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AOK vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AOK vs. VTI

Last updated Jun 4, 2026

AOK (iShares Core Conservative Allocation ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - AOK is a Diversified Portfolio fund tracking the S&P Target Risk Conservative Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, AOK returned 5.14%/yr vs 15.05%/yr for VTI. A 0.74 correlation means they provide meaningful diversification when combined. AOK charges 0.25%/yr vs 0.03%/yr for VTI.

Performance

AOK vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Conservative Allocation ETF (AOK) and Vanguard Total Stock Market ETF (VTI). 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 lower than VTI's 11.20% return. Over the past 10 years, AOK has underperformed VTI with an annualized return of 5.14%, while VTI has yielded a comparatively higher 15.05% 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%

VTI

1D
-0.72%
1M
4.99%
YTD
11.20%
6M
11.09%
1Y
28.18%
3Y*
22.07%
5Y*
12.69%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOK vs. VTI - 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%
VTI
Vanguard Total Stock Market ETF		11.20%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between AOK and VTI is 0.82, 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

0.82

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

0.77

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

0.76

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

0.74

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2008

0.74

The correlation between AOK and VTI has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.

AOK vs. VTI - Sectors Allocation Comparison

Sectors
AOK
VTI

Technology

13.0%
33.5%

Financial Services

6.0%
12.0%

Industrials

3.6%
9.8%

Communication Services

3.4%
10.3%

Consumer Cyclical

3.2%
10.0%

Healthcare

3.0%
9.2%

Consumer Defensive

1.7%
4.7%

Energy

1.5%
3.7%

Basic Materials

1.1%
2.0%

Utilities

0.9%
2.3%

Real Estate

0.5%
2.4%

Technology

AOK
13.0%
VTI
33.5%

Financial Services

AOK
6.0%
VTI
12.0%

Industrials

AOK
3.6%
VTI
9.8%

Communication Services

AOK
3.4%
VTI
10.3%

Consumer Cyclical

AOK
3.2%
VTI
10.0%

Healthcare

AOK
3.0%
VTI
9.2%

Consumer Defensive

AOK
1.7%
VTI
4.7%

Energy

AOK
1.5%
VTI
3.7%

Basic Materials

AOK
1.1%
VTI
2.0%

Utilities

AOK
0.9%
VTI
2.3%

Real Estate

AOK
0.5%
VTI
2.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core Conservative Allocation ETF

Vanguard Total Stock Market ETF

Often compared with AOK:
AOK vs. AOMAOK vs. AOAAOK vs. SGOVAOK vs. AGGAOK vs. VTAOK vs. EAOMAOK vs. VOO
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

AOK vs. VTI — 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
VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Conservative Allocation ETF (AOK) and Vanguard Total Stock Market ETF (VTI). 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.

AOKVTIDifference
Sharpe ratioReturn per unit of total volatility
2.11
2.33

-0.22

Sortino ratioReturn per unit of downside risk
3.01
3.18

-0.17

Omega ratioGain probability vs. loss probability

1.41

1.42

-0.01

Calmar ratioReturn relative to maximum drawdown

2.70

3.17

-0.47

Martin ratioReturn relative to average drawdown

11.50

14.62

-3.12

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AOK vs. VTI - Sharpe Ratio Comparison

The current AOK Sharpe Ratio is 2.11, which is comparable to the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of AOK and VTI, 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

AOKVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

2.33

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.73

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.82

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.51

+0.21

Drawdowns

AOK vs. VTI - Drawdown Comparison

The maximum AOK drawdown since its inception was -18.94%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for AOK and VTI.

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Drawdown Indicators

AOKVTIDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-55.45%

+36.51%

Max Drawdown (1Y)

Largest decline over 1 year

-4.50%

-8.92%

+4.42%

Max Drawdown (3Y)

Largest decline over 3 years

-6.37%

-19.30%

+12.93%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-25.36%

+6.42%

Max Drawdown (10Y)

Largest decline over 10 years

-18.94%

-35.00%

+16.06%

Current Drawdown

Current decline from peak

-0.41%

-0.72%

+0.31%

Average Drawdown

Average peak-to-trough decline

-2.37%

-8.03%

+5.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.93%

-0.87%

Volatility

AOK vs. VTI - Volatility Comparison

The current volatility for iShares Core Conservative Allocation ETF (AOK) is 1.97%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 2.96%. This indicates that AOK experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AOKVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

2.96%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

4.47%

9.13%

-4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

12.17%

-6.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.10%

17.40%

-10.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.71%

18.30%

-11.59%

AOK vs. VTI - Expense Ratio Comparison

AOK has a 0.25% expense ratio, which is higher than VTI's 0.03% 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. VTI - Dividend Comparison

AOK's dividend yield for the trailing twelve months is around 3.28%, more than VTI's 1.01% 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%
VTI
Vanguard Total Stock Market ETF		1.01%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

AOK and VTI have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTI has higher volatility (2.96%) compared to AOK (1.97%). In terms of maximum drawdown, AOK dropped -18.94% vs VTI's -55.45%.

On 10-year performance, VTI leads with 15.05% vs 5.14% for AOK. On fees, VTI is cheaper at 0.03% per year. On volatility, AOK has been the lower-risk option at 1.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTI has performed better with a 15.05% return vs 5.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.25% for AOK.

AOK has the higher dividend yield at 3.28%, compared with 1.01% for VTI.

AOK is categorized as Diversified Portfolio, while VTI is Large Cap Blend Equities. AOK tracks S&P Target Risk Conservative Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for AOK and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (2.33 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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