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

Performance

AGG vs. CSHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. Aggregate Bond ETF (AGG) and NEOS Enhanced Income 1-3 Month T-Bill ETF (CSHI). 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 -0.08% return, which is significantly lower than CSHI's 2.22% return.


AGG

1D
0.00%
1M
-0.69%
YTD
-0.08%
6M
0.26%
1Y
4.97%
3Y*
3.88%
5Y*
-0.03%
10Y*
1.52%

CSHI

1D
0.12%
1M
0.23%
YTD
2.22%
6M
2.51%
1Y
5.13%
3Y*
5.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. CSHI - Yearly Performance Comparison


2026 (YTD)2025202420232022
AGG
iShares Core U.S. Aggregate Bond ETF
-0.08%7.19%1.31%5.65%-3.14%
CSHI
NEOS Enhanced Income 1-3 Month T-Bill ETF
2.22%5.05%5.66%6.21%1.46%

Correlation

The correlation between AGG and CSHI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.03

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2022

0.05

The correlation between AGG and CSHI shifts across timeframes, from 0.03 (3 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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. CSHI — Risk / Return Rank

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

AGG
AGG Risk / Return Rank: 4040
Overall Rank
AGG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 4242
Sortino Ratio Rank
AGG Omega Ratio Rank: 3939
Omega Ratio Rank
AGG Calmar Ratio Rank: 4040
Calmar Ratio Rank
AGG Martin Ratio Rank: 3838
Martin Ratio Rank

CSHI
CSHI Risk / Return Rank: 9999
Overall Rank
CSHI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CSHI Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSHI Omega Ratio Rank: 9999
Omega Ratio Rank
CSHI Calmar Ratio Rank: 9999
Calmar Ratio Rank
CSHI Martin Ratio Rank: 9999
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. CSHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) and NEOS Enhanced Income 1-3 Month T-Bill ETF (CSHI). 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.


AGGCSHIDifference
Sharpe ratioReturn per unit of total volatility

-4.48

Sortino ratioReturn per unit of downside risk

-8.57

Omega ratioGain probability vs. loss probability

1.23

2.61

-1.37

Calmar ratioReturn relative to maximum drawdown

1.81

25.71

-23.91

Martin ratioReturn relative to average drawdown

5.44

141.38

-135.95

AGG vs. CSHI - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.32, which is lower than the CSHI Sharpe Ratio of 5.80. The chart below compares the historical Sharpe Ratios of AGG and CSHI, 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...

Sharpe Ratios by Period


AGGCSHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

5.80

-4.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

4.15

-3.56

Drawdowns

AGG vs. CSHI - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, which is greater than CSHI's maximum drawdown of -1.69%. Use the drawdown chart below to compare losses from any high point for AGG and CSHI.


Loading charts...

Drawdown Indicators


AGGCSHIDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-1.69%

-16.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-0.20%

-2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-1.69%

-4.42%

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

-2.47%

-0.08%

-2.39%

Average Drawdown

Average peak-to-trough decline

-2.71%

-0.03%

-2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.04%

+0.88%

Volatility

AGG vs. CSHI - Volatility Comparison

iShares Core U.S. Aggregate Bond ETF (AGG) has a higher volatility of 1.29% compared to NEOS Enhanced Income 1-3 Month T-Bill ETF (CSHI) at 0.27%. This indicates that AGG's price experiences larger fluctuations and is considered to be riskier than CSHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AGGCSHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

0.27%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

0.57%

+2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

0.89%

+2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

1.33%

+4.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

1.33%

+4.08%

AGG vs. CSHI - Expense Ratio Comparison

AGG has a 0.03% expense ratio, which is lower than CSHI's 0.38% expense ratio.


Dividends

AGG vs. CSHI - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 4.00%, less than CSHI's 4.91% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
4.00%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
CSHI
NEOS Enhanced Income 1-3 Month T-Bill ETF
4.91%5.11%5.72%6.15%1.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AGG and CSHI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGG has higher volatility (1.29%) compared to CSHI (0.27%). In terms of maximum drawdown, AGG dropped -18.43% vs CSHI's -1.69%.

On 3-year performance, CSHI leads with 5.40% vs 3.88% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, CSHI has been the lower-risk option at 0.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CSHI has performed better with a 5.40% return vs 3.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGG is cheaper with a 0.03% expense ratio, compared with 0.38% for CSHI.

CSHI has the higher dividend yield at 4.91%, compared with 4.00% for AGG.

AGG is categorized as Total Bond Market, while CSHI is Ultrashort Bond. They also come from different issuers: iShares and Neos. Their fees differ too: 0.03% for AGG and 0.38% for CSHI.

CSHI currently has the higher Sharpe Ratio (5.80 vs 1.32), 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 CSHI

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