AGQI vs. VXUS

Last updated Jun 5, 2026

AGQI (First Trust Active Global Quality Income ETF) and VXUS (Vanguard Total International Stock ETF) are both Global Equities funds. AGQI is actively managed, while VXUS is passively managed. Over the past year, AGQI returned 24.01% vs 31.38% for VXUS. Their correlation of 0.88 suggests significant overlap in exposure. AGQI charges 0.85%/yr vs 0.05%/yr for VXUS.

Performance

AGQI vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Active Global Quality Income ETF (AGQI) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGQI achieves a 11.27% return, which is significantly lower than VXUS's 14.45% return.

AGQI

• 1D: 0.09%
• 1M: 2.06%
• YTD: 11.27%
• 6M: 12.49%
• 1Y: 24.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VXUS

• 1D: 0.17%
• 1M: 3.40%
• YTD: 14.45%
• 6M: 16.87%
• 1Y: 31.38%
• 3Y*: 19.55%
• 5Y*: 8.49%
• 10Y*: 9.69%

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

AGQI vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
AGQI First Trust Active Global Quality Income ETF	11.27%	26.67%	2.98%	5.25%
VXUS Vanguard Total International Stock ETF	14.45%	32.35%	5.08%	5.83%

Correlation

The correlation between AGQI and VXUS is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (All Time) Calculated using the full available price history since Nov 22, 2023	0.88

The correlation between AGQI and VXUS has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.

AGQI vs. VXUS - Sectors Allocation Comparison

Sectors	AGQI	VXUS
Technology	17.4%	18.1%
Financial Services	14.7%	22.3%
Consumer Defensive	14.6%	5.0%
Industrials	11.4%	16.1%
Energy	10.4%	5.2%
Healthcare	9.6%	7.1%
Communication Services	6.6%	4.4%
Utilities	6.2%	3.2%
Consumer Cyclical	5.5%	8.4%
Basic Materials	3.6%	7.6%
Real Estate	-	2.6%

Return for Risk

AGQI vs. VXUS — Risk / Return Rank

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

AGQI

AGQI Risk / Return Rank: 59
AGQI Sharpe Ratio Rank: 63
AGQI Sortino Ratio Rank: 61
AGQI Omega Ratio Rank: 62
AGQI Calmar Ratio Rank: 54
AGQI Martin Ratio Rank: 55

VXUS

VXUS Risk / Return Rank: 62
VXUS Sharpe Ratio Rank: 63
VXUS Sortino Ratio Rank: 62
VXUS Omega Ratio Rank: 64
VXUS Calmar Ratio Rank: 58
VXUS Martin Ratio Rank: 62

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.

AGQI vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Active Global Quality Income ETF (AGQI) and Vanguard Total International Stock ETF (VXUS). 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.

	AGQI	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	2.07	2.08	-0.01
Sortino ratio: Return per unit of downside risk	2.80	2.85	-0.05
Omega ratio: Gain probability vs. loss probability	1.37	1.38	-0.01
Calmar ratio: Return relative to maximum drawdown	2.64	2.80	-0.16
Martin ratio: Return relative to average drawdown	9.43	10.92	-1.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGQI vs. VXUS - Sharpe Ratio Comparison

The current AGQI Sharpe Ratio is 2.07, which is comparable to the VXUS Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of AGQI and VXUS, 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

	AGQI	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	2.08	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.53	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.46	0.39	+1.07

Drawdowns

AGQI vs. VXUS - Drawdown Comparison

The maximum AGQI drawdown since its inception was -14.07%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for AGQI and VXUS.

Drawdown Indicators

	AGQI	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-14.07%	-35.97%	+21.90%
Max Drawdown (1Y) Largest decline over 1 year	-9.15%	-11.27%	+2.12%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.58%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.44%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.97%	—
Current Drawdown Current decline from peak	-0.22%	-0.82%	+0.60%
Average Drawdown Average peak-to-trough decline	-2.17%	-8.22%	+6.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	2.88%	-0.33%

Volatility

AGQI vs. VXUS - Volatility Comparison

The current volatility for First Trust Active Global Quality Income ETF (AGQI) is 3.66%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.46%. This indicates that AGQI experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGQI	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.66%	5.46%	-1.80%
Volatility (6M) Calculated over the trailing 6-month period	9.39%	13.00%	-3.61%
Volatility (1Y) Calculated over the trailing 1-year period	11.67%	15.20%	-3.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.56%	16.04%	-3.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.56%	17.15%	-4.59%

AGQI vs. VXUS - Expense Ratio Comparison

AGQI has a 0.85% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

AGQI vs. VXUS - Dividend Comparison

AGQI's dividend yield for the trailing twelve months is around 2.03%, less than VXUS's 2.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGQI First Trust Active Global Quality Income ETF	2.03%	2.54%	2.14%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VXUS Vanguard Total International Stock ETF	2.65%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both AGQI and VXUS in my portfolio?

AGQI and VXUS have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AGQI or VXUS?

VXUS has higher volatility (5.46%) compared to AGQI (3.66%). In terms of maximum drawdown, AGQI dropped -14.07% vs VXUS's -35.97%.

Which ETF is better, AGQI or VXUS?

On 1-year performance, VXUS leads with 31.38% vs 24.01% for AGQI. On fees, VXUS is cheaper at 0.05% per year. On volatility, AGQI has been the lower-risk option at 3.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AGQI or VXUS?

Over the 1-year period, VXUS has performed better with a 31.38% return vs 24.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AGQI or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.85% for AGQI.

Which ETF pays a higher dividend yield, AGQI or VXUS?

VXUS has the higher dividend yield at 2.65%, compared with 2.03% for AGQI.

What is the main difference between AGQI and VXUS?

They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.85% for AGQI and 0.05% for VXUS.

Which has better risk-adjusted returns?

VXUS currently has the higher Sharpe Ratio (2.08 vs 2.07), 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.