AGOX vs. NTSX
Compare and contrast key facts about Adaptive Alpha Opportunities ETF (AGOX) and WisdomTree U.S. Efficient Core Fund (NTSX).
AGOX and NTSX 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. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGOX or NTSX.
Correlation
The correlation between AGOX and NTSX is 0.83, 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.
Performance
AGOX vs. NTSX - Performance Comparison
Key characteristics
AGOX:
0.36
NTSX:
0.62
AGOX:
0.72
NTSX:
0.96
AGOX:
1.09
NTSX:
1.14
AGOX:
0.43
NTSX:
0.71
AGOX:
1.33
NTSX:
2.85
AGOX:
6.93%
NTSX:
4.16%
AGOX:
25.43%
NTSX:
19.28%
AGOX:
-27.72%
NTSX:
-31.34%
AGOX:
-13.43%
NTSX:
-9.30%
Returns By Period
In the year-to-date period, AGOX achieves a -6.25% return, which is significantly lower than NTSX's -4.62% return.
AGOX
-6.25%
-0.55%
-7.29%
7.12%
N/A
N/A
NTSX
-4.62%
-4.37%
-4.37%
10.65%
10.84%
N/A
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AGOX vs. NTSX - Expense Ratio Comparison
AGOX has a 1.69% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Risk-Adjusted Performance
AGOX vs. NTSX — Risk-Adjusted Performance Rank
AGOX
NTSX
AGOX vs. NTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Adaptive Alpha Opportunities ETF (AGOX) and WisdomTree U.S. Efficient Core Fund (NTSX). 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.
Dividends
AGOX vs. NTSX - Dividend Comparison
AGOX's dividend yield for the trailing twelve months is around 4.21%, more than NTSX's 1.26% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
AGOX Adaptive Alpha Opportunities ETF | 4.21% | 3.94% | 0.27% | 0.20% | 3.65% | 0.00% | 0.00% | 0.00% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.26% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% |
Drawdowns
AGOX vs. NTSX - Drawdown Comparison
The maximum AGOX drawdown since its inception was -27.72%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for AGOX and NTSX. For additional features, visit the drawdowns tool.
Volatility
AGOX vs. NTSX - Volatility Comparison
Adaptive Alpha Opportunities ETF (AGOX) has a higher volatility of 15.95% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 14.13%. This indicates that AGOX's price experiences larger fluctuations and is considered to be riskier than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.