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AGG vs. FBND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGG and FBND is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

AGG vs. FBND - Performance Comparison

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

15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
17.81%
26.95%
AGG
FBND

Key characteristics

Sharpe Ratio

AGG:

1.28

FBND:

1.32

Sortino Ratio

AGG:

1.87

FBND:

1.92

Omega Ratio

AGG:

1.22

FBND:

1.23

Calmar Ratio

AGG:

0.53

FBND:

0.69

Martin Ratio

AGG:

3.30

FBND:

3.81

Ulcer Index

AGG:

2.09%

FBND:

1.88%

Daily Std Dev

AGG:

5.38%

FBND:

5.42%

Max Drawdown

AGG:

-18.43%

FBND:

-17.25%

Current Drawdown

AGG:

-6.78%

FBND:

-3.54%

Returns By Period

In the year-to-date period, AGG achieves a 2.37% return, which is significantly higher than FBND's 2.10% return. Over the past 10 years, AGG has underperformed FBND with an annualized return of 1.38%, while FBND has yielded a comparatively higher 2.11% annualized return.


AGG

YTD

2.37%

1M

0.12%

6M

1.37%

1Y

6.95%

5Y*

-0.87%

10Y*

1.38%

FBND

YTD

2.10%

1M

-0.21%

6M

1.24%

1Y

7.22%

5Y*

0.56%

10Y*

2.11%

*Annualized

Compare stocks, funds, or ETFs

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AGG vs. FBND - Expense Ratio Comparison

AGG has a 0.05% expense ratio, which is lower than FBND's 0.36% expense ratio.


Expense ratio chart for FBND: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBND: 0.36%
Expense ratio chart for AGG: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGG: 0.05%

Risk-Adjusted Performance

AGG vs. FBND — Risk-Adjusted Performance Rank

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

AGG
The Risk-Adjusted Performance Rank of AGG is 8080
Overall Rank
The Sharpe Ratio Rank of AGG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 8888
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 7777
Martin Ratio Rank

FBND
The Risk-Adjusted Performance Rank of FBND is 8383
Overall Rank
The Sharpe Ratio Rank of FBND is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FBND is 8888
Sortino Ratio Rank
The Omega Ratio Rank of FBND is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FBND is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FBND is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGG vs. FBND - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for AGG, currently valued at 1.28, compared to the broader market-1.000.001.002.003.004.00
AGG: 1.28
FBND: 1.32
The chart of Sortino ratio for AGG, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.00
AGG: 1.87
FBND: 1.92
The chart of Omega ratio for AGG, currently valued at 1.22, compared to the broader market0.501.001.502.002.50
AGG: 1.22
FBND: 1.23
The chart of Calmar ratio for AGG, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.00
AGG: 0.53
FBND: 0.69
The chart of Martin ratio for AGG, currently valued at 3.30, compared to the broader market0.0020.0040.0060.00
AGG: 3.30
FBND: 3.81

The current AGG Sharpe Ratio is 1.28, which is comparable to the FBND Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of AGG and FBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.28
1.32
AGG
FBND

Dividends

AGG vs. FBND - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 3.78%, less than FBND's 4.63% yield.


TTM20242023202220212020201920182017201620152014
AGG
iShares Core U.S. Aggregate Bond ETF
3.78%3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%
FBND
Fidelity Total Bond ETF
4.63%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%

Drawdowns

AGG vs. FBND - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, which is greater than FBND's maximum drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for AGG and FBND. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-6.78%
-3.54%
AGG
FBND

Volatility

AGG vs. FBND - Volatility Comparison

iShares Core U.S. Aggregate Bond ETF (AGG) and Fidelity Total Bond ETF (FBND) have volatilities of 2.24% and 2.32%, 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.


1.20%1.40%1.60%1.80%2.00%2.20%2.40%NovemberDecember2025FebruaryMarchApril
2.24%
2.32%
AGG
FBND