AGOX vs. CORO
AGOX (Adaptive Alpha Opportunities ETF) and CORO (iShares International Country Rotation Active ETF) are both Tactical Allocation funds. Both are actively managed. Over the past year, AGOX returned 18.91% vs 33.49% for CORO. Their 0.58 correlation means they have sometimes moved together and sometimes differently. AGOX charges 1.33%/yr vs 0.55%/yr for CORO.
Performance
AGOX vs. CORO - Performance Comparison
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Returns By Period
In the year-to-date period, AGOX achieves a 20.76% return, which is significantly higher than CORO's 18.35% return.
AGOX
- 1D
- 3.67%
- 1M
- 0.52%
- 6M
- 15.82%
- YTD
- 20.76%
- 1Y
- 18.91%
- 3Y*
- 16.26%
- 5Y*
- 8.47%
- 10Y*
- —
- ALL TIME*
- 9.30%
CORO
- 1D
- 1.66%
- 1M
- 1.60%
- 6M
- 10.81%
- YTD
- 18.35%
- 1Y
- 33.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 29.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.86M | $2.80M | $2.80M | |
| $22.52M | $28.28M | $89.36M |
AGOX vs. CORO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AGOX Adaptive Alpha Opportunities ETF | 20.76% | 8.58% | -4.52% |
CORO iShares International Country Rotation Active ETF | 18.35% | 35.09% | -3.56% |
Correlation
The correlation between AGOX and CORO is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024 | 0.58 |
The correlation between AGOX and CORO has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
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Return for Risk
AGOX vs. CORO — Risk / Return Rank
AGOX
CORO
AGOX vs. CORO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adaptive Alpha Opportunities ETF (AGOX) and iShares International Country Rotation Active ETF (CORO). 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.
| AGOX | CORO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.36 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 2.99 | -1.75 |
| Martin ratioReturn relative to average drawdown | 4.18 | 10.93 | -6.75 |
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Drawdowns
AGOX vs. CORO - Drawdown Comparison
The maximum AGOX drawdown since its inception was -26.93%, which is greater than CORO's maximum drawdown of -14.13%. Use the drawdown chart below to compare losses from any high point for AGOX and CORO.
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Drawdown Indicators
| AGOX | CORO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.93% | -14.13% | -12.80% |
Max Drawdown (1Y)Largest decline over 1 year | -15.32% | -11.25% | -4.07% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.93% | — | — |
Current DrawdownCurrent decline from peak | -2.79% | -1.45% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -8.03% | -1.86% | -6.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 3.07% | +1.47% |
Volatility
AGOX vs. CORO - Volatility Comparison
Adaptive Alpha Opportunities ETF (AGOX) has a higher volatility of 6.44% compared to iShares International Country Rotation Active ETF (CORO) at 5.73%. This indicates that AGOX's price experiences larger fluctuations and is considered to be riskier than CORO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGOX | CORO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 5.73% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 16.99% | 15.57% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.53% | 17.45% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.88% | 17.35% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.69% | 17.35% | +2.34% |
AGOX vs. CORO - Expense Ratio Comparison
AGOX has a 1.33% expense ratio, which is higher than CORO's 0.55% expense ratio.
Dividends
AGOX vs. CORO - Dividend Comparison
AGOX's dividend yield for the trailing twelve months is around 2.67%, less than CORO's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
AGOX Adaptive Alpha Opportunities ETF | 2.67% | 3.23% | 3.94% | 0.27% | 0.20% | 6.36% |
CORO iShares International Country Rotation Active ETF | 2.78% | 3.20% | 1.53% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AGOX and CORO have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGOX has higher volatility (6.44%) compared to CORO (5.73%). In terms of maximum drawdown, AGOX dropped -26.93% vs CORO's -14.13%.
On 1-year performance, CORO leads with 33.49% vs 18.91% for AGOX. On fees, CORO is cheaper at 0.55% per year. On volatility, CORO has been the lower-risk option at 5.73%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CORO has performed better with a 33.49% return vs 18.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CORO is cheaper with a 0.55% expense ratio, compared with 1.33% for AGOX.
CORO has the higher dividend yield at 2.78%, compared with 2.67% for AGOX.
They also come from different issuers: Adaptive and iShares. Their fees differ too: 1.33% for AGOX and 0.55% for CORO.
CORO currently has the higher Sharpe Ratio (1.93 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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