AGOX vs. VTI

Last updated Jun 3, 2026

AGOX (Adaptive Alpha Opportunities ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - AGOX is a Tactical Allocation fund actively managed by Adaptive Funds, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. AGOX is actively managed, while VTI is passively managed. Over the past 5 years, AGOX returned 9.31%/yr vs 13.05%/yr for VTI. Their correlation of 0.82 suggests significant overlap in exposure. AGOX charges 1.33%/yr vs 0.03%/yr for VTI.

Performance

AGOX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adaptive Alpha Opportunities ETF (AGOX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGOX achieves a 22.79% return, which is significantly higher than VTI's 12.01% return.

AGOX

• 1D: 0.40%
• 1M: 9.28%
• YTD: 22.79%
• 6M: 20.78%
• 1Y: 28.68%
• 3Y*: 18.60%
• 5Y*: 9.31%
• 10Y*: —

VTI

• 1D: 0.26%
• 1M: 5.37%
• YTD: 12.01%
• 6M: 12.40%
• 1Y: 30.01%
• 3Y*: 22.37%
• 5Y*: 13.05%
• 10Y*: 15.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AGOX vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
AGOX Adaptive Alpha Opportunities ETF	22.79%	8.58%	15.97%	19.07%	-19.21%	9.82%
VTI Vanguard Total Stock Market ETF	12.01%	17.10%	23.81%	26.05%	-19.52%	12.78%

Correlation

The correlation between AGOX and VTI is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since May 11, 2021	0.82

The correlation between AGOX and VTI shifts across timeframes, from 0.71 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.

AGOX vs. VTI - Sectors Allocation Comparison

Sectors	AGOX	VTI
Technology	50.1%	33.5%
Industrials	9.6%	9.8%
Communication Services	9.6%	10.3%
Healthcare	9.2%	9.2%
Consumer Cyclical	6.2%	10.0%
Financial Services	4.8%	12.0%
Basic Materials	3.2%	2.0%
Consumer Defensive	2.8%	4.7%
Utilities	2.1%	2.3%
Energy	1.8%	3.7%
Real Estate	0.7%	2.4%

Return for Risk

AGOX vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGOX

AGOX Risk / Return Rank: 45
AGOX Sharpe Ratio Rank: 45
AGOX Sortino Ratio Rank: 49
AGOX Omega Ratio Rank: 46
AGOX Calmar Ratio Rank: 40
AGOX Martin Ratio Rank: 44

VTI

VTI Risk / Return Rank: 74
VTI Sharpe Ratio Rank: 75
VTI Sortino Ratio Rank: 74
VTI Omega Ratio Rank: 74
VTI Calmar Ratio Rank: 68
VTI Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGOX vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adaptive Alpha Opportunities ETF (AGOX) and Vanguard Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio Return per unit of total volatility	1.57	2.48	-0.91
Sortino ratio Return per unit of downside risk	2.41	3.37	-0.96
Omega ratio Gain probability vs. loss probability	1.30	1.45	-0.15
Calmar ratio Return relative to maximum drawdown	1.99	3.44	-1.45
Martin ratio Return relative to average drawdown	7.29	15.88	-8.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGOX vs. VTI - Sharpe Ratio Comparison

The current AGOX Sharpe Ratio is 1.57, which is lower than the VTI Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of AGOX and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AGOX	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.57	2.48	-0.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.75	-0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.51	+0.01

Drawdowns

AGOX vs. VTI - Drawdown Comparison

The maximum AGOX drawdown since its inception was -26.93%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for AGOX and VTI.

Drawdown Indicators

	AGOX	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-26.93%	-55.45%	+28.52%
Max Drawdown (1Y) Largest decline over 1 year	-15.32%	-8.92%	-6.40%
Max Drawdown (3Y) Largest decline over 3 years	-21.15%	-19.30%	-1.85%
Max Drawdown (5Y) Largest decline over 5 years	-26.93%	-25.36%	-1.57%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-8.18%	-8.03%	-0.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.19%	1.93%	+2.26%

Volatility

AGOX vs. VTI - Volatility Comparison

Adaptive Alpha Opportunities ETF (AGOX) has a higher volatility of 6.01% compared to Vanguard Total Stock Market ETF (VTI) at 2.86%. This indicates that AGOX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGOX	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.01%	2.86%	+3.15%
Volatility (6M) Calculated over the trailing 6-month period	15.88%	9.11%	+6.77%
Volatility (1Y) Calculated over the trailing 1-year period	18.37%	12.15%	+6.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.66%	17.40%	+2.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.67%	18.30%	+1.37%

AGOX vs. VTI - Expense Ratio Comparison

AGOX has a 1.33% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

AGOX vs. VTI - Dividend Comparison

AGOX's dividend yield for the trailing twelve months is around 2.63%, more than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGOX Adaptive Alpha Opportunities ETF	2.63%	3.23%	3.94%	0.27%	0.20%	6.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both AGOX and VTI in my portfolio?

AGOX and VTI have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AGOX or VTI?

AGOX has higher volatility (6.01%) compared to VTI (2.86%). In terms of maximum drawdown, AGOX dropped -26.93% vs VTI's -55.45%.

Which ETF is better, AGOX or VTI?

On 5-year performance, VTI leads with 13.05% vs 9.31% for AGOX. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AGOX or VTI?

Over the 5-year period, VTI has performed better with a 13.05% return vs 9.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AGOX or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 1.33% for AGOX.

Which ETF pays a higher dividend yield, AGOX or VTI?

AGOX has the higher dividend yield at 2.63%, compared with 1.01% for VTI.

What is the main difference between AGOX and VTI?

AGOX is categorized as Tactical Allocation, while VTI is Large Cap Blend Equities. They also come from different issuers: Adaptive Funds and Vanguard. Their fees differ too: 1.33% for AGOX and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.48 vs 1.57), 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.