YOKE vs. CNAV

Last updated Jun 6, 2026

YOKE (Yoke Core ETF) and CNAV (Mohr Company Nav ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, YOKE returned 23.04% vs 56.50% for CNAV. Their correlation of 0.81 suggests significant overlap in exposure. YOKE charges 0.30%/yr vs 1.31%/yr for CNAV.

Performance

YOKE vs. CNAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yoke Core ETF (YOKE) and Mohr Company Nav ETF (CNAV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YOKE achieves a 15.00% return, which is significantly lower than CNAV's 34.15% return.

YOKE

• 1D: -2.62%
• 1M: 0.79%
• YTD: 15.00%
• 6M: 14.85%
• 1Y: 23.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CNAV

• 1D: -7.71%
• 1M: 7.02%
• YTD: 34.15%
• 6M: 33.13%
• 1Y: 56.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

YOKE vs. CNAV - Yearly Performance Comparison

	2026 (YTD)	2025
YOKE Yoke Core ETF	15.00%	9.95%
CNAV Mohr Company Nav ETF	34.15%	17.15%

Correlation

The correlation between YOKE and CNAV is 0.80, 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	0.80
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025	0.81

The correlation between YOKE and CNAV has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

Return for Risk

YOKE vs. CNAV — Risk / Return Rank

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

YOKE

YOKE Risk / Return Rank: 62
YOKE Sharpe Ratio Rank: 59
YOKE Sortino Ratio Rank: 62
YOKE Omega Ratio Rank: 58
YOKE Calmar Ratio Rank: 62
YOKE Martin Ratio Rank: 71

CNAV

CNAV Risk / Return Rank: 75
CNAV Sharpe Ratio Rank: 71
CNAV Sortino Ratio Rank: 63
CNAV Omega Ratio Rank: 67
CNAV Calmar Ratio Rank: 85
CNAV Martin Ratio Rank: 88

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.

YOKE vs. CNAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yoke Core ETF (YOKE) and Mohr Company Nav ETF (CNAV). 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.

	YOKE	CNAV	Difference
Sharpe ratio: Return per unit of total volatility	1.84	2.16	-0.32
Sortino ratio: Return per unit of downside risk	2.66	2.72	-0.05
Omega ratio: Gain probability vs. loss probability	1.33	1.38	-0.05
Calmar ratio: Return relative to maximum drawdown	2.85	4.38	-1.53
Martin ratio: Return relative to average drawdown	12.40	18.41	-6.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YOKE vs. CNAV - Sharpe Ratio Comparison

The current YOKE Sharpe Ratio is 1.84, which is comparable to the CNAV Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of YOKE and CNAV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	YOKE	CNAV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	2.16	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	1.18	1.29	-0.11

Drawdowns

YOKE vs. CNAV - Drawdown Comparison

The maximum YOKE drawdown since its inception was -14.35%, smaller than the maximum CNAV drawdown of -30.06%. Use the drawdown chart below to compare losses from any high point for YOKE and CNAV.

Drawdown Indicators

	YOKE	CNAV	Difference
Max Drawdown Largest peak-to-trough decline	-14.35%	-30.06%	+15.71%
Max Drawdown (1Y) Largest decline over 1 year	-8.57%	-12.97%	+4.40%
Current Drawdown Current decline from peak	-2.62%	-8.90%	+6.28%
Average Drawdown Average peak-to-trough decline	-1.79%	-5.42%	+3.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	3.08%	-1.12%

Volatility

YOKE vs. CNAV - Volatility Comparison

The current volatility for Yoke Core ETF (YOKE) is 4.43%, while Mohr Company Nav ETF (CNAV) has a volatility of 14.56%. This indicates that YOKE experiences smaller price fluctuations and is considered to be less risky than CNAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YOKE	CNAV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.43%	14.56%	-10.13%
Volatility (6M) Calculated over the trailing 6-month period	11.29%	22.65%	-11.36%
Volatility (1Y) Calculated over the trailing 1-year period	13.31%	26.34%	-13.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.10%	27.80%	-10.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.10%	27.80%	-10.70%

YOKE vs. CNAV - Expense Ratio Comparison

YOKE has a 0.30% expense ratio, which is lower than CNAV's 1.31% expense ratio.

Dividends

YOKE vs. CNAV - Dividend Comparison

YOKE's dividend yield for the trailing twelve months is around 0.81%, while CNAV has not paid dividends to shareholders.

Position	TTM	2025
CNAV Mohr Company Nav ETF	0.00%	0.00%
YOKE Yoke Core ETF	0.81%	0.76%

Frequently Asked Questions

Can I hold both YOKE and CNAV in my portfolio?

YOKE and CNAV have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YOKE or CNAV?

CNAV has higher volatility (14.56%) compared to YOKE (4.43%). In terms of maximum drawdown, YOKE dropped -14.35% vs CNAV's -30.06%.

Which ETF is better, YOKE or CNAV?

On 1-year performance, CNAV leads with 56.50% vs 23.04% for YOKE. On fees, YOKE is cheaper at 0.30% per year. On volatility, YOKE has been the lower-risk option at 4.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YOKE or CNAV?

Over the 1-year period, CNAV has performed better with a 56.50% return vs 23.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YOKE or CNAV?

YOKE is cheaper with a 0.30% expense ratio, compared with 1.31% for CNAV.

Which ETF pays a higher dividend yield, YOKE or CNAV?

YOKE has the higher dividend yield at 0.81%, compared with 0.00% for CNAV.

What is the main difference between YOKE and CNAV?

They also come from different issuers: Yoke and Mohr. Their fees differ too: 0.30% for YOKE and 1.31% for CNAV.

Which has better risk-adjusted returns?

CNAV currently has the higher Sharpe Ratio (2.16 vs 1.84), 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.