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AGG vs. GD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGG vs. GD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. Aggregate Bond ETF (AGG) and General Dynamics Corporation (GD). 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 0.52% return, which is significantly lower than GD's 7.93% return. Over the past 10 years, AGG has underperformed GD with an annualized return of 1.57%, while GD has yielded a comparatively higher 12.38% annualized return.


AGG

1D
-0.12%
1M
0.43%
YTD
0.52%
6M
0.93%
1Y
4.50%
3Y*
4.19%
5Y*
0.06%
10Y*
1.57%

GD

1D
0.38%
1M
5.52%
YTD
7.93%
6M
7.67%
1Y
31.05%
3Y*
21.44%
5Y*
15.92%
10Y*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. GD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGG
iShares Core U.S. Aggregate Bond ETF
0.52%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%
GD
General Dynamics Corporation
7.93%30.39%3.52%7.13%21.69%43.77%-13.14%14.80%-21.34%19.85%

Correlation

The correlation between AGG and GD 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

0.12

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

0.07

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2003

-0.13

The correlation between AGG and GD shifts across timeframes, from -0.13 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AGG vs. GD — Risk / Return Rank

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

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

GD
GD Risk / Return Rank: 8181
Overall Rank
GD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GD Sortino Ratio Rank: 8282
Sortino Ratio Rank
GD Omega Ratio Rank: 7979
Omega Ratio Rank
GD Calmar Ratio Rank: 7777
Calmar Ratio Rank
GD Martin Ratio Rank: 8383
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. GD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) and General Dynamics Corporation (GD). 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.


AGGGDDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratioReturn relative to maximum drawdown

1.63

2.15

-0.51

Martin ratioReturn relative to average drawdown

4.82

7.36

-2.54

AGG vs. GD - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.19, which is comparable to the GD Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of AGG and GD, 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. GD - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, smaller than the maximum GD drawdown of -75.67%. Use the drawdown chart below to compare losses from any high point for AGG and GD.


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Drawdown Indicators


AGGGDDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-75.67%

+57.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-14.53%

+11.77%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-22.55%

+16.44%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

-22.55%

+4.73%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

-51.63%

+33.20%

Current Drawdown

Current decline from peak

-1.88%

-1.49%

-0.39%

Average Drawdown

Average peak-to-trough decline

-2.71%

-15.60%

+12.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

4.23%

-3.29%

Volatility

AGG vs. GD - Volatility Comparison

The current volatility for iShares Core U.S. Aggregate Bond ETF (AGG) is 1.37%, while General Dynamics Corporation (GD) has a volatility of 7.70%. This indicates that AGG experiences smaller price fluctuations and is considered to be less risky than GD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

7.70%

-6.33%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

17.78%

-14.97%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

21.67%

-17.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

20.54%

-14.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

22.76%

-17.35%

Dividends

AGG vs. GD - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 3.98%, more than GD's 1.69% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.98%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
GD
General Dynamics Corporation
1.69%1.76%2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%1.96%

Frequently Asked Questions


AGG and GD 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.

GD has higher volatility (7.70%) compared to AGG (1.37%). In terms of maximum drawdown, AGG dropped -18.43% vs GD's -75.67%.

GD currently has the higher Sharpe Ratio (1.44 vs 1.19), 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.

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