AGOX vs. LOTI
AGOX (Adaptive Alpha Opportunities ETF) and LOTI (Liberty One Tactical Income ETF) are both Tactical Allocation funds. Both are actively managed. At a 0.10 correlation, their price movements are largely independent. AGOX charges 1.33%/yr vs 1.01%/yr for LOTI.
Performance
AGOX vs. LOTI - Performance Comparison
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Returns By Period
In the year-to-date period, AGOX achieves a 21.85% return, which is significantly higher than LOTI's 2.94% return.
AGOX
- 1D
- 0.58%
- 1M
- 8.07%
- YTD
- 21.85%
- 6M
- 19.22%
- 1Y
- 26.89%
- 3Y*
- 18.41%
- 5Y*
- 8.94%
- 10Y*
- —
LOTI
- 1D
- 0.30%
- 1M
- -0.27%
- YTD
- 2.94%
- 6M
- 2.73%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AGOX vs. LOTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AGOX Adaptive Alpha Opportunities ETF | 21.85% | -3.94% |
LOTI Liberty One Tactical Income ETF | 2.94% | 0.44% |
Correlation
The correlation between AGOX and LOTI is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025 | 0.10 |
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Return for Risk
AGOX vs. LOTI — Risk / Return Rank
AGOX
LOTI
AGOX vs. LOTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adaptive Alpha Opportunities ETF (AGOX) and Liberty One Tactical Income ETF (LOTI). 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 | LOTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.28 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | — | — |
| Martin ratioReturn relative to average drawdown | 6.44 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGOX | LOTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.90 | -0.39 |
Drawdowns
AGOX vs. LOTI - Drawdown Comparison
The maximum AGOX drawdown since its inception was -26.93%, which is greater than LOTI's maximum drawdown of -4.42%. Use the drawdown chart below to compare losses from any high point for AGOX and LOTI.
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Drawdown Indicators
| AGOX | LOTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.93% | -4.42% | -22.51% |
Max Drawdown (1Y)Largest decline over 1 year | -15.32% | — | — |
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 | -0.77% | -2.23% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -1.34% | -6.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | — | — |
Volatility
AGOX vs. LOTI - Volatility Comparison
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Volatility by Period
| AGOX | LOTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.91% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 5.67% | +12.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 5.67% | +14.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 5.67% | +14.00% |
AGOX vs. LOTI - Expense Ratio Comparison
AGOX has a 1.33% expense ratio, which is higher than LOTI's 1.01% expense ratio.
Dividends
AGOX vs. LOTI - Dividend Comparison
AGOX's dividend yield for the trailing twelve months is around 2.65%, more than LOTI's 1.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
AGOX Adaptive Alpha Opportunities ETF | 2.65% | 3.23% | 3.94% | 0.27% | 0.20% | 6.36% |
LOTI Liberty One Tactical Income ETF | 1.33% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AGOX and LOTI have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LOTI is cheaper at 1.01% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LOTI is cheaper with a 1.01% expense ratio, compared with 1.33% for AGOX.
AGOX has the higher dividend yield at 2.65%, compared with 1.33% for LOTI.
They also come from different issuers: Adaptive Funds and Liberty One. Their fees differ too: 1.33% for AGOX and 1.01% for LOTI.
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