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AGG vs. PYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGG vs. PYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. Aggregate Bond ETF (AGG) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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 0.25% return, which is significantly lower than PYLD's 0.95% return.


AGG

1D
-0.21%
1M
0.24%
YTD
0.25%
6M
0.09%
1Y
5.14%
3Y*
3.95%
5Y*
0.10%
10Y*
1.57%

PYLD

1D
-0.23%
1M
0.53%
YTD
0.95%
6M
1.31%
1Y
7.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. PYLD - Yearly Performance Comparison


Correlation

The correlation between AGG and PYLD is 0.86, 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

0.86

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2023

0.88

The correlation between AGG and PYLD has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

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Return for Risk

AGG vs. PYLD — Risk / Return Rank

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

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

PYLD
PYLD Risk / Return Rank: 6666
Overall Rank
PYLD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PYLD Sortino Ratio Rank: 7878
Sortino Ratio Rank
PYLD Omega Ratio Rank: 7979
Omega Ratio Rank
PYLD Calmar Ratio Rank: 4545
Calmar Ratio Rank
PYLD Martin Ratio Rank: 5858
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. PYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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.


AGGPYLDDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.24

1.48

-0.24

Calmar ratioReturn relative to maximum drawdown

1.87

2.29

-0.42

Martin ratioReturn relative to average drawdown

5.73

10.44

-4.71

AGG vs. PYLD - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.34, which is lower than the PYLD Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of AGG and PYLD, 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


AGGPYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

2.42

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

2.04

-1.45

Drawdowns

AGG vs. PYLD - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, which is greater than PYLD's maximum drawdown of -4.52%. Use the drawdown chart below to compare losses from any high point for AGG and PYLD.


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Drawdown Indicators


AGGPYLDDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-4.52%

-13.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-3.25%

+0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-2.14%

-0.44%

-1.70%

Average Drawdown

Average peak-to-trough decline

-2.71%

-0.65%

-2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.71%

+0.19%

Volatility

AGG vs. PYLD - Volatility Comparison

iShares Core U.S. Aggregate Bond ETF (AGG) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) have volatilities of 1.30% and 1.24%, 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


AGGPYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

1.24%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

2.50%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

3.08%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

3.99%

+2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.40%

3.99%

+1.41%

AGG vs. PYLD - Expense Ratio Comparison

AGG has a 0.03% expense ratio, which is lower than PYLD's 0.55% expense ratio.


Dividends

AGG vs. PYLD - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 3.99%, less than PYLD's 6.30% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.99%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
6.30%6.21%6.40%2.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AGG and PYLD have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGG has higher volatility (1.30%) compared to PYLD (1.24%). In terms of maximum drawdown, AGG dropped -18.43% vs PYLD's -4.52%.

On 1-year performance, PYLD leads with 7.40% vs 5.14% for AGG. On fees, AGG is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PYLD has performed better with a 7.40% return vs 5.14%. 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 0.55% for PYLD.

PYLD has the higher dividend yield at 6.30%, compared with 3.99% for AGG.

AGG is categorized as Total Bond Market, while PYLD is Multisector Bonds. They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.03% for AGG and 0.55% for PYLD.

PYLD currently has the higher Sharpe Ratio (2.42 vs 1.34), 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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