AGNCL vs. SEIX
AGNCL (AGNC Investment Corp) is a stock, while SEIX (Virtus Seix Senior Loan ETF) is Bank Loan fund tracking the Credit Suisse Leveraged Loan Index. Over the past 3 years, AGNCL returned 12.52%/yr vs 7.73%/yr for SEIX. At a 0.09 correlation, their price movements are largely independent.
Performance
AGNCL vs. SEIX - Performance Comparison
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Returns By Period
In the year-to-date period, AGNCL achieves a 2.71% return, which is significantly higher than SEIX's 2.23% return.
AGNCL
- 1D
- 0.44%
- 1M
- 0.32%
- YTD
- 2.71%
- 6M
- 3.61%
- 1Y
- 6.81%
- 3Y*
- 12.52%
- 5Y*
- —
- 10Y*
- —
SEIX
- 1D
- -0.14%
- 1M
- 0.19%
- YTD
- 2.23%
- 6M
- 2.32%
- 1Y
- 5.87%
- 3Y*
- 7.73%
- 5Y*
- 5.73%
- 10Y*
- —
AGNCL vs. SEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AGNCL AGNC Investment Corp | 2.71% | 3.69% | 29.17% | 7.78% | -7.72% |
SEIX Virtus Seix Senior Loan ETF | 2.23% | 5.10% | 8.42% | 12.51% | 0.58% |
Correlation
The correlation between AGNCL and SEIX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022 | 0.09 |
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Return for Risk
AGNCL vs. SEIX — Risk / Return Rank
AGNCL
SEIX
AGNCL vs. SEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp (AGNCL) and Virtus Seix Senior Loan ETF (SEIX). 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.
| AGNCL | SEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.68 | ||
| Sortino ratioReturn per unit of downside risk | -4.44 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.82 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 5.22 | -3.61 |
| Martin ratioReturn relative to average drawdown | 6.07 | 20.86 | -14.79 |
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Drawdowns
AGNCL vs. SEIX - Drawdown Comparison
The maximum AGNCL drawdown since its inception was -21.26%, which is greater than SEIX's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for AGNCL and SEIX.
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Drawdown Indicators
| AGNCL | SEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.26% | -17.51% | -3.75% |
Max Drawdown (1Y)Largest decline over 1 year | -4.25% | -1.13% | -3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -11.62% | -3.01% | -8.61% |
Max Drawdown (5Y)Largest decline over 5 years | — | -6.69% | — |
Current DrawdownCurrent decline from peak | -1.15% | -0.14% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -0.87% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 0.28% | +0.85% |
Volatility
AGNCL vs. SEIX - Volatility Comparison
AGNC Investment Corp (AGNCL) has a higher volatility of 1.78% compared to Virtus Seix Senior Loan ETF (SEIX) at 0.36%. This indicates that AGNCL's price experiences larger fluctuations and is considered to be riskier than SEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNCL | SEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 0.36% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 4.61% | 1.30% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.89% | 1.61% | +5.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 2.92% | +11.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.94% | 4.32% | +9.62% |
Dividends
AGNCL vs. SEIX - Dividend Comparison
AGNCL's dividend yield for the trailing twelve months is around 7.77%, more than SEIX's 7.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AGNCL AGNC Investment Corp | 7.77% | 7.83% | 7.51% | 8.96% | 2.97% | 0.00% | 0.00% | 0.00% |
SEIX Virtus Seix Senior Loan ETF | 7.25% | 7.52% | 8.09% | 8.74% | 5.76% | 4.16% | 3.75% | 3.82% |
Frequently Asked Questions
AGNCL and SEIX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGNCL has higher volatility (1.78%) compared to SEIX (0.36%). In terms of maximum drawdown, AGNCL dropped -21.26% vs SEIX's -17.51%.
SEIX currently has the higher Sharpe Ratio (3.67 vs 0.99), 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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