BMAX.TO vs. AOK
BMAX.TO (Brompton Enhanced Multi-Asset Income ETF) and AOK (iShares Core 30/70 Conservative Allocation ETF) are both Diversified Portfolio funds. Over the past 3 years, BMAX.TO returned 19.11%/yr vs 11.98%/yr for AOK. At a 0.48 correlation, their price movements are largely independent. BMAX.TO charges 2.62%/yr vs 0.15%/yr for AOK.
Performance
BMAX.TO vs. AOK - Performance Comparison
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Different Trading Currencies
BMAX.TO is traded in CAD, while AOK is traded in USD. To make them comparable, the AOK values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BMAX.TO achieves a 10.31% return, which is significantly higher than AOK's 7.97% return.
BMAX.TO
- 1D
- -0.26%
- 1M
- -0.02%
- YTD
- 10.31%
- 6M
- 9.34%
- 1Y
- 21.67%
- 3Y*
- 19.11%
- 5Y*
- —
- 10Y*
- —
AOK
- 1D
- 0.58%
- 1M
- 3.69%
- YTD
- 7.97%
- 6M
- 7.62%
- 1Y
- 14.08%
- 3Y*
- 11.98%
- 5Y*
- 6.67%
- 10Y*
- 6.30%
BMAX.TO vs. AOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BMAX.TO Brompton Enhanced Multi-Asset Income ETF | 10.31% | 17.88% | 19.43% | 11.56% | 5.83% |
AOK iShares Core 30/70 Conservative Allocation ETF | 7.97% | 6.18% | 15.60% | 8.21% | 3.54% |
Correlation
The correlation between BMAX.TO and AOK is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2022 | 0.48 |
The correlation between BMAX.TO and AOK shifts across timeframes, from 0.48 (all time) to 0.61 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BMAX.TO vs. AOK — Risk / Return Rank
BMAX.TO
AOK
BMAX.TO vs. AOK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) and iShares Core 30/70 Conservative Allocation ETF (AOK). 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.
| BMAX.TO | AOK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 3.69 | -1.36 |
| Martin ratioReturn relative to average drawdown | 10.16 | 11.32 | -1.16 |
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Drawdowns
BMAX.TO vs. AOK - Drawdown Comparison
The maximum BMAX.TO drawdown since its inception was -15.42%, roughly equal to the maximum AOK drawdown of -15.01%. Use the drawdown chart below to compare losses from any high point for BMAX.TO and AOK.
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Drawdown Indicators
| BMAX.TO | AOK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.42% | -15.01% | -0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -9.35% | -3.83% | -5.52% |
Max Drawdown (3Y)Largest decline over 3 years | -15.42% | -7.33% | -8.09% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.01% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.01% | — |
Current DrawdownCurrent decline from peak | -1.60% | -0.11% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -1.88% | -3.46% | +1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.25% | +0.89% |
Volatility
BMAX.TO vs. AOK - Volatility Comparison
Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) has a higher volatility of 3.99% compared to iShares Core 30/70 Conservative Allocation ETF (AOK) at 2.72%. This indicates that BMAX.TO's price experiences larger fluctuations and is considered to be riskier than AOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMAX.TO | AOK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 2.72% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 5.86% | +3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 7.39% | +3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.16% | 9.39% | +3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.16% | 9.26% | +3.90% |
BMAX.TO vs. AOK - Expense Ratio Comparison
BMAX.TO has a 2.62% expense ratio, which is higher than AOK's 0.15% expense ratio.
Dividends
BMAX.TO vs. AOK - Dividend Comparison
BMAX.TO's dividend yield for the trailing twelve months is around 9.50%, more than AOK's 3.29% 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% |
BMAX.TO Brompton Enhanced Multi-Asset Income ETF | 9.50% | 9.70% | 9.65% | 9.55% | 2.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BMAX.TO and AOK have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AOK is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AOK is cheaper with a 0.15% expense ratio, compared with 2.62% for BMAX.TO.
They also come from different issuers: Brompton Funds and iShares. Their fees differ too: 2.62% for BMAX.TO and 0.15% for AOK.
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