AGGH vs. AGG
Compare and contrast key facts about Simplify Aggregate Bond ETF (AGGH) and iShares Core U.S. Aggregate Bond ETF (AGG).
AGGH and AGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AGGH is an actively managed fund by Simplify. It was launched on Feb 14, 2022. AGG is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Sep 22, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGGH or AGG.
Performance
AGGH vs. AGG - Performance Comparison
Returns By Period
In the year-to-date period, AGGH achieves a 1.72% return, which is significantly lower than AGG's 2.01% return.
AGGH
1.72%
-1.32%
3.25%
6.76%
N/A
N/A
AGG
2.01%
-1.33%
3.28%
6.74%
-0.21%
1.47%
Key characteristics
| AGGH | AGG | |
|---|---|---|
| Sharpe Ratio | 0.75 | 1.20 |
| Sortino Ratio | 1.12 | 1.75 |
| Omega Ratio | 1.14 | 1.21 |
| Calmar Ratio | 0.93 | 0.48 |
| Martin Ratio | 2.88 | 3.97 |
| Ulcer Index | 2.36% | 1.74% |
| Daily Std Dev | 9.06% | 5.76% |
| Max Drawdown | -13.26% | -18.43% |
| Current Drawdown | -4.50% | -8.30% |
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AGGH vs. AGG - Expense Ratio Comparison
AGGH has a 0.33% expense ratio, which is higher than AGG's 0.05% expense ratio.
Correlation
The correlation between AGGH and AGG is 0.75, 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.
Risk-Adjusted Performance
AGGH vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Aggregate Bond ETF (AGGH) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
Dividends
AGGH vs. AGG - Dividend Comparison
AGGH's dividend yield for the trailing twelve months is around 9.71%, more than AGG's 3.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGH Simplify Aggregate Bond ETF | 9.71% | 9.51% | 2.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.95% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
Drawdowns
AGGH vs. AGG - Drawdown Comparison
The maximum AGGH drawdown since its inception was -13.26%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for AGGH and AGG. For additional features, visit the drawdowns tool.
Volatility
AGGH vs. AGG - Volatility Comparison
Simplify Aggregate Bond ETF (AGGH) has a higher volatility of 1.95% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.52%. This indicates that AGGH's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.