AGG vs. ROKT
AGG (iShares Core U.S. Aggregate Bond ETF) and ROKT (SPDR S&P Kensho Final Frontiers ETF) are both exchange-traded funds - AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index, while ROKT is a Industrials Equities fund tracking the S&P Kensho Final Frontiers Index. Both are passively managed. Over the past 5 years, AGG returned 0.06%/yr vs 23.65%/yr for ROKT. At a 0.09 correlation, their price movements are largely independent. AGG charges 0.03%/yr vs 0.45%/yr for ROKT.
Performance
AGG vs. ROKT - Performance Comparison
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Returns By Period
In the year-to-date period, AGG achieves a 0.52% return, which is significantly lower than ROKT's 41.13% return.
AGG
- 1D
- -0.12%
- 1M
- 1.09%
- YTD
- 0.52%
- 6M
- 0.93%
- 1Y
- 4.87%
- 3Y*
- 4.19%
- 5Y*
- 0.06%
- 10Y*
- 1.57%
ROKT
- 1D
- -3.50%
- 1M
- 2.08%
- YTD
- 41.13%
- 6M
- 44.16%
- 1Y
- 96.95%
- 3Y*
- 41.87%
- 5Y*
- 23.65%
- 10Y*
- —
AGG vs. ROKT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 0.52% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 2.75% |
ROKT SPDR S&P Kensho Final Frontiers ETF | 41.13% | 50.56% | 27.89% | 14.41% | -0.81% | 4.63% | 7.99% | 40.90% | -12.90% |
Correlation
The correlation between AGG and ROKT is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2018 | 0.09 |
The correlation between AGG and ROKT shifts across timeframes, from 0.09 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AGG vs. ROKT — Risk / Return Rank
AGG
ROKT
AGG vs. ROKT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) and SPDR S&P Kensho Final Frontiers ETF (ROKT). 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.
| AGG | ROKT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.48 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 6.38 | -4.75 |
| Martin ratioReturn relative to average drawdown | 4.82 | 26.23 | -21.42 |
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Drawdowns
AGG vs. ROKT - Drawdown Comparison
The maximum AGG drawdown since its inception was -18.43%, smaller than the maximum ROKT drawdown of -43.16%. Use the drawdown chart below to compare losses from any high point for AGG and ROKT.
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Drawdown Indicators
| AGG | ROKT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.43% | -43.16% | +24.73% |
Max Drawdown (1Y)Largest decline over 1 year | -2.76% | -15.27% | +12.51% |
Max Drawdown (3Y)Largest decline over 3 years | -6.11% | -23.46% | +17.35% |
Max Drawdown (5Y)Largest decline over 5 years | -17.82% | -23.46% | +5.64% |
Max Drawdown (10Y)Largest decline over 10 years | -18.43% | — | — |
Current DrawdownCurrent decline from peak | -1.88% | -12.20% | +10.32% |
Average DrawdownAverage peak-to-trough decline | -2.71% | -6.77% | +4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 3.71% | -2.77% |
Volatility
AGG vs. ROKT - Volatility Comparison
The current volatility for iShares Core U.S. Aggregate Bond ETF (AGG) is 1.37%, while SPDR S&P Kensho Final Frontiers ETF (ROKT) has a volatility of 16.11%. This indicates that AGG experiences smaller price fluctuations and is considered to be less risky than ROKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGG | ROKT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 16.11% | -14.74% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 27.24% | -24.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 30.97% | -27.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.09% | 23.32% | -17.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.41% | 25.42% | -20.01% |
AGG vs. ROKT - Expense Ratio Comparison
AGG has a 0.03% expense ratio, which is lower than ROKT's 0.45% expense ratio.
Dividends
AGG vs. ROKT - Dividend Comparison
AGG's dividend yield for the trailing twelve months is around 3.98%, more than ROKT's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ROKT SPDR S&P Kensho Final Frontiers ETF | 0.28% | 0.41% | 0.57% | 0.62% | 0.54% | 1.79% | 0.48% | 0.74% | 0.16% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AGG and ROKT have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROKT has higher volatility (16.11%) compared to AGG (1.37%). In terms of maximum drawdown, AGG dropped -18.43% vs ROKT's -43.16%.
On 5-year performance, ROKT leads with 23.65% vs 0.06% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ROKT has performed better with a 23.65% return vs 0.06%. 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 0.45% for ROKT.
AGG has the higher dividend yield at 3.98%, compared with 0.28% for ROKT.
AGG is categorized as Total Bond Market, while ROKT is Industrials Equities. AGG tracks Bloomberg U.S. Aggregate Bond Index, while ROKT tracks S&P Kensho Final Frontiers Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.03% for AGG and 0.45% for ROKT.
ROKT currently has the higher Sharpe Ratio (3.15 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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