GQQQ vs. AGGA

Last updated Apr 2, 2026

Compare and contrast key facts about Astoria US Quality Growth Kings ETF (GQQQ) and Astoria Dynamic Core US Fixed Income ETF (AGGA).

GQQQ and AGGA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GQQQ is managed by Astoria. It was launched on Sep 30, 2024. AGGA is an actively managed fund by Astoria. It was launched on Apr 30, 2025.

Performance

GQQQ vs. AGGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astoria US Quality Growth Kings ETF (GQQQ) and Astoria Dynamic Core US Fixed Income ETF (AGGA). The values are adjusted to include any dividend payments, if applicable.

GQQQ vs. AGGA - Yearly Performance Comparison

	2026 (YTD)	2025
GQQQ Astoria US Quality Growth Kings ETF	-2.42%	25.60%
AGGA Astoria Dynamic Core US Fixed Income ETF	0.13%	4.36%

Returns By Period

In the year-to-date period, GQQQ achieves a -2.42% return, which is significantly lower than AGGA's 0.13% return.

GQQQ

• 1D: 1.38%
• 1M: -4.29%
• YTD: -2.42%
• 6M: -1.49%
• 1Y: 24.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AGGA

• 1D: -0.01%
• 1M: -0.74%
• YTD: 0.13%
• 6M: 0.86%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GQQQ vs. AGGA - Expense Ratio Comparison

GQQQ has a 0.35% expense ratio, which is lower than AGGA's 0.55% expense ratio.

AGGA

Astoria Dynamic Core US Fixed Income ETF

GQQQ

Astoria US Quality Growth Kings ETF

Return for Risk

GQQQ vs. AGGA — Risk / Return Rank

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

GQQQ

GQQQ Risk / Return Rank: 68
GQQQ Sharpe Ratio Rank: 63
GQQQ Sortino Ratio Rank: 66
GQQQ Omega Ratio Rank: 65
GQQQ Calmar Ratio Rank: 71
GQQQ Martin Ratio Rank: 74

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.

GQQQ vs. AGGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astoria US Quality Growth Kings ETF (GQQQ) and Astoria Dynamic Core US Fixed Income ETF (AGGA). 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.

	GQQQ	AGGA	Difference
Sharpe ratio Return per unit of total volatility	1.17	—	—
Sortino ratio Return per unit of downside risk	1.76	—	—
Omega ratio Gain probability vs. loss probability	1.25	—	—
Calmar ratio Return relative to maximum drawdown	2.10	—	—
Martin ratio Return relative to average drawdown	8.85	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GQQQ	AGGA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	2.27	-1.71

Correlation

The correlation between GQQQ and AGGA is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GQQQ vs. AGGA - Dividend Comparison

GQQQ's dividend yield for the trailing twelve months is around 0.50%, less than AGGA's 3.62% yield.

	TTM	2025	2024
GQQQ Astoria US Quality Growth Kings ETF	0.50%	0.46%	0.11%
AGGA Astoria Dynamic Core US Fixed Income ETF	3.62%	2.81%	0.00%

Drawdowns

GQQQ vs. AGGA - Drawdown Comparison

The maximum GQQQ drawdown since its inception was -22.36%, which is greater than AGGA's maximum drawdown of -1.47%. Use the drawdown chart below to compare losses from any high point for GQQQ and AGGA.

Drawdown Indicators

	GQQQ	AGGA	Difference
Max Drawdown Largest peak-to-trough decline	-22.36%	-1.47%	-20.89%
Max Drawdown (1Y) Largest decline over 1 year	-12.17%	—	—
Current Drawdown Current decline from peak	-6.53%	-0.89%	-5.64%
Average Drawdown Average peak-to-trough decline	-3.36%	-0.18%	-3.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	—	—

Volatility

Volatility by Period

	GQQQ	AGGA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.79%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.30%	2.18%	+19.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.57%	2.18%	+18.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.57%	2.18%	+18.39%