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PBL vs. EAOK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBL vs. EAOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Portfolio Ballast ETF (PBL) and iShares ESG Aware Conservative Allocation ETF (EAOK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PBL achieves a 7.15% return, which is significantly higher than EAOK's 3.98% return.


PBL

1D
-0.17%
1M
0.73%
YTD
7.15%
6M
6.87%
1Y
18.53%
3Y*
14.40%
5Y*
10Y*

EAOK

1D
-0.22%
1M
1.03%
YTD
3.98%
6M
3.97%
1Y
11.95%
3Y*
8.74%
5Y*
3.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBL vs. EAOK - Yearly Performance Comparison


2026 (YTD)2025202420232022
PBL
PGIM Portfolio Ballast ETF
7.15%12.35%16.70%14.28%-4.02%
EAOK
iShares ESG Aware Conservative Allocation ETF
3.98%11.47%5.81%10.13%-2.69%

Correlation

The correlation between PBL and EAOK is 0.79, 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

0.79

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

0.76

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2022

0.74

The correlation between PBL and EAOK has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.

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Return for Risk

PBL vs. EAOK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PBL
PBL Risk / Return Rank: 6464
Overall Rank
PBL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PBL Sortino Ratio Rank: 6262
Sortino Ratio Rank
PBL Omega Ratio Rank: 5959
Omega Ratio Rank
PBL Calmar Ratio Rank: 6666
Calmar Ratio Rank
PBL Martin Ratio Rank: 7070
Martin Ratio Rank

EAOK
EAOK Risk / Return Rank: 6565
Overall Rank
EAOK Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EAOK Sortino Ratio Rank: 6868
Sortino Ratio Rank
EAOK Omega Ratio Rank: 7070
Omega Ratio Rank
EAOK Calmar Ratio Rank: 5656
Calmar Ratio Rank
EAOK Martin Ratio Rank: 6666
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.

PBL vs. EAOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Portfolio Ballast ETF (PBL) and iShares ESG Aware Conservative Allocation ETF (EAOK). 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.


PBLEAOKDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.35

1.40

-0.05

Calmar ratioReturn relative to maximum drawdown

3.20

2.71

+0.49

Martin ratioReturn relative to average drawdown

12.53

11.65

+0.89

PBL vs. EAOK - Sharpe Ratio Comparison

The current PBL Sharpe Ratio is 2.00, which is comparable to the EAOK Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of PBL and EAOK, 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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Drawdowns

PBL vs. EAOK - Drawdown Comparison

The maximum PBL drawdown since its inception was -11.69%, smaller than the maximum EAOK drawdown of -19.91%. Use the drawdown chart below to compare losses from any high point for PBL and EAOK.


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Drawdown Indicators


PBLEAOKDifference

Max Drawdown

Largest peak-to-trough decline

-11.69%

-19.91%

+8.22%

Max Drawdown (1Y)

Largest decline over 1 year

-5.82%

-4.43%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-11.69%

-7.08%

-4.61%

Max Drawdown (5Y)

Largest decline over 5 years

-19.91%

Current Drawdown

Current decline from peak

-0.90%

-0.27%

-0.63%

Average Drawdown

Average peak-to-trough decline

-1.66%

-4.98%

+3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

1.03%

+0.45%

Volatility

PBL vs. EAOK - Volatility Comparison

PGIM Portfolio Ballast ETF (PBL) has a higher volatility of 3.41% compared to iShares ESG Aware Conservative Allocation ETF (EAOK) at 2.24%. This indicates that PBL's price experiences larger fluctuations and is considered to be riskier than EAOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBLEAOKDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

2.24%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

4.84%

+2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

9.33%

5.79%

+3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.91%

7.09%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.91%

6.85%

+3.06%

PBL vs. EAOK - Expense Ratio Comparison

PBL has a 0.45% expense ratio, which is higher than EAOK's 0.18% expense ratio.


Dividends

PBL vs. EAOK - Dividend Comparison

PBL's dividend yield for the trailing twelve months is around 2.07%, less than EAOK's 3.17% yield.


PositionTTM202520242023202220212020
EAOK
iShares ESG Aware Conservative Allocation ETF
3.17%3.18%3.15%2.80%2.27%1.19%1.00%
PBL
PGIM Portfolio Ballast ETF
2.07%2.21%6.89%7.92%0.16%0.00%0.00%

Frequently Asked Questions


PBL and EAOK have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PBL has higher volatility (3.41%) compared to EAOK (2.24%). In terms of maximum drawdown, PBL dropped -11.69% vs EAOK's -19.91%.

On 3-year performance, PBL leads with 14.40% vs 8.74% for EAOK. On fees, EAOK is cheaper at 0.18% per year. On volatility, EAOK has been the lower-risk option at 2.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PBL has performed better with a 14.40% return vs 8.74%. 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 0.45% for PBL.

EAOK has the higher dividend yield at 3.17%, compared with 2.07% for PBL.

They also come from different issuers: PGIM and iShares. Their fees differ too: 0.45% for PBL and 0.18% for EAOK.

EAOK currently has the higher Sharpe Ratio (2.08 vs 2.00), 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.

Portfolio Optimizer

Find the right allocation for PBL and EAOK

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