AGGH vs. HYGV
Compare and contrast key facts about Simplify Aggregate Bond ETF (AGGH) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV).
AGGH and HYGV 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. HYGV is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust High Yield Value-Scored US Corporate Bond Index. It was launched on Jul 17, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGGH or HYGV.
Performance
AGGH vs. HYGV - Performance Comparison
Returns By Period
In the year-to-date period, AGGH achieves a 1.48% return, which is significantly lower than HYGV's 8.07% return.
AGGH
1.48%
0.05%
3.35%
6.57%
N/A
N/A
HYGV
8.07%
1.20%
5.79%
12.65%
4.80%
N/A
Key characteristics
| AGGH | HYGV | |
|---|---|---|
| Sharpe Ratio | 0.72 | 2.85 |
| Sortino Ratio | 1.07 | 4.47 |
| Omega Ratio | 1.13 | 1.57 |
| Calmar Ratio | 0.89 | 2.00 |
| Martin Ratio | 2.70 | 21.21 |
| Ulcer Index | 2.41% | 0.60% |
| Daily Std Dev | 9.07% | 4.45% |
| Max Drawdown | -13.26% | -23.47% |
| Current Drawdown | -4.73% | -0.41% |
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AGGH vs. HYGV - Expense Ratio Comparison
AGGH has a 0.33% expense ratio, which is lower than HYGV's 0.37% expense ratio.
Correlation
The correlation between AGGH and HYGV is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
AGGH vs. HYGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Aggregate Bond ETF (AGGH) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). 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. HYGV - Dividend Comparison
AGGH's dividend yield for the trailing twelve months is around 9.73%, more than HYGV's 8.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
AGGH Simplify Aggregate Bond ETF | 9.73% | 9.51% | 2.11% | 0.00% | 0.00% | 0.00% | 0.00% |
HYGV FlexShares High Yield Value-Scored US Bond Index Fund | 8.26% | 8.77% | 7.64% | 7.15% | 6.18% | 7.95% | 5.63% |
Drawdowns
AGGH vs. HYGV - Drawdown Comparison
The maximum AGGH drawdown since its inception was -13.26%, smaller than the maximum HYGV drawdown of -23.47%. Use the drawdown chart below to compare losses from any high point for AGGH and HYGV. For additional features, visit the drawdowns tool.
Volatility
AGGH vs. HYGV - Volatility Comparison
Simplify Aggregate Bond ETF (AGGH) has a higher volatility of 1.87% compared to FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) at 0.97%. This indicates that AGGH's price experiences larger fluctuations and is considered to be riskier than HYGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.