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AGGA vs. JOJO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGGA vs. JOJO - Performance Comparison

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

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AGGA vs. JOJO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, AGGA achieves a 0.14% return, which is significantly lower than JOJO's 0.94% return.


AGGA

1D
0.35%
1M
-0.88%
YTD
0.14%
6M
1.04%
1Y
3Y*
5Y*
10Y*

JOJO

1D
-0.10%
1M
-3.08%
YTD
0.94%
6M
2.35%
1Y
7.29%
3Y*
6.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGGA vs. JOJO - Expense Ratio Comparison

AGGA has a 0.55% expense ratio, which is lower than JOJO's 1.28% expense ratio.


Return for Risk

AGGA vs. JOJO — Risk / Return Rank

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

AGGA

JOJO
JOJO Risk / Return Rank: 4343
Overall Rank
JOJO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JOJO Sortino Ratio Rank: 4141
Sortino Ratio Rank
JOJO Omega Ratio Rank: 4646
Omega Ratio Rank
JOJO Calmar Ratio Rank: 4343
Calmar Ratio Rank
JOJO Martin Ratio Rank: 3838
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. JOJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astoria Dynamic Core US Fixed Income ETF (AGGA) and ATAC Credit Rotation ETF (JOJO). 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. JOJO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AGGAJOJODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

2.28

-0.08

+2.36

Correlation

The correlation between AGGA and JOJO is 0.71, 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. JOJO - Dividend Comparison

AGGA's dividend yield for the trailing twelve months is around 3.61%, less than JOJO's 4.99% yield.


TTM20252024202320222021
AGGA
Astoria Dynamic Core US Fixed Income ETF
3.61%2.81%0.00%0.00%0.00%0.00%
JOJO
ATAC Credit Rotation ETF
4.99%4.78%4.88%4.30%3.63%2.53%

Drawdowns

AGGA vs. JOJO - Drawdown Comparison

The maximum AGGA drawdown since its inception was -1.47%, smaller than the maximum JOJO drawdown of -28.43%. Use the drawdown chart below to compare losses from any high point for AGGA and JOJO.


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Drawdown Indicators


AGGAJOJODifference

Max Drawdown

Largest peak-to-trough decline

-1.47%

-28.43%

+26.96%

Max Drawdown (1Y)

Largest decline over 1 year

-6.54%

Current Drawdown

Current decline from peak

-0.88%

-7.13%

+6.25%

Average Drawdown

Average peak-to-trough decline

-0.18%

-16.17%

+15.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

Volatility

AGGA vs. JOJO - Volatility Comparison


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Volatility by Period


AGGAJOJODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

Volatility (6M)

Calculated over the trailing 6-month period

5.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.18%

8.26%

-6.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.18%

11.47%

-9.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.18%

11.47%

-9.29%