FDAT vs. AOK
FDAT (Tactical Advantage ETF) and AOK (iShares Core 30/70 Conservative Allocation ETF) are both Diversified Portfolio funds. FDAT is actively managed, while AOK is passively managed. Over the past 3 years, FDAT returned 8.50%/yr vs 9.11%/yr for AOK. A 0.69 correlation means they provide meaningful diversification when combined. FDAT charges 0.74%/yr vs 0.15%/yr for AOK.
Performance
FDAT vs. AOK - Performance Comparison
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Returns By Period
In the year-to-date period, FDAT achieves a 3.65% return, which is significantly lower than AOK's 4.66% return.
FDAT
- 1D
- 0.74%
- 1M
- 1.32%
- YTD
- 3.65%
- 6M
- 3.36%
- 1Y
- 12.04%
- 3Y*
- 8.50%
- 5Y*
- —
- 10Y*
- —
AOK
- 1D
- 0.61%
- 1M
- 1.23%
- YTD
- 4.66%
- 6M
- 4.56%
- 1Y
- 12.01%
- 3Y*
- 9.11%
- 5Y*
- 3.86%
- 10Y*
- 5.19%
FDAT vs. AOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FDAT Tactical Advantage ETF | 3.65% | 7.50% | 9.90% | 5.90% |
AOK iShares Core 30/70 Conservative Allocation ETF | 4.66% | 11.26% | 6.58% | 6.14% |
Correlation
The correlation between FDAT and AOK is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2023 | 0.69 |
The correlation between FDAT and AOK has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.
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Return for Risk
FDAT vs. AOK — Risk / Return Rank
FDAT
AOK
FDAT vs. AOK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tactical Advantage ETF (FDAT) 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.
| FDAT | AOK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 2.69 | -0.64 |
| Martin ratioReturn relative to average drawdown | 5.63 | 11.34 | -5.70 |
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Drawdowns
FDAT vs. AOK - Drawdown Comparison
The maximum FDAT drawdown since its inception was -8.20%, smaller than the maximum AOK drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for FDAT and AOK.
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Drawdown Indicators
| FDAT | AOK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.20% | -18.94% | +10.74% |
Max Drawdown (1Y)Largest decline over 1 year | -5.88% | -4.50% | -1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -8.20% | -6.37% | -1.83% |
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 | -1.84% | -0.02% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -2.25% | -2.36% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.06% | +1.08% |
Volatility
FDAT vs. AOK - Volatility Comparison
Tactical Advantage ETF (FDAT) has a higher volatility of 3.91% compared to iShares Core 30/70 Conservative Allocation ETF (AOK) at 2.26%. This indicates that FDAT'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
| FDAT | AOK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 2.26% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 4.83% | +2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.44% | 5.97% | +4.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.61% | 7.15% | +2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.61% | 6.73% | +2.88% |
FDAT vs. AOK - Expense Ratio Comparison
FDAT has a 0.74% expense ratio, which is higher than AOK's 0.15% expense ratio.
Dividends
FDAT vs. AOK - Dividend Comparison
FDAT's dividend yield for the trailing twelve months is around 5.61%, more than AOK's 3.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FDAT Tactical Advantage ETF | 5.61% | 4.77% | 8.99% | 1.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FDAT and AOK have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDAT has higher volatility (3.91%) compared to AOK (2.26%). In terms of maximum drawdown, FDAT dropped -8.20% vs AOK's -18.94%.
On 3-year performance, AOK leads with 9.11% vs 8.50% for FDAT. On fees, AOK is cheaper at 0.15% per year. On volatility, AOK has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, AOK has performed better with a 9.11% return vs 8.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOK is cheaper with a 0.15% expense ratio, compared with 0.74% for FDAT.
FDAT has the higher dividend yield at 5.61%, compared with 3.27% for AOK.
They also come from different issuers: Tactical Funds and iShares. Their fees differ too: 0.74% for FDAT and 0.15% for AOK.
AOK currently has the higher Sharpe Ratio (2.03 vs 1.16), 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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