AGOX vs. VTI
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, 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 7.88%/yr vs 11.74%/yr for VTI. Their correlation of 0.82 means they have usually moved in the same direction. AGOX charges 1.33%/yr vs 0.03%/yr for VTI.
Performance
AGOX vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, AGOX achieves a 16.81% return, which is significantly higher than VTI's 10.49% return.
AGOX
- 1D
- 0.91%
- 1M
- -2.77%
- 6M
- 12.41%
- YTD
- 16.81%
- 1Y
- 16.30%
- 3Y*
- 14.16%
- 5Y*
- 7.88%
- 10Y*
- —
- ALL TIME*
- 8.63%
VTI
- 1D
- 0.53%
- 1M
- -0.15%
- 6M
- 8.77%
- YTD
- 10.49%
- 1Y
- 21.84%
- 3Y*
- 18.92%
- 5Y*
- 11.74%
- 10Y*
- 14.63%
- ALL TIME*
- 9.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.70M | $2.48M | $2.81M | |
| $1.06B | $1.16B | $1.24B |
AGOX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AGOX Adaptive Alpha Opportunities ETF | 16.81% | 8.58% | 15.97% | 19.07% | -19.21% | 8.91% |
VTI Vanguard Total Stock Market ETF | 10.49% | 17.10% | 23.81% | 26.05% | -19.52% | 11.46% |
Correlation
The correlation between AGOX and VTI is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (All Time) Calculated using the full available price history since May 10, 2021 | 0.82 |
The correlation between AGOX and VTI has been stable across timeframes, ranging from 0.72 to 0.82 - a consistent structural relationship.
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Return for Risk
AGOX vs. VTI — Risk / Return Rank
AGOX
VTI
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AGOX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.27 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 2.23 | -1.22 |
| Martin ratioReturn relative to average drawdown | 3.43 | 9.62 | -6.19 |
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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.
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Drawdown Indicators
| AGOX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.98% | -1.36% | -4.62% |
Average DrawdownAverage peak-to-trough decline | -8.04% | -7.99% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 2.07% | +2.45% |
Volatility
AGOX vs. VTI - Volatility Comparison
Adaptive Alpha Opportunities ETF (AGOX) has a higher volatility of 5.32% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. 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.
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Volatility by Period
| AGOX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 3.46% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 16.77% | 10.24% | +6.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.22% | 13.10% | +6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.81% | 17.51% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 18.30% | +1.34% |
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 2.76%, more than VTI's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGOX Adaptive Alpha Opportunities ETF | 2.76% | 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 | 1.06% | 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
AGOX and VTI have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGOX has higher volatility (5.32%) compared to VTI (3.46%). In terms of maximum drawdown, AGOX dropped -26.93% vs VTI's -55.45%.
On 5-year performance, VTI leads with 11.74% vs 7.88% for AGOX. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 3.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VTI has performed better with a 11.74% return vs 7.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTI is cheaper with a 0.03% expense ratio, compared with 1.33% for AGOX.
AGOX has the higher dividend yield at 2.76%, compared with 1.06% for VTI.
AGOX is categorized as Tactical Allocation, while VTI is Large Cap Blend Equities. They also come from different issuers: Adaptive and Vanguard. Their fees differ too: 1.33% for AGOX and 0.03% for VTI.
VTI currently has the higher Sharpe Ratio (1.52 vs 0.81), 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.
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