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AGG vs. GOVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGG vs. GOVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. Aggregate Bond ETF (AGG) and iShares U.S. Treasury Bond ETF (GOVT). 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 0.42% return, which is significantly higher than GOVT's 0.02% return. Over the past 10 years, AGG has outperformed GOVT with an annualized return of 1.60%, while GOVT has yielded a comparatively lower 0.90% annualized return.


AGG

1D
0.16%
1M
0.22%
YTD
0.42%
6M
0.49%
1Y
4.69%
3Y*
4.01%
5Y*
0.13%
10Y*
1.60%

GOVT

1D
0.13%
1M
0.14%
YTD
0.02%
6M
0.01%
1Y
3.37%
3Y*
2.88%
5Y*
-0.43%
10Y*
0.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. GOVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGG
iShares Core U.S. Aggregate Bond ETF
0.42%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%
GOVT
iShares U.S. Treasury Bond ETF
0.02%3.77%2.95%4.17%-13.39%-1.11%7.28%7.36%0.26%2.19%

Correlation

The correlation between AGG and GOVT is 0.97 - 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 (1Y)
Calculated over the trailing 1-year period

0.97

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

0.97

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

0.96

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

0.92

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2012

0.90

The correlation between AGG and GOVT has been stable across timeframes, ranging from 0.90 to 0.97 - a consistent structural relationship.

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Return for Risk

AGG vs. GOVT — Risk / Return Rank

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

AGG
AGG Risk / Return Rank: 3535
Overall Rank
AGG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3636
Sortino Ratio Rank
AGG Omega Ratio Rank: 3333
Omega Ratio Rank
AGG Calmar Ratio Rank: 3535
Calmar Ratio Rank
AGG Martin Ratio Rank: 3535
Martin Ratio Rank

GOVT
GOVT Risk / Return Rank: 2626
Overall Rank
GOVT Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GOVT Sortino Ratio Rank: 2727
Sortino Ratio Rank
GOVT Omega Ratio Rank: 2525
Omega Ratio Rank
GOVT Calmar Ratio Rank: 2626
Calmar Ratio Rank
GOVT Martin Ratio Rank: 2626
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. GOVT - Risk-Adjusted Trends Comparison

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


AGGGOVTDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.22

1.16

+0.06

Calmar ratioReturn relative to maximum drawdown

1.70

1.19

+0.52

Martin ratioReturn relative to average drawdown

5.21

3.47

+1.74

AGG vs. GOVT - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.24, which is higher than the GOVT Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of AGG and GOVT, 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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Sharpe Ratios by Period


AGGGOVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.95

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

-0.07

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.17

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.26

+0.33

Drawdowns

AGG vs. GOVT - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, roughly equal to the maximum GOVT drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for AGG and GOVT.


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Drawdown Indicators


AGGGOVTDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-19.07%

+0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-2.85%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-5.43%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

-16.60%

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

-19.07%

+0.64%

Current Drawdown

Current decline from peak

-1.98%

-7.05%

+5.07%

Average Drawdown

Average peak-to-trough decline

-2.71%

-5.25%

+2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.97%

-0.07%

Volatility

AGG vs. GOVT - Volatility Comparison

iShares Core U.S. Aggregate Bond ETF (AGG) has a higher volatility of 1.29% compared to iShares U.S. Treasury Bond ETF (GOVT) at 1.10%. This indicates that AGG's price experiences larger fluctuations and is considered to be riskier than GOVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGGOVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.10%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

2.52%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

3.63%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

6.04%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.40%

5.22%

+0.18%

AGG vs. GOVT - Expense Ratio Comparison

AGG has a 0.03% expense ratio, which is lower than GOVT's 0.05% expense ratio. Despite the difference, 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. GOVT - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 3.98%, more than GOVT's 3.58% 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%
GOVT
iShares U.S. Treasury Bond ETF
3.58%3.49%3.14%2.65%1.77%0.96%2.17%1.98%1.97%1.57%1.40%1.25%

Frequently Asked Questions


With a correlation of 0.97, AGG and GOVT 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.

AGG has higher volatility (1.29%) compared to GOVT (1.10%). In terms of maximum drawdown, AGG dropped -18.43% vs GOVT's -19.07%.

On 10-year performance, AGG leads with 1.60% vs 0.90% for GOVT. On fees, AGG is cheaper at 0.03% per year. On volatility, GOVT has been the lower-risk option at 1.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AGG has performed better with a 1.60% return vs 0.90%. 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 0.05% for GOVT.

AGG has the higher dividend yield at 3.98%, compared with 3.58% for GOVT.

AGG is categorized as Total Bond Market, while GOVT is Government Bonds. AGG tracks Bloomberg U.S. Aggregate Bond Index, while GOVT tracks ICE U.S. Treasury Core Bond Index. Their fees differ too: 0.03% for AGG and 0.05% for GOVT.

AGG currently has the higher Sharpe Ratio (1.24 vs 0.95), 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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