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

Performance

AGG vs. CPAG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, AGG achieves a 0.25% return, which is significantly higher than CPAG's -0.02% return.


AGG

1D
-0.21%
1M
0.24%
YTD
0.25%
6M
0.09%
1Y
5.14%
3Y*
3.95%
5Y*
0.10%
10Y*
1.57%

CPAG

1D
-0.21%
1M
0.14%
YTD
-0.02%
6M
-0.26%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. CPAG - Yearly Performance Comparison


Correlation

The correlation between AGG and CPAG 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 (All Time)
Calculated using the full available price history since Aug 13, 2025

0.99

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. CPAG — Risk / Return Rank

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

AGG
AGG Risk / Return Rank: 3636
Overall Rank
AGG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3838
Sortino Ratio Rank
AGG Omega Ratio Rank: 3535
Omega Ratio Rank
AGG Calmar Ratio Rank: 3737
Calmar Ratio Rank
AGG Martin Ratio Rank: 3636
Martin Ratio Rank

CPAG
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. CPAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) and F/m Compoundr U.S. Aggregate Bond ETF (CPAG). 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.


AGGCPAGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.87

Martin ratioReturn relative to average drawdown

5.73

AGG vs. CPAG - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


AGGCPAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.75

-0.16

Drawdowns

AGG vs. CPAG - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, which is greater than CPAG's maximum drawdown of -2.78%. Use the drawdown chart below to compare losses from any high point for AGG and CPAG.


Loading charts...

Drawdown Indicators


AGGCPAGDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-2.78%

-15.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-2.14%

-1.68%

-0.46%

Average Drawdown

Average peak-to-trough decline

-2.71%

-0.74%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

Volatility

AGG vs. CPAG - Volatility Comparison


Loading charts...

Volatility by Period


AGGCPAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

3.67%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

3.67%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.40%

3.67%

+1.73%

AGG vs. CPAG - Expense Ratio Comparison

AGG has a 0.03% expense ratio, which is lower than CPAG's 0.31% expense ratio.


Dividends

AGG vs. CPAG - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 3.99%, while CPAG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.99%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
CPAG
F/m Compoundr U.S. Aggregate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, AGG and CPAG 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.

On fees, AGG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGG is cheaper with a 0.03% expense ratio, compared with 0.31% for CPAG.

AGG has the higher dividend yield at 3.99%, compared with 0.00% for CPAG.

AGG tracks Bloomberg U.S. Aggregate Bond Index, while CPAG tracks Nasdaq Compoundr U.S. Aggregate Bond Index. They also come from different issuers: iShares and F/m Investments. Their fees differ too: 0.03% for AGG and 0.31% for CPAG.

Portfolio Optimizer

Find the right allocation for AGG and CPAG

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