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

Correlation

The correlation between AGIH and BND is 0.22, 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. BND - 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 Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

3.00%4.00%5.00%6.00%7.00%8.00%December2025FebruaryMarchAprilMay
6.90%
6.72%
AGIH
BND

Key characteristics

Sharpe Ratio

AGIH:

1.15

BND:

1.00

Sortino Ratio

AGIH:

1.65

BND:

1.45

Omega Ratio

AGIH:

1.22

BND:

1.17

Calmar Ratio

AGIH:

1.75

BND:

0.42

Martin Ratio

AGIH:

4.06

BND:

2.54

Ulcer Index

AGIH:

1.31%

BND:

2.07%

Daily Std Dev

AGIH:

4.44%

BND:

5.30%

Max Drawdown

AGIH:

-9.24%

BND:

-18.84%

Current Drawdown

AGIH:

-1.19%

BND:

-7.35%

Returns By Period

In the year-to-date period, AGIH achieves a 2.79% return, which is significantly higher than BND's 2.21% return.


AGIH

YTD

2.79%

1M

0.23%

6M

1.26%

1Y

5.08%

5Y*

N/A

10Y*

N/A

BND

YTD

2.21%

1M

0.17%

6M

1.19%

1Y

5.24%

5Y*

-0.84%

10Y*

1.51%

*Annualized

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AGIH vs. BND - Expense Ratio Comparison

AGIH has a 0.13% expense ratio, which is higher than BND's 0.03% 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. BND — 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

BND
The Risk-Adjusted Performance Rank of BND is 7373
Overall Rank
The Sharpe Ratio Rank of BND is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BND is 7676
Omega Ratio Rank
The Calmar Ratio Rank of BND is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7070
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. BND - 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 Vanguard Total Bond Market ETF (BND). 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 comparable to the BND Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of AGIH and BND, 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
1.00
AGIH
BND

Dividends

AGIH vs. BND - Dividend Comparison

AGIH's dividend yield for the trailing twelve months is around 3.71%, less than BND's 3.75% yield.


TTM20242023202220212020201920182017201620152014
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%0.00%
BND
Vanguard Total Bond Market ETF
3.75%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

AGIH vs. BND - Drawdown Comparison

The maximum AGIH drawdown since its inception was -9.24%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for AGIH and BND. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-1.19%
-1.62%
AGIH
BND

Volatility

AGIH vs. BND - Volatility Comparison

iShares Inflation Hedged U.S. Aggregate Bond ETF (AGIH) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.72% and 1.72%, 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.


1.00%1.50%2.00%December2025FebruaryMarchAprilMay
1.72%
1.72%
AGIH
BND