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AGG vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGG vs. VXUS - 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 International Stock ETF (VXUS). 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 0.64% return, which is significantly lower than VXUS's 13.24% return. Over the past 10 years, AGG has underperformed VXUS with an annualized return of 1.58%, while VXUS has yielded a comparatively higher 10.05% annualized return.


AGG

1D
0.58%
1M
0.59%
YTD
0.64%
6M
0.74%
1Y
5.01%
3Y*
4.07%
5Y*
0.08%
10Y*
1.58%

VXUS

1D
3.33%
1M
1.32%
YTD
13.24%
6M
14.27%
1Y
28.59%
3Y*
18.58%
5Y*
8.24%
10Y*
10.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGG
iShares Core U.S. Aggregate Bond ETF
0.64%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%
VXUS
Vanguard Total International Stock ETF
13.24%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

Correlation

The correlation between AGG and VXUS is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.35

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

0.25

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2011

-0.00

The correlation between AGG and VXUS shifts across timeframes, from -0.00 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AGG vs. VXUS — Risk / Return Rank

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

AGG
AGG Risk / Return Rank: 4444
Overall Rank
AGG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 4747
Sortino Ratio Rank
AGG Omega Ratio Rank: 4343
Omega Ratio Rank
AGG Calmar Ratio Rank: 4444
Calmar Ratio Rank
AGG Martin Ratio Rank: 4040
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 6565
Overall Rank
VXUS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6565
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6767
Omega Ratio Rank
VXUS Calmar Ratio Rank: 6161
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6666
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. VXUS - 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 International Stock ETF (VXUS). 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.


AGGVXUSDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.23

1.33

-0.10

Calmar ratioReturn relative to maximum drawdown

1.82

2.55

-0.73

Martin ratioReturn relative to average drawdown

5.38

9.77

-4.39

AGG vs. VXUS - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.32, which is comparable to the VXUS Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of AGG and VXUS, 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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Drawdowns

AGG vs. VXUS - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for AGG and VXUS.


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Drawdown Indicators


AGGVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-35.97%

+17.54%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-11.27%

+8.51%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-13.58%

+7.47%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

-29.44%

+11.62%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

-35.97%

+17.54%

Current Drawdown

Current decline from peak

-1.76%

-1.86%

+0.10%

Average Drawdown

Average peak-to-trough decline

-2.71%

-8.21%

+5.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

2.93%

-2.00%

Volatility

AGG vs. VXUS - Volatility Comparison

The current volatility for iShares Core U.S. Aggregate Bond ETF (AGG) is 1.36%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 6.78%. This indicates that AGG experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

6.78%

-5.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

14.05%

-11.23%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

16.09%

-12.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.10%

16.21%

-10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

17.20%

-11.79%

AGG vs. VXUS - Expense Ratio Comparison

AGG has a 0.03% expense ratio, which is lower than VXUS'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. VXUS - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 3.97%, more than VXUS's 2.68% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.97%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
VXUS
Vanguard Total International Stock ETF
2.68%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


AGG and VXUS have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VXUS has higher volatility (6.78%) compared to AGG (1.36%). In terms of maximum drawdown, AGG dropped -18.43% vs VXUS's -35.97%.

On 10-year performance, VXUS leads with 10.05% vs 1.58% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VXUS has performed better with a 10.05% return vs 1.58%. 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 VXUS.

AGG has the higher dividend yield at 3.97%, compared with 2.68% for VXUS.

AGG is categorized as Total Bond Market, while VXUS is Global Equities. AGG tracks Bloomberg U.S. Aggregate Bond Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.03% for AGG and 0.05% for VXUS.

VXUS currently has the higher Sharpe Ratio (1.78 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.

Portfolio Optimizer

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