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AGGA vs. PSQO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGGA vs. PSQO - Performance Comparison

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

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AGGA vs. PSQO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, AGGA achieves a 0.13% return, which is significantly lower than PSQO's 0.49% return.


AGGA

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

PSQO

1D
0.29%
1M
0.12%
YTD
0.49%
6M
1.92%
1Y
5.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGGA vs. PSQO - Expense Ratio Comparison

AGGA has a 0.55% expense ratio, which is higher than PSQO's 0.52% expense ratio.


Return for Risk

AGGA vs. PSQO — Risk / Return Rank

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

AGGA

PSQO
PSQO Risk / Return Rank: 9898
Overall Rank
PSQO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PSQO Sortino Ratio Rank: 9999
Sortino Ratio Rank
PSQO Omega Ratio Rank: 9898
Omega Ratio Rank
PSQO Calmar Ratio Rank: 9898
Calmar Ratio Rank
PSQO Martin Ratio Rank: 9898
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. PSQO - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


AGGAPSQODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.89

Sharpe Ratio (All Time)

Calculated using the full available price history

2.27

3.09

-0.82

Correlation

The correlation between AGGA and PSQO is 0.20, 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. PSQO - Dividend Comparison

AGGA's dividend yield for the trailing twelve months is around 3.62%, less than PSQO's 4.18% yield.


Drawdowns

AGGA vs. PSQO - Drawdown Comparison

The maximum AGGA drawdown since its inception was -1.47%, which is greater than PSQO's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for AGGA and PSQO.


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Drawdown Indicators


AGGAPSQODifference

Max Drawdown

Largest peak-to-trough decline

-1.47%

-0.76%

-0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

Current Drawdown

Current decline from peak

-0.89%

-0.06%

-0.83%

Average Drawdown

Average peak-to-trough decline

-0.18%

-0.11%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

Volatility

AGGA vs. PSQO - Volatility Comparison


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Volatility by Period


AGGAPSQODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

Volatility (6M)

Calculated over the trailing 6-month period

1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

2.18%

1.56%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.18%

2.00%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.18%

2.00%

+0.18%