PortfoliosLab logoPortfoliosLab logo
AGG vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGG vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. Aggregate Bond ETF (AGG) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with AGG having a 0.96% return and BND slightly lower at 0.94%. Both investments have delivered pretty close results over the past 10 years, with AGG having a 1.59% annualized return and BND not far ahead at 1.60%.


AGG

1D
0.49%
1M
1.10%
YTD
0.96%
6M
0.82%
1Y
4.41%
3Y*
4.13%
5Y*
0.21%
10Y*
1.59%

BND

1D
0.45%
1M
1.09%
YTD
0.94%
6M
0.78%
1Y
4.38%
3Y*
4.11%
5Y*
0.18%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGG
iShares Core U.S. Aggregate Bond ETF
0.96%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%
BND
Vanguard Total Bond Market ETF
0.94%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Correlation

The correlation between AGG and BND is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

0.92

The correlation between AGG and BND has been stable across timeframes, ranging from 0.92 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AGG vs. BND — Risk / Return Rank

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

AGG
AGG Risk / Return Rank: 3434
Overall Rank
AGG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3535
Sortino Ratio Rank
AGG Omega Ratio Rank: 3232
Omega Ratio Rank
AGG Calmar Ratio Rank: 3434
Calmar Ratio Rank
AGG Martin Ratio Rank: 3333
Martin Ratio Rank

BND
BND Risk / Return Rank: 3535
Overall Rank
BND Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3636
Sortino Ratio Rank
BND Omega Ratio Rank: 3333
Omega Ratio Rank
BND Calmar Ratio Rank: 3535
Calmar Ratio Rank
BND Martin Ratio Rank: 3434
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.

AGG vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) and Vanguard Total Bond Market ETF (BND). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AGGBNDDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.21

1.21

0.00

Calmar ratioReturn relative to maximum drawdown

1.60

1.64

-0.04

Martin ratioReturn relative to average drawdown

4.61

4.68

-0.06

AGG vs. BND - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.16, which is comparable to the BND Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of AGG and BND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AGG vs. BND - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, roughly equal to the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for AGG and BND.


Loading charts...

Drawdown Indicators


AGGBNDDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-18.58%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-2.68%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-5.92%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

-17.91%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

-18.58%

+0.15%

Current Drawdown

Current decline from peak

-1.45%

-1.71%

+0.26%

Average Drawdown

Average peak-to-trough decline

-2.71%

-3.06%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.94%

+0.02%

Volatility

AGG vs. BND - Volatility Comparison

iShares Core U.S. Aggregate Bond ETF (AGG) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.19% and 1.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AGGBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.15%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

2.80%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.84%

3.75%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.10%

6.03%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

5.53%

-0.12%

AGG vs. BND - Expense Ratio Comparison

Both AGG and BND have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

AGG vs. BND - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 3.96%, which matches BND's 3.94% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.96%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
BND
Vanguard Total Bond Market ETF
3.94%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

Frequently Asked Questions


With a correlation of 0.99, AGG and BND move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AGG has higher volatility (1.19%) compared to BND (1.15%). In terms of maximum drawdown, AGG dropped -18.43% vs BND's -18.58%.

On 10-year performance, BND leads with 1.60% vs 1.59% for AGG. Both ETFs have the same 0.03% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BND has performed better with a 1.60% return vs 1.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGG and BND have the same expense ratio: 0.03% per year.

AGG has the higher dividend yield at 3.96%, compared with 3.94% for BND.

AGG tracks Bloomberg U.S. Aggregate Bond Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: iShares and Vanguard.

BND currently has the higher Sharpe Ratio (1.18 vs 1.16), 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.

Portfolio Optimizer

Find the right allocation for AGG and BND

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer