EAOK vs. PTIN
EAOK (iShares ESG Aware Conservative Allocation ETF) and PTIN (Pacer Trendpilot International ETF) are both Diversified Portfolio funds - EAOK tracks the BlackRock ESG Aware Conservative Allocation Index while PTIN tracks the Pacer Trendpilot International Index. Both are passively managed. Over the past 5 years, EAOK returned 3.13%/yr vs 6.63%/yr for PTIN. A 0.63 correlation means they provide meaningful diversification when combined. EAOK charges 0.18%/yr vs 0.66%/yr for PTIN.
Performance
EAOK vs. PTIN - Performance Comparison
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Returns By Period
In the year-to-date period, EAOK achieves a 3.88% return, which is significantly lower than PTIN's 16.65% return.
EAOK
- 1D
- 0.17%
- 1M
- 0.33%
- YTD
- 3.88%
- 6M
- 3.50%
- 1Y
- 10.58%
- 3Y*
- 8.69%
- 5Y*
- 3.13%
- 10Y*
- —
PTIN
- 1D
- 1.26%
- 1M
- 0.13%
- YTD
- 16.65%
- 6M
- 15.60%
- 1Y
- 33.02%
- 3Y*
- 13.66%
- 5Y*
- 6.63%
- 10Y*
- —
EAOK vs. PTIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EAOK iShares ESG Aware Conservative Allocation ETF | 3.88% | 11.47% | 5.81% | 10.13% | -14.92% | 4.32% | 8.01% |
PTIN Pacer Trendpilot International ETF | 16.65% | 16.17% | 3.36% | 16.04% | -15.98% | 12.26% | 13.79% |
Correlation
The correlation between EAOK and PTIN 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 | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.63 |
The correlation between EAOK and PTIN shifts across timeframes, from 0.61 (5 years) to 0.82 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EAOK vs. PTIN — Risk / Return Rank
EAOK
PTIN
EAOK vs. PTIN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Conservative Allocation ETF (EAOK) and Pacer Trendpilot International ETF (PTIN). 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.
| EAOK | PTIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 2.87 | -0.48 |
| Martin ratioReturn relative to average drawdown | 10.30 | 10.82 | -0.53 |
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Drawdowns
EAOK vs. PTIN - Drawdown Comparison
The maximum EAOK drawdown since its inception was -19.91%, smaller than the maximum PTIN drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for EAOK and PTIN.
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Drawdown Indicators
| EAOK | PTIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.91% | -21.27% | +1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -4.43% | -11.55% | +7.12% |
Max Drawdown (3Y)Largest decline over 3 years | -7.08% | -13.93% | +6.85% |
Max Drawdown (5Y)Largest decline over 5 years | -19.91% | -21.27% | +1.36% |
Current DrawdownCurrent decline from peak | -0.36% | -1.76% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -7.63% | +2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 3.06% | -2.03% |
Volatility
EAOK vs. PTIN - Volatility Comparison
The current volatility for iShares ESG Aware Conservative Allocation ETF (EAOK) is 2.25%, while Pacer Trendpilot International ETF (PTIN) has a volatility of 7.10%. This indicates that EAOK experiences smaller price fluctuations and is considered to be less risky than PTIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOK | PTIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.25% | 7.10% | -4.85% |
Volatility (6M)Calculated over the trailing 6-month period | 4.86% | 15.33% | -10.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.75% | 17.36% | -11.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.10% | 14.65% | -7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.84% | 14.07% | -7.23% |
EAOK vs. PTIN - Expense Ratio Comparison
EAOK has a 0.18% expense ratio, which is lower than PTIN's 0.66% expense ratio.
Dividends
EAOK vs. PTIN - Dividend Comparison
EAOK's dividend yield for the trailing twelve months is around 3.17%, more than PTIN's 2.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EAOK iShares ESG Aware Conservative Allocation ETF | 3.17% | 3.18% | 3.15% | 2.80% | 2.27% | 1.19% | 1.00% | 0.00% |
PTIN Pacer Trendpilot International ETF | 2.17% | 2.53% | 2.67% | 2.09% | 0.41% | 2.38% | 0.77% | 0.97% |
Frequently Asked Questions
EAOK and PTIN 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.
PTIN has higher volatility (7.10%) compared to EAOK (2.25%). In terms of maximum drawdown, EAOK dropped -19.91% vs PTIN's -21.27%.
On 5-year performance, PTIN leads with 6.63% vs 3.13% for EAOK. On fees, EAOK is cheaper at 0.18% per year. On volatility, EAOK 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 5-year period, PTIN has performed better with a 6.63% return vs 3.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOK is cheaper with a 0.18% expense ratio, compared with 0.66% for PTIN.
EAOK has the higher dividend yield at 3.17%, compared with 2.17% for PTIN.
EAOK tracks BlackRock ESG Aware Conservative Allocation Index, while PTIN tracks Pacer Trendpilot International Index. They also come from different issuers: iShares and Pacer. Their fees differ too: 0.18% for EAOK and 0.66% for PTIN.
PTIN currently has the higher Sharpe Ratio (1.91 vs 1.85), 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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