TOK vs. BAMU
TOK (iShares MSCI Kokusai ETF) and BAMU (Brookstone Ultra-Short Bond ETF) are both exchange-traded funds - TOK is a Large Cap Growth Equities fund tracking the MSCI Kokusai Index, while BAMU is a Ultrashort Bond fund actively managed by Brookstone. TOK is passively managed, while BAMU is actively managed. Over the past year, TOK returned 22.54% vs 2.87% for BAMU. At a correlation of -0.01, they often move in opposite directions. TOK charges 0.25%/yr vs 1.09%/yr for BAMU.
Performance
TOK vs. BAMU - Performance Comparison
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Returns By Period
In the year-to-date period, TOK achieves a 7.75% return, which is significantly higher than BAMU's 1.18% return.
TOK
- 1D
- -1.13%
- 1M
- -0.88%
- YTD
- 7.75%
- 6M
- 7.00%
- 1Y
- 22.54%
- 3Y*
- 19.77%
- 5Y*
- 11.57%
- 10Y*
- 13.73%
BAMU
- 1D
- 0.00%
- 1M
- 0.16%
- YTD
- 1.18%
- 6M
- 1.29%
- 1Y
- 2.87%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TOK vs. BAMU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TOK iShares MSCI Kokusai ETF | 7.75% | 20.83% | 19.52% | 12.71% |
BAMU Brookstone Ultra-Short Bond ETF | 1.18% | 3.21% | 4.14% | 1.20% |
Correlation
The correlation between TOK and BAMU is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2023 | -0.01 |
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Return for Risk
TOK vs. BAMU — Risk / Return Rank
TOK
BAMU
TOK vs. BAMU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Kokusai ETF (TOK) and Brookstone Ultra-Short Bond ETF (BAMU). 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.
| TOK | BAMU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.13 | ||
| Sortino ratioReturn per unit of downside risk | -6.18 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 2.41 | -1.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 24.37 | -21.88 |
| Martin ratioReturn relative to average drawdown | 11.15 | 96.52 | -85.37 |
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Drawdowns
TOK vs. BAMU - Drawdown Comparison
The maximum TOK drawdown since its inception was -56.18%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for TOK and BAMU.
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Drawdown Indicators
| TOK | BAMU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.18% | -0.36% | -55.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.07% | -0.12% | -8.95% |
Max Drawdown (3Y)Largest decline over 3 years | -16.23% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.86% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.82% | — | — |
Current DrawdownCurrent decline from peak | -2.61% | 0.00% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -8.50% | -0.02% | -8.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 0.03% | +2.00% |
Volatility
TOK vs. BAMU - Volatility Comparison
iShares MSCI Kokusai ETF (TOK) has a higher volatility of 4.49% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.09%. This indicates that TOK's price experiences larger fluctuations and is considered to be riskier than BAMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TOK | BAMU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 0.09% | +4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 0.39% | +9.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 0.58% | +11.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 0.87% | +15.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 0.87% | +16.25% |
TOK vs. BAMU - Expense Ratio Comparison
TOK has a 0.25% expense ratio, which is lower than BAMU's 1.09% expense ratio.
Dividends
TOK vs. BAMU - Dividend Comparison
TOK's dividend yield for the trailing twelve months is around 1.33%, less than BAMU's 3.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAMU Brookstone Ultra-Short Bond ETF | 3.05% | 3.20% | 3.97% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TOK iShares MSCI Kokusai ETF | 1.33% | 1.37% | 1.66% | 1.95% | 3.55% | 1.66% | 1.52% | 2.12% | 2.74% | 2.60% | 2.56% | 3.02% |
Frequently Asked Questions
TOK and BAMU have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TOK has higher volatility (4.49%) compared to BAMU (0.09%). In terms of maximum drawdown, TOK dropped -56.18% vs BAMU's -0.36%.
On 1-year performance, TOK leads with 22.54% vs 2.87% for BAMU. On fees, TOK is cheaper at 0.25% per year. On volatility, BAMU has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TOK has performed better with a 22.54% return vs 2.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TOK is cheaper with a 0.25% expense ratio, compared with 1.09% for BAMU.
BAMU has the higher dividend yield at 3.05%, compared with 1.33% for TOK.
TOK is categorized as Large Cap Growth Equities, while BAMU is Ultrashort Bond. They also come from different issuers: iShares and Brookstone. Their fees differ too: 0.25% for TOK and 1.09% for BAMU.
BAMU currently has the higher Sharpe Ratio (4.94 vs 1.82), 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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