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VGMS vs. AGGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGMS vs. AGGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Multi-Sector Income Bond ETF (VGMS) and Astoria Dynamic Core US Fixed Income ETF (AGGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGMS achieves a 1.06% return, which is significantly higher than AGGA's 0.77% return.


VGMS

1D
-0.36%
1M
0.29%
YTD
1.06%
6M
1.35%
1Y
3Y*
5Y*
10Y*

AGGA

1D
-0.14%
1M
0.26%
YTD
0.77%
6M
0.81%
1Y
4.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGMS vs. AGGA - Yearly Performance Comparison


Correlation

The correlation between VGMS and AGGA is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 12, 2025

0.85

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Return for Risk

VGMS vs. AGGA — Risk / Return Rank

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

VGMS

AGGA
AGGA Risk / Return Rank: 7373
Overall Rank
AGGA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AGGA Sortino Ratio Rank: 7878
Sortino Ratio Rank
AGGA Omega Ratio Rank: 7575
Omega Ratio Rank
AGGA Calmar Ratio Rank: 6868
Calmar Ratio Rank
AGGA Martin Ratio Rank: 7272
Martin Ratio Rank
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.

VGMS vs. AGGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Multi-Sector Income Bond ETF (VGMS) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VGMS vs. AGGA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VGMSAGGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

Sharpe Ratio (All Time)

Calculated using the full available price history

2.11

2.17

-0.06

Drawdowns

VGMS vs. AGGA - Drawdown Comparison

The maximum VGMS drawdown since its inception was -2.46%, which is greater than AGGA's maximum drawdown of -1.47%. Use the drawdown chart below to compare losses from any high point for VGMS and AGGA.


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Drawdown Indicators


VGMSAGGADifference

Max Drawdown

Largest peak-to-trough decline

-2.46%

-1.47%

-0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

Current Drawdown

Current decline from peak

-0.39%

-0.25%

-0.14%

Average Drawdown

Average peak-to-trough decline

-0.31%

-0.22%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

Volatility

VGMS vs. AGGA - Volatility Comparison


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Volatility by Period


VGMSAGGADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

2.13%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.21%

2.20%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.21%

2.20%

+1.01%

VGMS vs. AGGA - Expense Ratio Comparison

VGMS has a 0.30% expense ratio, which is lower than AGGA's 0.55% expense ratio.


Dividends

VGMS vs. AGGA - Dividend Comparison

VGMS's dividend yield for the trailing twelve months is around 5.16%, more than AGGA's 4.26% yield.


Frequently Asked Questions


VGMS and AGGA have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGMS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGMS is cheaper with a 0.30% expense ratio, compared with 0.55% for AGGA.

VGMS has the higher dividend yield at 5.16%, compared with 4.26% for AGGA.

They also come from different issuers: Vanguard and Astoria. Their fees differ too: 0.30% for VGMS and 0.55% for AGGA.

Portfolio Optimizer

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