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AGG vs. JAGG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGG vs. JAGG - Performance Comparison

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

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AGG vs. JAGG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AGG
iShares Core U.S. Aggregate Bond ETF
0.32%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%1.08%
JAGG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
0.10%7.27%1.26%5.41%-13.26%-1.79%7.31%8.31%1.00%

Returns By Period

In the year-to-date period, AGG achieves a 0.32% return, which is significantly higher than JAGG's 0.10% return.


AGG

1D
0.23%
1M
-1.00%
YTD
0.32%
6M
0.90%
1Y
4.41%
3Y*
3.55%
5Y*
0.29%
10Y*
1.68%

JAGG

1D
-0.01%
1M
-1.36%
YTD
0.10%
6M
0.81%
1Y
4.21%
3Y*
3.61%
5Y*
0.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGG vs. JAGG - Expense Ratio Comparison

Both AGG and JAGG have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

AGG vs. JAGG — Risk / Return Rank

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

AGG
AGG Risk / Return Rank: 4949
Overall Rank
AGG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 5050
Sortino Ratio Rank
AGG Omega Ratio Rank: 4242
Omega Ratio Rank
AGG Calmar Ratio Rank: 5858
Calmar Ratio Rank
AGG Martin Ratio Rank: 4242
Martin Ratio Rank

JAGG
JAGG Risk / Return Rank: 4949
Overall Rank
JAGG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JAGG Sortino Ratio Rank: 4646
Sortino Ratio Rank
JAGG Omega Ratio Rank: 4141
Omega Ratio Rank
JAGG Calmar Ratio Rank: 6363
Calmar Ratio Rank
JAGG Martin Ratio Rank: 4646
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. JAGG - Risk-Adjusted Trends Comparison

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


AGGJAGGDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.95

+0.07

Sortino ratio

Return per unit of downside risk

1.44

1.33

+0.10

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.70

1.73

-0.02

Martin ratio

Return relative to average drawdown

4.71

4.65

+0.06

AGG vs. JAGG - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.02, which is comparable to the JAGG Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of AGG and JAGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AGGJAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.95

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.02

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.32

+0.27

Correlation

The correlation between AGG and JAGG is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AGG vs. JAGG - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 3.94%, less than JAGG's 4.28% yield.


TTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.94%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
JAGG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
4.28%4.29%4.25%3.60%2.23%1.44%2.26%2.92%0.16%0.00%0.00%0.00%

Drawdowns

AGG vs. JAGG - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, roughly equal to the maximum JAGG drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for AGG and JAGG.


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Drawdown Indicators


AGGJAGGDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-18.73%

+0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-2.61%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

-18.06%

+0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-2.07%

-2.91%

+0.84%

Average Drawdown

Average peak-to-trough decline

-2.71%

-6.30%

+3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.97%

-0.06%

Volatility

AGG vs. JAGG - Volatility Comparison

The current volatility for iShares Core U.S. Aggregate Bond ETF (AGG) is 1.69%, while JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG) has a volatility of 1.83%. This indicates that AGG experiences smaller price fluctuations and is considered to be less risky than JAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGJAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.83%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

2.71%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

4.47%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

5.90%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.39%

5.84%

-0.45%