs 5.26% for AOK. On fees, VT is cheaper at 0.06% per year. On volatility, AOK has been the lower-risk option at 2.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VT has performed better with a 13.20% return vs 5.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VT is cheaper with a 0.06% expense ratio, compared with 0.15% for AOK.

AOK has the higher dividend yield at 3.27%, compared with 1.58% for VT.

AOK is categorized as Diversified Portfolio, while VT is Global Equities. AOK tracks S&P Target Risk Conservative Index, while VT tracks FTSE Global All Cap Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for AOK and 0.06% for VT.

VT currently has the higher Sharpe Ratio (2.21 vs 1.98), 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.

Portfolio Optimizer

Find the right allocation for AOK and VT

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