TOK vs. SGRT
TOK (iShares MSCI Kokusai ETF) and SGRT (SMART Earnings Growth ETF) are both Large Cap Growth Equities funds. TOK is passively managed, while SGRT is actively managed. A 0.69 correlation means they provide meaningful diversification when combined. TOK charges 0.25%/yr vs 0.59%/yr for SGRT.
Performance
TOK vs. SGRT - Performance Comparison
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Returns By Period
In the year-to-date period, TOK achieves a 9.94% return, which is significantly lower than SGRT's 37.01% return.
TOK
- 1D
- 0.27%
- 1M
- 1.30%
- 6M
- 8.07%
- YTD
- 9.94%
- 1Y
- 20.44%
- 3Y*
- 19.02%
- 5Y*
- 11.80%
- 10Y*
- 13.34%
SGRT
- 1D
- 2.23%
- 1M
- -5.00%
- 6M
- 29.55%
- YTD
- 37.01%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TOK vs. SGRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TOK iShares MSCI Kokusai ETF | 9.94% | 7.30% |
SGRT SMART Earnings Growth ETF | 37.01% | 26.83% |
Correlation
The correlation between TOK and SGRT is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 20, 2025 | 0.69 |
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Return for Risk
TOK vs. SGRT — Risk / Return Rank
TOK
SGRT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TOK vs. SGRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Kokusai ETF (TOK) and SMART Earnings Growth ETF (SGRT). 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 | SGRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | — | — |
| Martin ratioReturn relative to average drawdown | 9.95 | — | — |
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Drawdowns
TOK vs. SGRT - Drawdown Comparison
The maximum TOK drawdown since its inception was -56.18%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for TOK and SGRT.
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Drawdown Indicators
| TOK | SGRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.18% | -17.87% | -38.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.07% | — | — |
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 | -0.62% | -10.84% | +10.22% |
Average DrawdownAverage peak-to-trough decline | -8.48% | -3.55% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | — | — |
Volatility
TOK vs. SGRT - Volatility Comparison
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Volatility by Period
| TOK | SGRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 36.71% | -24.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 36.71% | -20.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.06% | 36.71% | -19.65% |
TOK vs. SGRT - Expense Ratio Comparison
TOK has a 0.25% expense ratio, which is lower than SGRT's 0.59% expense ratio.
Dividends
TOK vs. SGRT - Dividend Comparison
TOK's dividend yield for the trailing twelve months is around 1.31%, more than SGRT's 0.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGRT SMART Earnings Growth ETF | 0.12% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TOK iShares MSCI Kokusai ETF | 1.31% | 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 SGRT have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TOK is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TOK is cheaper with a 0.25% expense ratio, compared with 0.59% for SGRT.
TOK has the higher dividend yield at 1.31%, compared with 0.12% for SGRT.
Their fees differ too: 0.25% for TOK and 0.59% for SGRT.
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