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AGGA vs. DIAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGGA vs. DIAL - Performance Comparison

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

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AGGA vs. DIAL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, AGGA achieves a 0.13% return, which is significantly higher than DIAL's -0.45% return.


AGGA

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

DIAL

1D
0.23%
1M
-1.78%
YTD
-0.45%
6M
0.29%
1Y
6.06%
3Y*
5.14%
5Y*
0.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGGA vs. DIAL - Expense Ratio Comparison

AGGA has a 0.55% expense ratio, which is higher than DIAL's 0.29% expense ratio.


Return for Risk

AGGA vs. DIAL — Risk / Return Rank

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

AGGA

DIAL
DIAL Risk / Return Rank: 7272
Overall Rank
DIAL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DIAL Sortino Ratio Rank: 7575
Sortino Ratio Rank
DIAL Omega Ratio Rank: 6767
Omega Ratio Rank
DIAL Calmar Ratio Rank: 7070
Calmar Ratio Rank
DIAL Martin Ratio Rank: 7373
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. DIAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astoria Dynamic Core US Fixed Income ETF (AGGA) and Columbia Diversified Fixed Income Allocation ETF (DIAL). 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. DIAL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AGGADIALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

2.27

0.34

+1.93

Correlation

The correlation between AGGA and DIAL is 0.89, 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. DIAL - Dividend Comparison

AGGA's dividend yield for the trailing twelve months is around 3.62%, less than DIAL's 4.88% yield.


TTM202520242023202220212020201920182017
AGGA
Astoria Dynamic Core US Fixed Income ETF
3.62%2.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIAL
Columbia Diversified Fixed Income Allocation ETF
4.88%4.81%4.67%3.77%3.47%2.46%2.61%3.27%3.56%0.65%

Drawdowns

AGGA vs. DIAL - Drawdown Comparison

The maximum AGGA drawdown since its inception was -1.47%, smaller than the maximum DIAL drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for AGGA and DIAL.


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Drawdown Indicators


AGGADIALDifference

Max Drawdown

Largest peak-to-trough decline

-1.47%

-22.19%

+20.72%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

Current Drawdown

Current decline from peak

-0.89%

-2.19%

+1.30%

Average Drawdown

Average peak-to-trough decline

-0.18%

-5.63%

+5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

Volatility

AGGA vs. DIAL - Volatility Comparison


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Volatility by Period


AGGADIALDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

2.18%

4.48%

-2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.18%

7.00%

-4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.18%

7.07%

-4.89%