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AGGA vs. PRAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGGA vs. PRAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astoria Dynamic Core US Fixed Income ETF (AGGA) and State Street IG Public & Private ABS ETF (PRAB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AGGA

1D
-0.28%
1M
-0.79%
6M
0.07%
YTD
0.39%
1Y
2.58%
3Y*
5Y*
10Y*
ALL TIME*
3.90%

PRAB

1D
-0.02%
1M
0.08%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$225.36K$302.31K$395.65K
$4.91K$7.76K$91.52K

AGGA vs. PRAB - Yearly Performance Comparison


Correlation

The correlation between AGGA and PRAB is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 11, 2026

0.69

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Return for Risk

AGGA vs. PRAB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AGGA
AGGA Risk / Return Rank: 5858
Overall Rank
AGGA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AGGA Sortino Ratio Rank: 5959
Sortino Ratio Rank
AGGA Omega Ratio Rank: 5757
Omega Ratio Rank
AGGA Calmar Ratio Rank: 5757
Calmar Ratio Rank
AGGA Martin Ratio Rank: 6262
Martin Ratio Rank

PRAB

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AGGA vs. PRAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astoria Dynamic Core US Fixed Income ETF (AGGA) and State Street IG Public & Private ABS ETF (PRAB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AGGAPRABDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.03

Martin ratioReturn relative to average drawdown

7.50

AGGA vs. PRAB - Sharpe Ratio Comparison


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Drawdowns

AGGA vs. PRAB - Drawdown Comparison

The maximum AGGA drawdown since its inception was -1.47%, which is greater than PRAB's maximum drawdown of -0.48%. Use the drawdown chart below to compare losses from any high point for AGGA and PRAB.


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Drawdown Indicators


AGGAPRABDifference

Max Drawdown

Largest peak-to-trough decline

-1.47%

-0.48%

-0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

Current Drawdown

Current decline from peak

-0.96%

-0.06%

-0.90%

Average Drawdown

Average peak-to-trough decline

-0.23%

-0.08%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

Volatility

AGGA vs. PRAB - Volatility Comparison


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Volatility by Period


AGGAPRABDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

Volatility (6M)

Calculated over the trailing 6-month period

1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

2.17%

1.08%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.24%

1.08%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.24%

1.08%

+1.16%

AGGA vs. PRAB - Expense Ratio Comparison

AGGA has a 0.55% expense ratio, which is higher than PRAB's 0.39% expense ratio.


Dividends

AGGA vs. PRAB - Dividend Comparison

AGGA's dividend yield for the trailing twelve months is around 4.25%, more than PRAB's 1.48% yield.


Frequently Asked Questions


AGGA and PRAB have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRAB is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAB is cheaper with a 0.39% expense ratio, compared with 0.55% for AGGA.

AGGA has the higher dividend yield at 4.25%, compared with 1.48% for PRAB.

They also come from different issuers: Astoria and State Street. Their fees differ too: 0.55% for AGGA and 0.39% for PRAB.

Portfolio Optimizer

Find the right allocation for AGGA and PRAB

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