AGOX vs FOF

Comparison between ADAPTIVE ALPHA OPPORTUNITIES ETF (AGOX, ETF) and Cohen & Steers Closed-End Opportunity Fund Inc (FOF, ETF).

5-Year PerformanceAGOX has outperformed FOF, delivering a return of +8.7% compared to +7.1%

AGOX vs FOF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGOX(ETF)	FOF(ETF)
Net Assets	$373M	$374M
Expense Ratio	1.33%	N/A
Max Drawdown	30.21%	66.84%
Sharpe Ratio	0.81	0.64
5Y Beta	0.98	0.66
5Y Dividends CAGR	N/A	1.61%

Net Assets

AGOX

$373M

Winner

FOF

$374M

Expense Ratio

AGOX

1.33%

FOF

N/A

Max Drawdown

Winner

AGOX

30.21%

FOF

66.84%

Sharpe Ratio

Winner

AGOX

0.81

FOF

0.64

5Y Beta

AGOX

0.98

Winner

FOF

0.66

5Y Dividends CAGR

AGOX

N/A

FOF

1.61%

AGOX vs FOF - Historical Returns

Returns include dividend reinvestment.

Period	AGOX	FOF
1 month	+1.67%	-0.69%
3 months	+1.34%	-0.65%
6 months	+15.32%	-1.46%
1 year	+19.57%	+12.32%
5 years(CAGR)	+8.66%	+7.13%
10 years(CAGR)	N/A	+10.13%
Max(CAGR)	+9.09%	+6.86%

Winner

AGOX

+1.67%

FOF

-0.69%

Winner

AGOX

+1.34%

FOF

-0.65%

Winner

AGOX

+15.32%

FOF

-1.46%

Winner

AGOX

+19.57%

FOF

+12.32%

5Y(CAGR)

Winner

AGOX

+8.66%

FOF

+7.13%

10Y(CAGR)

AGOX

N/A

FOF

+10.13%

Max(CAGR)

Winner

AGOX

+9.09%

FOF

+6.86%

AGOX vs FOF - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	AGOX	FOF
2026	+17.76%	+7.63%
2025	+7.02%	+12.57%
2024	+16.55%	+23.77%
2023	+19.27%	+14.11%
2022	-19.09%	-22.82%
2021	+9.84%	+29.97%
2020	N/A	+0.62%
2019	N/A	+29.27%
2018	N/A	-9.79%
2017	N/A	+22.57%
2016	N/A	+16.99%
2015	N/A	-9.07%
2014	N/A	+13.58%
2013	N/A	+6.35%
2012	N/A	+11.87%
2011	N/A	-2.53%
2010	N/A	+13.98%
2009	N/A	+38.95%
2008	N/A	-37.15%
2007	N/A	-13.41%
2006	N/A	+1.94%

AGOX vs FOF Drawdown Comparison

The maximum drawdown for AGOX was -26.92%, occurring on Oct 14, 2022. Recovery took 578 trading sessions.

The maximum drawdown for FOF was -59.31%, occurring on Mar 9, 2009. Recovery took 1116 trading sessions.

The current AGOX drawdown is -4.11%. The current FOF drawdown is -6.09%.

Rank	AGOX	FOF
#1	-26.92% Nov 16, 2021 - Mar 7, 2024	-59.31% Jan 31, 2007 - Jul 6, 2011
#2	-21.15% Jan 23, 2025 - Jun 30, 2025	-49.70% Feb 20, 2020 - Jan 19, 2021
#3	-15.36% Oct 28, 2025 - Apr 15, 2026	-29.95% Jan 3, 2022 - Jun 3, 2024
#4	-8.86% Aug 19, 2024 - Oct 14, 2024	-23.07% Apr 30, 2015 - Jul 26, 2016
#5	-8.25% Mar 7, 2024 - May 24, 2024	-19.62% Oct 3, 2018 - Apr 15, 2019
#6	-8.17% Jun 15, 2026 - Jul 27, 2026	-18.56% Dec 2, 2024 - Jul 1, 2025
#7	-8.15% Jul 10, 2024 - Aug 15, 2024	-18.00% Jul 7, 2011 - Mar 13, 2012
#8	-6.73% Dec 4, 2024 - Jan 22, 2025	-15.08% Jan 29, 2026 - Mar 30, 2026
#9	-6.18% Oct 14, 2024 - Dec 2, 2024	-9.71% May 21, 2013 - Mar 18, 2014
#10	-4.83% Jul 2, 2021 - Jul 29, 2021	-9.40% Aug 18, 2021 - Dec 30, 2021
#11	-4.61% Sep 2, 2021 - Oct 19, 2021	-9.35% Oct 3, 2016 - Jan 25, 2017
#12	-3.62% May 14, 2026 - Jun 1, 2026	-9.32% Sep 19, 2014 - Nov 25, 2014
#13	-3.44% Aug 11, 2021 - Aug 25, 2021	-9.25% Jan 25, 2018 - Jul 5, 2018
#14	-3.08% May 28, 2024 - Jun 12, 2024	-8.53% Mar 13, 2012 - Aug 17, 2012
#15	-2.97% Jun 2, 2026 - Jun 15, 2026	-8.14% Oct 4, 2012 - Jan 9, 2013

Correlation

Correlation between AGOX and FOF is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96

-101

Dividend Comparison (2006 - 2026)

AGOX vs FOF dividend yield comparison.

Year	AGOX	FOF
2026	0.00%	5.16%
2025	3.23%	7.91%
2024	3.94%	8.22%
2023	0.27%	9.32%
2022	0.20%	9.99%
2021	6.36%	7.06%
2020	0.00%	8.41%
2019	0.00%	7.78%
2018	0.00%	9.41%
2017	0.00%	7.84%
2016	0.00%	8.90%
2015	0.00%	9.49%
2014	0.00%	7.91%
2013	0.00%	8.27%
2012	0.00%	8.37%
2011	0.00%	8.69%
2010	0.00%	7.52%
2009	0.00%	8.24%
2008	0.00%	15.39%
2007	0.00%	10.46%
2006	0.00%	0.80%