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AGG vs. FXNAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGG vs. FXNAX - 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 U.S. Bond Index Fund (FXNAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGG achieves a 0.61% return, which is significantly higher than FXNAX's 0.31% return. Over the past 10 years, AGG has outperformed FXNAX with an annualized return of 1.56%, while FXNAX has yielded a comparatively lower 1.48% annualized return.


AGG

1D
0.09%
1M
1.18%
YTD
0.61%
6M
0.92%
1Y
4.96%
3Y*
4.06%
5Y*
0.18%
10Y*
1.56%

FXNAX

1D
-0.19%
1M
1.10%
YTD
0.31%
6M
0.81%
1Y
4.76%
3Y*
4.15%
5Y*
-0.06%
10Y*
1.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. FXNAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGG
iShares Core U.S. Aggregate Bond ETF
0.61%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%
FXNAX
Fidelity U.S. Bond Index Fund
0.31%7.14%1.35%5.82%-13.55%-2.10%7.63%8.50%0.04%3.50%

Correlation

The correlation between AGG and FXNAX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.95

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

0.96

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

0.93

Correlation (All Time)
Calculated using the full available price history since May 4, 2011

0.92

The correlation between AGG and FXNAX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

AGG vs. FXNAX — 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: 3737
Martin Ratio Rank

FXNAX
FXNAX Risk / Return Rank: 2121
Overall Rank
FXNAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FXNAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FXNAX Omega Ratio Rank: 1919
Omega Ratio Rank
FXNAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
FXNAX Martin Ratio Rank: 2020
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. FXNAX - Risk-Adjusted Trends Comparison

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


AGGFXNAXDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.23

1.20

+0.03

Calmar ratioReturn relative to maximum drawdown

1.80

1.52

+0.28

Martin ratioReturn relative to average drawdown

5.30

4.45

+0.85

AGG vs. FXNAX - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.32, which is comparable to the FXNAX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of AGG and FXNAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AGG vs. FXNAX - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, smaller than the maximum FXNAX drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for AGG and FXNAX.


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Drawdown Indicators


AGGFXNAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-19.51%

+1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-2.94%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-6.16%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

-18.54%

+0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

-19.51%

+1.08%

Current Drawdown

Current decline from peak

-1.79%

-2.98%

+1.19%

Average Drawdown

Average peak-to-trough decline

-2.71%

-3.86%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

1.00%

-0.06%

Volatility

AGG vs. FXNAX - Volatility Comparison

iShares Core U.S. Aggregate Bond ETF (AGG) and Fidelity U.S. Bond Index Fund (FXNAX) have volatilities of 1.37% and 1.43%, 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.


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Volatility by Period


AGGFXNAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.43%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

2.87%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

3.92%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.10%

6.08%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

5.01%

+0.40%

AGG vs. FXNAX - Expense Ratio Comparison

AGG has a 0.03% expense ratio, which is higher than FXNAX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AGG vs. FXNAX - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 3.97%, more than FXNAX's 3.71% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.97%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
FXNAX
Fidelity U.S. Bond Index Fund
3.71%3.58%3.40%3.15%1.81%1.74%2.92%2.68%2.74%2.57%2.76%2.52%

Frequently Asked Questions


With a correlation of 0.93, AGG and FXNAX 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.

FXNAX has higher volatility (1.43%) compared to AGG (1.37%). In terms of maximum drawdown, AGG dropped -18.43% vs FXNAX's -19.51%.

AGG currently has the higher Sharpe Ratio (1.32 vs 1.14), 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

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