DDX vs. AOK
Compare and contrast key facts about Defined Duration 10 ETF (DDX) and iShares Core Conservative Allocation ETF (AOK).
DDX and AOK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DDX is an actively managed fund by Discipline Funds. It was launched on Sep 21, 2021. AOK is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Conservative Index. It was launched on Nov 4, 2008.
Performance
DDX vs. AOK - Performance Comparison
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DDX vs. AOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DDX Defined Duration 10 ETF | 1.04% | 12.02% | 2.93% | 10.48% | -16.19% | 1.34% |
AOK iShares Core Conservative Allocation ETF | 0.12% | 11.26% | 6.58% | 10.85% | -14.16% | 1.28% |
Returns By Period
In the year-to-date period, DDX achieves a 1.04% return, which is significantly higher than AOK's 0.12% return.
DDX
- 1D
- 0.30%
- 1M
- -2.40%
- YTD
- 1.04%
- 6M
- 2.76%
- 1Y
- 9.57%
- 3Y*
- 6.88%
- 5Y*
- —
- 10Y*
- —
AOK
- 1D
- 0.30%
- 1M
- -2.35%
- YTD
- 0.12%
- 6M
- 1.18%
- 1Y
- 9.60%
- 3Y*
- 8.05%
- 5Y*
- 3.38%
- 10Y*
- 4.88%
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DDX vs. AOK - Expense Ratio Comparison
Both DDX and AOK have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
DDX vs. AOK — Risk / Return Rank
DDX
AOK
DDX vs. AOK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defined Duration 10 ETF (DDX) and iShares Core 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.
| DDX | AOK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 1.42 | +0.15 |
Sortino ratioReturn per unit of downside risk | 2.20 | 1.97 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.22 | -0.01 |
Martin ratioReturn relative to average drawdown | 8.44 | 8.55 | -0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DDX | AOK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.42 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.48 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.69 | -0.42 |
Correlation
The correlation between DDX and AOK is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DDX vs. AOK - Dividend Comparison
DDX's dividend yield for the trailing twelve months is around 3.52%, more than AOK's 3.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDX Defined Duration 10 ETF | 3.52% | 3.17% | 3.11% | 2.41% | 1.38% | 1.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AOK iShares Core Conservative Allocation ETF | 3.34% | 3.28% | 3.23% | 2.93% | 2.25% | 1.55% | 2.10% | 2.71% | 2.68% | 2.91% | 2.14% | 2.02% |
Drawdowns
DDX vs. AOK - Drawdown Comparison
The maximum DDX drawdown since its inception was -21.27%, which is greater than AOK's maximum drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for DDX and AOK.
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Drawdown Indicators
| DDX | AOK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.27% | -18.94% | -2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -4.41% | -4.50% | +0.09% |
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 | -2.92% | -2.89% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -2.38% | -4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 1.17% | -0.02% |
Volatility
DDX vs. AOK - Volatility Comparison
The current volatility for Defined Duration 10 ETF (DDX) is 2.62%, while iShares Core Conservative Allocation ETF (AOK) has a volatility of 2.87%. This indicates that DDX experiences smaller price fluctuations and is considered to be less risky 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
| DDX | AOK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.87% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 3.85% | 4.25% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.13% | 6.80% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.50% | 7.05% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.50% | 6.68% | +0.82% |