PortfoliosLab logoPortfoliosLab logo
AGGA vs. CARY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGGA vs. CARY - Performance Comparison

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

Loading graphics...

AGGA vs. CARY - Yearly Performance Comparison


2026 (YTD)2025
AGGA
Astoria Dynamic Core US Fixed Income ETF
0.13%4.36%
CARY
Angel Oak Income ETF
0.96%5.22%

Returns By Period

In the year-to-date period, AGGA achieves a 0.13% return, which is significantly lower than CARY's 0.96% return.


AGGA

1D
-0.01%
1M
-0.74%
YTD
0.13%
6M
0.86%
1Y
3Y*
5Y*
10Y*

CARY

1D
-0.01%
1M
-0.84%
YTD
0.96%
6M
2.30%
1Y
6.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AGGA vs. CARY - Expense Ratio Comparison

AGGA has a 0.55% expense ratio, which is lower than CARY's 0.80% expense ratio.


Return for Risk

AGGA vs. CARY — Risk / Return Rank

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

AGGA

CARY
CARY Risk / Return Rank: 9797
Overall Rank
CARY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CARY Sortino Ratio Rank: 9898
Sortino Ratio Rank
CARY Omega Ratio Rank: 9898
Omega Ratio Rank
CARY Calmar Ratio Rank: 9797
Calmar Ratio Rank
CARY Martin Ratio Rank: 9696
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.

AGGA vs. CARY - Risk-Adjusted Trends Comparison

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


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AGGA vs. CARY - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


AGGACARYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.05

Sharpe Ratio (All Time)

Calculated using the full available price history

2.27

2.82

-0.55

Correlation

The correlation between AGGA and CARY is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AGGA vs. CARY - Dividend Comparison

AGGA's dividend yield for the trailing twelve months is around 3.62%, less than CARY's 6.07% yield.


TTM20252024
AGGA
Astoria Dynamic Core US Fixed Income ETF
3.62%2.81%0.00%
CARY
Angel Oak Income ETF
6.07%6.13%0.42%

Drawdowns

AGGA vs. CARY - Drawdown Comparison

The maximum AGGA drawdown since its inception was -1.47%, which is greater than CARY's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for AGGA and CARY.


Loading graphics...

Drawdown Indicators


AGGACARYDifference

Max Drawdown

Largest peak-to-trough decline

-1.47%

-1.28%

-0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

Current Drawdown

Current decline from peak

-0.89%

-0.84%

-0.05%

Average Drawdown

Average peak-to-trough decline

-0.18%

-0.22%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

Volatility

AGGA vs. CARY - Volatility Comparison


Loading graphics...

Volatility by Period


AGGACARYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

Volatility (6M)

Calculated over the trailing 6-month period

1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.18%

2.05%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.18%

2.18%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.18%

2.18%

0.00%