AGOX vs. FSKAX

In the year-to-date period, AGOX achieves a 7.08% return, which is significantly higher than FSKAX's 0.27% return.

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AGOX has a 1.69% expense ratio, which is higher than FSKAX's 0.02% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Adaptive Alpha Opportunities ETF (AGOX) and Fidelity Total Market Index Fund (FSKAX). 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.

The current AGOX Sharpe Ratio is 0.77, which is comparable to the FSKAX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of AGOX and FSKAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AGOX's dividend yield for the trailing twelve months is around 3.68%, more than FSKAX's 1.09% yield.

The maximum AGOX drawdown since its inception was -27.73%, smaller than the maximum FSKAX drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for AGOX and FSKAX. For additional features, visit the drawdowns tool.

Adaptive Alpha Opportunities ETF (AGOX) has a higher volatility of 8.18% compared to Fidelity Total Market Index Fund (FSKAX) at 6.17%. This indicates that AGOX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.