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AGRH vs. OSTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGRH vs. OSTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged U.S. Aggregate Bond ETF (AGRH) and Osterweis Strategic Income Fund (OSTIX). The values are adjusted to include any dividend payments, if applicable.

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AGRH vs. OSTIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
AGRH
iShares Interest Rate Hedged U.S. Aggregate Bond ETF
0.36%6.00%5.93%6.40%1.76%
OSTIX
Osterweis Strategic Income Fund
-0.71%4.04%8.03%12.29%2.39%

Returns By Period

In the year-to-date period, AGRH achieves a 0.36% return, which is significantly higher than OSTIX's -0.71% return.


AGRH

1D
0.13%
1M
-0.03%
YTD
0.36%
6M
2.20%
1Y
5.36%
3Y*
5.81%
5Y*
10Y*

OSTIX

1D
0.09%
1M
-1.08%
YTD
-0.71%
6M
0.01%
1Y
4.04%
3Y*
6.92%
5Y*
4.22%
10Y*
5.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGRH vs. OSTIX - Expense Ratio Comparison

AGRH has a 0.13% expense ratio, which is lower than OSTIX's 0.84% expense ratio.


Return for Risk

AGRH vs. OSTIX — Risk / Return Rank

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

AGRH
AGRH Risk / Return Rank: 9696
Overall Rank
AGRH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AGRH Sortino Ratio Rank: 9898
Sortino Ratio Rank
AGRH Omega Ratio Rank: 9898
Omega Ratio Rank
AGRH Calmar Ratio Rank: 9292
Calmar Ratio Rank
AGRH Martin Ratio Rank: 9797
Martin Ratio Rank

OSTIX
OSTIX Risk / Return Rank: 8989
Overall Rank
OSTIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
OSTIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
OSTIX Omega Ratio Rank: 9292
Omega Ratio Rank
OSTIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
OSTIX Martin Ratio Rank: 8888
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.

AGRH vs. OSTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged U.S. Aggregate Bond ETF (AGRH) and Osterweis Strategic Income Fund (OSTIX). 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.


AGRHOSTIXDifference

Sharpe ratio

Return per unit of total volatility

2.87

1.84

+1.03

Sortino ratio

Return per unit of downside risk

4.04

2.48

+1.56

Omega ratio

Gain probability vs. loss probability

1.69

1.44

+0.25

Calmar ratio

Return relative to maximum drawdown

3.36

2.04

+1.32

Martin ratio

Return relative to average drawdown

18.63

9.46

+9.17

AGRH vs. OSTIX - Sharpe Ratio Comparison

The current AGRH Sharpe Ratio is 2.87, which is higher than the OSTIX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of AGRH and OSTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AGRHOSTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

1.84

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.76

Sharpe Ratio (All Time)

Calculated using the full available price history

3.03

2.32

+0.70

Correlation

The correlation between AGRH and OSTIX is 0.39, 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.


Dividends

AGRH vs. OSTIX - Dividend Comparison

AGRH's dividend yield for the trailing twelve months is around 4.64%, less than OSTIX's 4.95% yield.


TTM20252024202320222021202020192018201720162015
AGRH
iShares Interest Rate Hedged U.S. Aggregate Bond ETF
4.64%4.63%5.17%4.69%1.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OSTIX
Osterweis Strategic Income Fund
4.95%3.96%5.25%5.72%4.72%4.03%3.85%4.74%4.66%4.58%5.23%5.98%

Drawdowns

AGRH vs. OSTIX - Drawdown Comparison

The maximum AGRH drawdown since its inception was -1.73%, smaller than the maximum OSTIX drawdown of -10.06%. Use the drawdown chart below to compare losses from any high point for AGRH and OSTIX.


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Drawdown Indicators


AGRHOSTIXDifference

Max Drawdown

Largest peak-to-trough decline

-1.73%

-10.06%

+8.33%

Max Drawdown (1Y)

Largest decline over 1 year

-1.57%

-1.89%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-9.75%

Max Drawdown (10Y)

Largest decline over 10 years

-10.06%

Current Drawdown

Current decline from peak

-0.25%

-1.33%

+1.08%

Average Drawdown

Average peak-to-trough decline

-0.16%

-0.95%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.41%

-0.13%

Volatility

AGRH vs. OSTIX - Volatility Comparison

The current volatility for iShares Interest Rate Hedged U.S. Aggregate Bond ETF (AGRH) is 0.59%, while Osterweis Strategic Income Fund (OSTIX) has a volatility of 0.94%. This indicates that AGRH experiences smaller price fluctuations and is considered to be less risky than OSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGRHOSTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

0.94%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

0.96%

1.30%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

1.88%

2.21%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.80%

3.01%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.80%

2.96%

-1.16%