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AGOX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGOX and VTI 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.


-0.50.00.51.0
Correlation: 0.8

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.

0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
14.65%
32.74%
AGOX
VTI

Key characteristics

Sharpe Ratio

AGOX:

0.39

VTI:

0.47

Sortino Ratio

AGOX:

0.76

VTI:

0.80

Omega Ratio

AGOX:

1.10

VTI:

1.12

Calmar Ratio

AGOX:

0.47

VTI:

0.49

Martin Ratio

AGOX:

1.43

VTI:

1.99

Ulcer Index

AGOX:

6.96%

VTI:

4.76%

Daily Std Dev

AGOX:

25.55%

VTI:

20.05%

Max Drawdown

AGOX:

-27.72%

VTI:

-55.45%

Current Drawdown

AGOX:

-11.30%

VTI:

-10.40%

Returns By Period

In the year-to-date period, AGOX achieves a -3.95% return, which is significantly higher than VTI's -6.29% return.


AGOX

YTD

-3.95%

1M

2.30%

6M

-5.41%

1Y

10.24%

5Y*

N/A

10Y*

N/A

VTI

YTD

-6.29%

1M

-3.40%

6M

-4.58%

1Y

9.95%

5Y*

15.58%

10Y*

11.38%

*Annualized

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AGOX vs. VTI - Expense Ratio Comparison

AGOX has a 1.69% expense ratio, which is higher than VTI's 0.03% expense ratio.


Expense ratio chart for AGOX: current value is 1.69%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGOX: 1.69%
Expense ratio chart for VTI: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTI: 0.03%

Risk-Adjusted Performance

AGOX vs. VTI — Risk-Adjusted Performance Rank

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

AGOX
The Risk-Adjusted Performance Rank of AGOX is 5252
Overall Rank
The Sharpe Ratio Rank of AGOX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of AGOX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of AGOX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of AGOX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of AGOX is 4949
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5757
Overall Rank
The Sharpe Ratio Rank of VTI is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGOX vs. VTI - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for AGOX, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.00
AGOX: 0.39
VTI: 0.47
The chart of Sortino ratio for AGOX, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.00
AGOX: 0.76
VTI: 0.80
The chart of Omega ratio for AGOX, currently valued at 1.10, compared to the broader market0.501.001.502.00
AGOX: 1.10
VTI: 1.12
The chart of Calmar ratio for AGOX, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.0012.00
AGOX: 0.47
VTI: 0.49
The chart of Martin ratio for AGOX, currently valued at 1.43, compared to the broader market0.0020.0040.0060.00
AGOX: 1.43
VTI: 1.99

The current AGOX Sharpe Ratio is 0.39, which is comparable to the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of AGOX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.39
0.47
AGOX
VTI

Dividends

AGOX vs. VTI - Dividend Comparison

AGOX's dividend yield for the trailing twelve months is around 4.11%, more than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
AGOX
Adaptive Alpha Opportunities ETF
4.11%3.94%0.27%0.20%3.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

AGOX vs. VTI - Drawdown Comparison

The maximum AGOX drawdown since its inception was -27.72%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.30%
-10.40%
AGOX
VTI

Volatility

AGOX vs. VTI - Volatility Comparison

Adaptive Alpha Opportunities ETF (AGOX) has a higher volatility of 16.13% compared to Vanguard Total Stock Market ETF (VTI) at 14.83%. 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.13%
14.83%
AGOX
VTI