AGGH vs. IEF
Compare and contrast key facts about Simplify Aggregate Bond ETF (AGGH) and iShares 7-10 Year Treasury Bond ETF (IEF).
AGGH and IEF 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. IEF is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 7-10 Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGGH or IEF.
Performance
AGGH vs. IEF - Performance Comparison
Returns By Period
In the year-to-date period, AGGH achieves a 1.48% return, which is significantly higher than IEF's -0.03% return.
AGGH
1.48%
0.05%
3.35%
6.57%
N/A
N/A
IEF
-0.03%
-1.05%
2.61%
4.47%
-1.55%
0.77%
Key characteristics
| AGGH | IEF | |
|---|---|---|
| Sharpe Ratio | 0.72 | 0.64 |
| Sortino Ratio | 1.07 | 0.95 |
| Omega Ratio | 1.13 | 1.11 |
| Calmar Ratio | 0.89 | 0.21 |
| Martin Ratio | 2.70 | 1.71 |
| Ulcer Index | 2.41% | 2.62% |
| Daily Std Dev | 9.07% | 6.99% |
| Max Drawdown | -13.26% | -23.93% |
| Current Drawdown | -4.73% | -16.90% |
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AGGH vs. IEF - Expense Ratio Comparison
AGGH has a 0.33% expense ratio, which is higher than IEF's 0.15% expense ratio.
Correlation
The correlation between AGGH and IEF is 0.76, 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. IEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Aggregate Bond ETF (AGGH) and iShares 7-10 Year Treasury Bond ETF (IEF). 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. IEF - Dividend Comparison
AGGH's dividend yield for the trailing twelve months is around 9.73%, more than IEF's 3.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGH Simplify Aggregate Bond ETF | 9.73% | 9.51% | 2.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.50% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
Drawdowns
AGGH vs. IEF - Drawdown Comparison
The maximum AGGH drawdown since its inception was -13.26%, smaller than the maximum IEF drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for AGGH and IEF. For additional features, visit the drawdowns tool.
Volatility
AGGH vs. IEF - Volatility Comparison
Simplify Aggregate Bond ETF (AGGH) and iShares 7-10 Year Treasury Bond ETF (IEF) have volatilities of 1.87% and 1.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.