AGGA vs. CARY
Compare and contrast key facts about Astoria Dynamic Core US Fixed Income ETF (AGGA) and Angel Oak Income ETF (CARY).
AGGA and CARY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AGGA is an actively managed fund by Astoria. It was launched on Apr 30, 2025. CARY is an actively managed fund by Angel Oak. It was launched on Nov 7, 2022.
Performance
AGGA vs. CARY - Performance Comparison
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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*
- —
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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
AGGA
CARY
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.
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Sharpe Ratios by Period
| AGGA | CARY | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | |
|---|---|---|---|
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.
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Drawdown Indicators
| AGGA | CARY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.47% | -1.28% | -0.19% |
Max Drawdown (1Y)Largest decline over 1 year | — | -1.28% | — |
Current DrawdownCurrent decline from peak | -0.89% | -0.84% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -0.18% | -0.22% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.34% | — |
Volatility
AGGA vs. CARY - Volatility Comparison
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Volatility by Period
| AGGA | CARY | Difference | |
|---|---|---|---|
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% |