MUSI vs. AGGA

Last updated Apr 2, 2026

Compare and contrast key facts about American Century Multisector Income ETF (MUSI) and Astoria Dynamic Core US Fixed Income ETF (AGGA).

MUSI and AGGA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MUSI is an actively managed fund by American Century. It was launched on Jun 29, 2021. AGGA is an actively managed fund by Astoria. It was launched on Apr 30, 2025.

Performance

MUSI vs. AGGA - Performance Comparison

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

MUSI vs. AGGA - Yearly Performance Comparison

	2026 (YTD)	2025
MUSI American Century Multisector Income ETF	-0.07%	5.96%
AGGA Astoria Dynamic Core US Fixed Income ETF	0.13%	4.36%

Returns By Period

In the year-to-date period, MUSI achieves a -0.07% return, which is significantly lower than AGGA's 0.13% return.

MUSI

• 1D: 0.00%
• 1M: -1.43%
• YTD: -0.07%
• 6M: 1.17%
• 1Y: 5.68%
• 3Y*: 5.93%
• 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)

MUSI vs. AGGA - Expense Ratio Comparison

MUSI has a 0.36% expense ratio, which is lower than AGGA's 0.55% expense ratio.

AGGA

Astoria Dynamic Core US Fixed Income ETF

MUSI

American Century Multisector Income ETF

Return for Risk

MUSI vs. AGGA — Risk / Return Rank

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

MUSI

MUSI Risk / Return Rank: 69
MUSI Sharpe Ratio Rank: 70
MUSI Sortino Ratio Rank: 64
MUSI Omega Ratio Rank: 72
MUSI Calmar Ratio Rank: 70
MUSI Martin Ratio Rank: 70

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.

MUSI vs. AGGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Multisector Income ETF (MUSI) 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.

	MUSI	AGGA	Difference
Sharpe ratio Return per unit of total volatility	1.31	—	—
Sortino ratio Return per unit of downside risk	1.72	—	—
Omega ratio Gain probability vs. loss probability	1.28	—	—
Calmar ratio Return relative to maximum drawdown	1.96	—	—
Martin ratio Return relative to average drawdown	7.89	—	—
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

	MUSI	AGGA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	2.27	-1.84

Correlation

The correlation between MUSI and AGGA is 0.86, 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.

Dividends

MUSI vs. AGGA - Dividend Comparison

MUSI's dividend yield for the trailing twelve months is around 5.27%, more than AGGA's 3.62% yield.

	TTM	2025	2024	2023	2022	2021
MUSI American Century Multisector Income ETF	5.27%	5.74%	6.00%	5.20%	4.02%	1.62%
AGGA Astoria Dynamic Core US Fixed Income ETF	3.62%	2.81%	0.00%	0.00%	0.00%	0.00%

Drawdowns

MUSI vs. AGGA - Drawdown Comparison

The maximum MUSI drawdown since its inception was -13.91%, which is greater than AGGA's maximum drawdown of -1.47%. Use the drawdown chart below to compare losses from any high point for MUSI and AGGA.

Drawdown Indicators

	MUSI	AGGA	Difference
Max Drawdown Largest peak-to-trough decline	-13.91%	-1.47%	-12.44%
Max Drawdown (1Y) Largest decline over 1 year	-2.97%	—	—
Current Drawdown Current decline from peak	-1.80%	-0.89%	-0.91%
Average Drawdown Average peak-to-trough decline	-4.33%	-0.18%	-4.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.74%	—	—

Volatility

Volatility by Period

	MUSI	AGGA	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.70%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.27%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.35%	2.18%	+2.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.88%	2.18%	+2.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.88%	2.18%	+2.70%