AGGA vs. BLUI

Last updated Jun 24, 2026

AGGA (Astoria Dynamic Core US Fixed Income ETF) and BLUI (Bluemonte Diversified Income ETF) are both Multisector Bonds funds. Over the past year, AGGA returned 4.16% vs 7.60% for BLUI. A 0.75 correlation means they provide meaningful diversification when combined. AGGA charges 0.55%/yr vs 0.75%/yr for BLUI.

Performance

AGGA vs. BLUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astoria Dynamic Core US Fixed Income ETF (AGGA) and Bluemonte Diversified Income ETF (BLUI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGGA achieves a 0.92% return, which is significantly lower than BLUI's 3.65% return.

AGGA

• 1D: 0.06%
• 1M: 0.44%
• YTD: 0.92%
• 6M: 0.96%
• 1Y: 4.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BLUI

• 1D: 0.34%
• 1M: 0.03%
• YTD: 3.65%
• 6M: 3.78%
• 1Y: 7.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AGGA vs. BLUI - Yearly Performance Comparison

	2026 (YTD)	2025
AGGA Astoria Dynamic Core US Fixed Income ETF	0.92%	3.44%
BLUI Bluemonte Diversified Income ETF	3.65%	3.60%

Correlation

The correlation between AGGA and BLUI is 0.77, 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	0.77
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.75

The correlation between AGGA and BLUI has been stable across timeframes, ranging from 0.75 to 0.77 - a consistent structural relationship.

Return for Risk

AGGA vs. BLUI — Risk / Return Rank

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

AGGA

AGGA Risk / Return Rank: 67
AGGA Sharpe Ratio Rank: 65
AGGA Sortino Ratio Rank: 71
AGGA Omega Ratio Rank: 69
AGGA Calmar Ratio Rank: 63
AGGA Martin Ratio Rank: 68

BLUI

BLUI Risk / Return Rank: 71
BLUI Sharpe Ratio Rank: 66
BLUI Sortino Ratio Rank: 70
BLUI Omega Ratio Rank: 72
BLUI Calmar Ratio Rank: 69
BLUI Martin Ratio Rank: 78

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.

AGGA vs. BLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astoria Dynamic Core US Fixed Income ETF (AGGA) and Bluemonte Diversified Income ETF (BLUI). 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.

	AGGA	BLUI	Difference
Sharpe ratio: Return per unit of total volatility	1.95	1.96	-0.01
Sortino ratio: Return per unit of downside risk	2.93	2.88	+0.05
Omega ratio: Gain probability vs. loss probability	1.37	1.38	-0.01
Calmar ratio: Return relative to maximum drawdown	2.85	3.14	-0.29
Martin ratio: Return relative to average drawdown	11.37	13.68	-2.31

AGGA vs. BLUI - Sharpe Ratio Comparison

The current AGGA Sharpe Ratio is 1.95, which is comparable to the BLUI Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of AGGA and BLUI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AGGA vs. BLUI - Drawdown Comparison

The maximum AGGA drawdown since its inception was -1.47%, smaller than the maximum BLUI drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for AGGA and BLUI.

Drawdown Indicators

	AGGA	BLUI	Difference
Max Drawdown Largest peak-to-trough decline	-1.47%	-2.43%	+0.96%
Max Drawdown (1Y) Largest decline over 1 year	-1.47%	-2.43%	+0.96%
Current Drawdown Current decline from peak	-0.20%	-0.13%	-0.07%
Average Drawdown Average peak-to-trough decline	-0.22%	-0.36%	+0.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.37%	0.56%	-0.19%

Volatility

AGGA vs. BLUI - Volatility Comparison

The current volatility for Astoria Dynamic Core US Fixed Income ETF (AGGA) is 0.77%, while Bluemonte Diversified Income ETF (BLUI) has a volatility of 1.07%. This indicates that AGGA experiences smaller price fluctuations and is considered to be less risky than BLUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGGA	BLUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.77%	1.07%	-0.30%
Volatility (6M) Calculated over the trailing 6-month period	1.69%	3.08%	-1.39%
Volatility (1Y) Calculated over the trailing 1-year period	2.16%	3.91%	-1.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.24%	3.91%	-1.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.24%	3.91%	-1.67%

AGGA vs. BLUI - Expense Ratio Comparison

AGGA has a 0.55% expense ratio, which is lower than BLUI's 0.75% expense ratio.

Dividends

AGGA vs. BLUI - Dividend Comparison

AGGA's dividend yield for the trailing twelve months is around 4.25%, less than BLUI's 4.70% yield.

Position	TTM	2025
AGGA Astoria Dynamic Core US Fixed Income ETF	4.25%	2.81%
BLUI Bluemonte Diversified Income ETF	4.70%	2.91%

Frequently Asked Questions

Can I hold both AGGA and BLUI in my portfolio?

AGGA and BLUI have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AGGA or BLUI?

BLUI has higher volatility (1.07%) compared to AGGA (0.77%). In terms of maximum drawdown, AGGA dropped -1.47% vs BLUI's -2.43%.

Which ETF is better, AGGA or BLUI?

On 1-year performance, BLUI leads with 7.60% vs 4.16% for AGGA. On fees, AGGA is cheaper at 0.55% per year. On volatility, AGGA has been the lower-risk option at 0.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AGGA or BLUI?

Over the 1-year period, BLUI has performed better with a 7.60% return vs 4.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AGGA or BLUI?

AGGA is cheaper with a 0.55% expense ratio, compared with 0.75% for BLUI.

Which ETF pays a higher dividend yield, AGGA or BLUI?

BLUI has the higher dividend yield at 4.70%, compared with 4.25% for AGGA.

What is the main difference between AGGA and BLUI?

They also come from different issuers: Astoria and Bluemonte. Their fees differ too: 0.55% for AGGA and 0.75% for BLUI.

Which has better risk-adjusted returns?

BLUI currently has the higher Sharpe Ratio (1.96 vs 1.95), 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.