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AGGS vs. IMTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGGS vs. IMTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Disciplined Bond ETF (AGGS) and iShares Core 5-10 Year USD Bond ETF (IMTB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGGS achieves a 0.55% return, which is significantly higher than IMTB's 0.27% return.


AGGS

1D
0.05%
1M
0.83%
YTD
0.55%
6M
0.75%
1Y
4.93%
3Y*
5Y*
10Y*

IMTB

1D
0.21%
1M
0.63%
YTD
0.27%
6M
0.58%
1Y
5.32%
3Y*
4.80%
5Y*
0.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGS vs. IMTB - Yearly Performance Comparison


2026 (YTD)20252024
AGGS
Harbor Disciplined Bond ETF
0.55%7.40%4.56%
IMTB
iShares Core 5-10 Year USD Bond ETF
0.27%8.88%5.10%

Correlation

The correlation between AGGS and IMTB is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

Correlation (All Time)
Calculated using the full available price history since May 2, 2024

0.90

The correlation between AGGS and IMTB has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

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Return for Risk

AGGS vs. IMTB — Risk / Return Rank

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

AGGS
AGGS Risk / Return Rank: 3737
Overall Rank
AGGS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AGGS Sortino Ratio Rank: 3939
Sortino Ratio Rank
AGGS Omega Ratio Rank: 3737
Omega Ratio Rank
AGGS Calmar Ratio Rank: 3838
Calmar Ratio Rank
AGGS Martin Ratio Rank: 3535
Martin Ratio Rank

IMTB
IMTB Risk / Return Rank: 3838
Overall Rank
IMTB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IMTB Sortino Ratio Rank: 4141
Sortino Ratio Rank
IMTB Omega Ratio Rank: 3636
Omega Ratio Rank
IMTB Calmar Ratio Rank: 3939
Calmar Ratio Rank
IMTB Martin Ratio Rank: 3737
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.

AGGS vs. IMTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Disciplined Bond ETF (AGGS) and iShares Core 5-10 Year USD Bond ETF (IMTB). 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.


AGGSIMTBDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.23

1.23

0.00

Calmar ratioReturn relative to maximum drawdown

1.74

1.87

-0.13

Martin ratioReturn relative to average drawdown

4.92

5.43

-0.51

AGGS vs. IMTB - Sharpe Ratio Comparison

The current AGGS Sharpe Ratio is 1.27, which is comparable to the IMTB Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of AGGS and IMTB, 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

AGGS vs. IMTB - Drawdown Comparison

The maximum AGGS drawdown since its inception was -4.66%, smaller than the maximum IMTB drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for AGGS and IMTB.


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Drawdown Indicators


AGGSIMTBDifference

Max Drawdown

Largest peak-to-trough decline

-4.66%

-18.15%

+13.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-2.86%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-6.80%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

Current Drawdown

Current decline from peak

-1.22%

-1.45%

+0.23%

Average Drawdown

Average peak-to-trough decline

-1.18%

-4.12%

+2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.98%

+0.02%

Volatility

AGGS vs. IMTB - Volatility Comparison

The current volatility for Harbor Disciplined Bond ETF (AGGS) is 0.87%, while iShares Core 5-10 Year USD Bond ETF (IMTB) has a volatility of 1.38%. This indicates that AGGS experiences smaller price fluctuations and is considered to be less risky than IMTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGSIMTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

1.38%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

3.15%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

3.91%

4.10%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.65%

6.30%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

5.18%

-0.53%

AGGS vs. IMTB - Expense Ratio Comparison

AGGS has a 0.35% expense ratio, which is higher than IMTB's 0.06% expense ratio.


Dividends

AGGS vs. IMTB - Dividend Comparison

AGGS's dividend yield for the trailing twelve months is around 5.20%, more than IMTB's 4.51% yield.


PositionTTM2025202420232022202120202019201820172016
AGGS
Harbor Disciplined Bond ETF
5.20%5.43%3.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IMTB
iShares Core 5-10 Year USD Bond ETF
4.51%4.40%4.42%4.13%2.90%2.49%2.63%2.91%3.04%2.75%0.40%

Frequently Asked Questions


AGGS and IMTB have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMTB has higher volatility (1.38%) compared to AGGS (0.87%). In terms of maximum drawdown, AGGS dropped -4.66% vs IMTB's -18.15%.

On 1-year performance, IMTB leads with 5.32% vs 4.93% for AGGS. On fees, IMTB is cheaper at 0.06% per year. On volatility, AGGS has been the lower-risk option at 0.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IMTB has performed better with a 5.32% return vs 4.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMTB is cheaper with a 0.06% expense ratio, compared with 0.35% for AGGS.

AGGS has the higher dividend yield at 5.20%, compared with 4.51% for IMTB.

They also come from different issuers: Harbor and iShares. Their fees differ too: 0.35% for AGGS and 0.06% for IMTB.

IMTB currently has the higher Sharpe Ratio (1.30 vs 1.27), 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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