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AGGA vs. GQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGGA vs. GQQQ - Performance Comparison

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

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AGGA vs. GQQQ - Yearly Performance Comparison


Returns By Period

In the year-to-date period, AGGA achieves a 0.13% return, which is significantly higher than GQQQ's -2.42% return.


AGGA

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

GQQQ

1D
1.38%
1M
-4.29%
YTD
-2.42%
6M
-1.49%
1Y
24.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGGA vs. GQQQ - Expense Ratio Comparison

AGGA has a 0.55% expense ratio, which is higher than GQQQ's 0.35% expense ratio.


Return for Risk

AGGA vs. GQQQ — Risk / Return Rank

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

AGGA

GQQQ
GQQQ Risk / Return Rank: 6868
Overall Rank
GQQQ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
GQQQ Sortino Ratio Rank: 6666
Sortino Ratio Rank
GQQQ Omega Ratio Rank: 6565
Omega Ratio Rank
GQQQ Calmar Ratio Rank: 7171
Calmar Ratio Rank
GQQQ Martin Ratio Rank: 7474
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. GQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astoria Dynamic Core US Fixed Income ETF (AGGA) and Astoria US Quality Growth Kings ETF (GQQQ). 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. GQQQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AGGAGQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

2.27

0.56

+1.71

Correlation

The correlation between AGGA and GQQQ is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AGGA vs. GQQQ - Dividend Comparison

AGGA's dividend yield for the trailing twelve months is around 3.62%, more than GQQQ's 0.50% yield.


Drawdowns

AGGA vs. GQQQ - Drawdown Comparison

The maximum AGGA drawdown since its inception was -1.47%, smaller than the maximum GQQQ drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for AGGA and GQQQ.


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Drawdown Indicators


AGGAGQQQDifference

Max Drawdown

Largest peak-to-trough decline

-1.47%

-22.36%

+20.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

Current Drawdown

Current decline from peak

-0.89%

-6.53%

+5.64%

Average Drawdown

Average peak-to-trough decline

-0.18%

-3.36%

+3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

Volatility

AGGA vs. GQQQ - Volatility Comparison


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Volatility by Period


AGGAGQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

Volatility (1Y)

Calculated over the trailing 1-year period

2.18%

21.30%

-19.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.18%

20.57%

-18.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.18%

20.57%

-18.39%