AGOX vs. AOA
Compare and contrast key facts about Adaptive Alpha Opportunities ETF (AGOX) and iShares Core Aggressive Allocation ETF (AOA).
AGOX and AOA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AGOX is managed by Adaptive Funds. It was launched on Sep 20, 2012. AOA is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Aggressive Index. It was launched on Nov 4, 2008.
Performance
AGOX vs. AOA - Performance Comparison
Loading graphics...
AGOX vs. AOA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AGOX Adaptive Alpha Opportunities ETF | -5.64% | 8.58% | 15.97% | 19.07% | -19.21% | 9.82% |
AOA iShares Core Aggressive Allocation ETF | -0.59% | 19.59% | 13.55% | 18.27% | -16.23% | 6.28% |
Returns By Period
In the year-to-date period, AGOX achieves a -5.64% return, which is significantly lower than AOA's -0.59% return.
AGOX
- 1D
- 1.24%
- 1M
- -7.61%
- YTD
- -5.64%
- 6M
- -9.89%
- 1Y
- 14.13%
- 3Y*
- 9.99%
- 5Y*
- —
- 10Y*
- —
AOA
- 1D
- 0.61%
- 1M
- -4.11%
- YTD
- -0.59%
- 6M
- 1.92%
- 1Y
- 18.69%
- 3Y*
- 14.47%
- 5Y*
- 7.97%
- 10Y*
- 9.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AGOX vs. AOA - Expense Ratio Comparison
AGOX has a 1.69% expense ratio, which is higher than AOA's 0.25% expense ratio.
Return for Risk
AGOX vs. AOA — Risk / Return Rank
AGOX
AOA
AGOX vs. AOA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adaptive Alpha Opportunities ETF (AGOX) and iShares Core Aggressive Allocation ETF (AOA). 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.
| AGOX | AOA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 1.35 | -0.72 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.97 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.29 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.98 | -1.08 |
Martin ratioReturn relative to average drawdown | 3.26 | 8.82 | -5.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AGOX | AOA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 1.35 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.62 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.65 | -0.41 |
Correlation
The correlation between AGOX and AOA is 0.81, 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
AGOX vs. AOA - Dividend Comparison
AGOX's dividend yield for the trailing twelve months is around 3.42%, more than AOA's 2.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGOX Adaptive Alpha Opportunities ETF | 3.42% | 3.23% | 3.94% | 0.27% | 0.20% | 6.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AOA iShares Core Aggressive Allocation ETF | 2.19% | 2.18% | 2.30% | 2.22% | 2.10% | 1.67% | 1.71% | 2.50% | 2.37% | 5.09% | 2.26% | 2.15% |
Drawdowns
AGOX vs. AOA - Drawdown Comparison
The maximum AGOX drawdown since its inception was -26.93%, smaller than the maximum AOA drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for AGOX and AOA.
Loading graphics...
Drawdown Indicators
| AGOX | AOA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.93% | -28.38% | +1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -15.32% | -9.62% | -5.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.62% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.38% | — |
Current DrawdownCurrent decline from peak | -11.44% | -5.18% | -6.26% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -4.08% | -4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 2.16% | +2.06% |
Volatility
AGOX vs. AOA - Volatility Comparison
Adaptive Alpha Opportunities ETF (AGOX) has a higher volatility of 7.27% compared to iShares Core Aggressive Allocation ETF (AOA) at 5.28%. This indicates that AGOX's price experiences larger fluctuations and is considered to be riskier than AOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AGOX | AOA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.27% | 5.28% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 12.47% | 8.34% | +4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.33% | 13.87% | +8.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.26% | 12.92% | +6.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 13.51% | +5.75% |