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AGIH vs. AGGY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGIH and AGGY is 0.24, 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.


Performance

AGIH vs. AGGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Inflation Hedged U.S. Aggregate Bond ETF (AGIH) and WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY). The values are adjusted to include any dividend payments, if applicable.

4.00%5.00%6.00%7.00%8.00%9.00%10.00%December2025FebruaryMarchAprilMay
6.90%
7.98%
AGIH
AGGY

Key characteristics

Sharpe Ratio

AGIH:

1.15

AGGY:

0.84

Sortino Ratio

AGIH:

1.65

AGGY:

1.07

Omega Ratio

AGIH:

1.22

AGGY:

1.13

Calmar Ratio

AGIH:

1.75

AGGY:

0.34

Martin Ratio

AGIH:

4.06

AGGY:

2.11

Ulcer Index

AGIH:

1.31%

AGGY:

2.03%

Daily Std Dev

AGIH:

4.44%

AGGY:

5.75%

Max Drawdown

AGIH:

-9.24%

AGGY:

-20.98%

Current Drawdown

AGIH:

-1.19%

AGGY:

-8.06%

Returns By Period

In the year-to-date period, AGIH achieves a 2.79% return, which is significantly higher than AGGY's 1.50% return.


AGIH

YTD

2.79%

1M

0.23%

6M

1.26%

1Y

5.08%

5Y*

N/A

10Y*

N/A

AGGY

YTD

1.50%

1M

-0.37%

6M

0.41%

1Y

4.80%

5Y*

-0.88%

10Y*

N/A

*Annualized

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AGIH vs. AGGY - Expense Ratio Comparison

AGIH has a 0.13% expense ratio, which is higher than AGGY's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

AGIH vs. AGGY — Risk-Adjusted Performance Rank

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

AGIH
The Risk-Adjusted Performance Rank of AGIH is 8686
Overall Rank
The Sharpe Ratio Rank of AGIH is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of AGIH is 8686
Sortino Ratio Rank
The Omega Ratio Rank of AGIH is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AGIH is 9292
Calmar Ratio Rank
The Martin Ratio Rank of AGIH is 8282
Martin Ratio Rank

AGGY
The Risk-Adjusted Performance Rank of AGGY is 6565
Overall Rank
The Sharpe Ratio Rank of AGGY is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of AGGY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of AGGY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of AGGY is 4848
Calmar Ratio Rank
The Martin Ratio Rank of AGGY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGIH vs. AGGY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Inflation Hedged U.S. Aggregate Bond ETF (AGIH) and WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY). 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.


The current AGIH Sharpe Ratio is 1.15, which is higher than the AGGY Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of AGIH and AGGY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
1.15
0.84
AGIH
AGGY

Dividends

AGIH vs. AGGY - Dividend Comparison

AGIH's dividend yield for the trailing twelve months is around 3.71%, less than AGGY's 4.51% yield.


TTM2024202320222021202020192018201720162015
AGIH
iShares Inflation Hedged U.S. Aggregate Bond ETF
3.71%3.64%3.13%1.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGGY
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund
4.51%4.38%3.78%2.77%2.10%2.96%3.02%3.36%2.78%3.19%1.27%

Drawdowns

AGIH vs. AGGY - Drawdown Comparison

The maximum AGIH drawdown since its inception was -9.24%, smaller than the maximum AGGY drawdown of -20.98%. Use the drawdown chart below to compare losses from any high point for AGIH and AGGY. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-1.19%
-2.07%
AGIH
AGGY

Volatility

AGIH vs. AGGY - Volatility Comparison

The current volatility for iShares Inflation Hedged U.S. Aggregate Bond ETF (AGIH) is 1.72%, while WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) has a volatility of 2.29%. This indicates that AGIH experiences smaller price fluctuations and is considered to be less risky than AGGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%December2025FebruaryMarchAprilMay
1.72%
2.29%
AGIH
AGGY