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AGG vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGG vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. Aggregate Bond ETF (AGG) and Vanguard Total Stock Market ETF (VTI). 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 -0.08% return, which is significantly lower than VTI's 9.05% return. Over the past 10 years, AGG has underperformed VTI with an annualized return of 1.52%, while VTI has yielded a comparatively higher 14.84% annualized return.


AGG

1D
0.00%
1M
-0.69%
YTD
-0.08%
6M
0.26%
1Y
4.97%
3Y*
3.88%
5Y*
-0.03%
10Y*
1.52%

VTI

1D
0.30%
1M
0.44%
YTD
9.05%
6M
8.94%
1Y
24.96%
3Y*
21.05%
5Y*
12.25%
10Y*
14.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGG
iShares Core U.S. Aggregate Bond ETF
-0.08%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%
VTI
Vanguard Total Stock Market ETF
9.05%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between AGG and VTI is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

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

0.26

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

0.19

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

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2003

-0.10

The correlation between AGG and VTI shifts across timeframes, from -0.10 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AGG vs. VTI — Risk / Return Rank

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

AGG
AGG Risk / Return Rank: 4040
Overall Rank
AGG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 4242
Sortino Ratio Rank
AGG Omega Ratio Rank: 3939
Omega Ratio Rank
AGG Calmar Ratio Rank: 4040
Calmar Ratio Rank
AGG Martin Ratio Rank: 3838
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6868
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) and Vanguard Total Stock Market ETF (VTI). 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.


AGGVTIDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.23

1.36

-0.13

Calmar ratioReturn relative to maximum drawdown

1.81

2.81

-1.01

Martin ratioReturn relative to average drawdown

5.44

12.85

-7.41

AGG vs. VTI - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.32, which is lower than the VTI Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of AGG and VTI, 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


AGGVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.02

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.71

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.81

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.50

+0.09

Drawdowns

AGG vs. VTI - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for AGG and VTI.


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Drawdown Indicators


AGGVTIDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-55.45%

+37.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-8.92%

+6.16%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-19.30%

+13.19%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

-25.36%

+7.54%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

-35.00%

+16.57%

Current Drawdown

Current decline from peak

-2.47%

-2.64%

+0.17%

Average Drawdown

Average peak-to-trough decline

-2.71%

-8.02%

+5.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.95%

-1.03%

Volatility

AGG vs. VTI - Volatility Comparison

The current volatility for iShares Core U.S. Aggregate Bond ETF (AGG) is 1.29%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.88%. This indicates that AGG experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

3.88%

-2.59%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

9.55%

-6.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

12.44%

-8.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

17.44%

-11.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

18.33%

-12.92%

AGG vs. VTI - Expense Ratio Comparison

Both AGG and VTI 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%.


Dividends

AGG vs. VTI - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 4.00%, more than VTI's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
4.00%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
VTI
Vanguard Total Stock Market ETF
1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


AGG and VTI have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTI has higher volatility (3.88%) compared to AGG (1.29%). In terms of maximum drawdown, AGG dropped -18.43% vs VTI's -55.45%.

On 10-year performance, VTI leads with 14.84% vs 1.52% for AGG. Both ETFs have the same 0.03% expense ratio. On volatility, AGG has been the lower-risk option at 1.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTI has performed better with a 14.84% return vs 1.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGG and VTI have the same expense ratio: 0.03% per year.

AGG has the higher dividend yield at 4.00%, compared with 1.03% for VTI.

AGG is categorized as Total Bond Market, while VTI is Large Cap Blend Equities. AGG tracks Bloomberg U.S. Aggregate Bond Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard.

VTI currently has the higher Sharpe Ratio (2.02 vs 1.32), 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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