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AGZ vs. BINC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGZ vs. BINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Agency Bond ETF (AGZ) and iShares Flexible Income Active ETF (BINC). The values are adjusted to include any dividend payments, if applicable.

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AGZ vs. BINC - Yearly Performance Comparison


2026 (YTD)202520242023
AGZ
iShares Agency Bond ETF
0.11%6.05%3.08%2.91%
BINC
iShares Flexible Income Active ETF
-0.78%7.57%5.76%7.08%

Returns By Period

In the year-to-date period, AGZ achieves a 0.11% return, which is significantly higher than BINC's -0.78% return.


AGZ

1D
-0.11%
1M
-0.84%
YTD
0.11%
6M
1.24%
1Y
4.08%
3Y*
4.05%
5Y*
1.23%
10Y*
1.88%

BINC

1D
0.33%
1M
-2.11%
YTD
-0.78%
6M
0.65%
1Y
5.08%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGZ vs. BINC - Expense Ratio Comparison

AGZ has a 0.20% expense ratio, which is lower than BINC's 0.40% expense ratio.


Return for Risk

AGZ vs. BINC — Risk / Return Rank

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

AGZ
AGZ Risk / Return Rank: 8282
Overall Rank
AGZ Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AGZ Sortino Ratio Rank: 8080
Sortino Ratio Rank
AGZ Omega Ratio Rank: 7474
Omega Ratio Rank
AGZ Calmar Ratio Rank: 9191
Calmar Ratio Rank
AGZ Martin Ratio Rank: 8787
Martin Ratio Rank

BINC
BINC Risk / Return Rank: 8484
Overall Rank
BINC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BINC Sortino Ratio Rank: 8787
Sortino Ratio Rank
BINC Omega Ratio Rank: 9191
Omega Ratio Rank
BINC Calmar Ratio Rank: 7676
Calmar Ratio Rank
BINC Martin Ratio Rank: 7979
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.

AGZ vs. BINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Agency Bond ETF (AGZ) and iShares Flexible Income Active ETF (BINC). 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.


AGZBINCDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.74

-0.30

Sortino ratio

Return per unit of downside risk

2.06

2.29

-0.23

Omega ratio

Gain probability vs. loss probability

1.27

1.38

-0.11

Calmar ratio

Return relative to maximum drawdown

3.22

1.91

+1.31

Martin ratio

Return relative to average drawdown

10.47

7.93

+2.54

AGZ vs. BINC - Sharpe Ratio Comparison

The current AGZ Sharpe Ratio is 1.44, which is comparable to the BINC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of AGZ and BINC, 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


AGZBINCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.74

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

2.28

-1.60

Correlation

The correlation between AGZ and BINC is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AGZ vs. BINC - Dividend Comparison

AGZ's dividend yield for the trailing twelve months is around 3.76%, less than BINC's 5.91% yield.


TTM20252024202320222021202020192018201720162015
AGZ
iShares Agency Bond ETF
3.76%3.75%3.48%3.14%1.56%0.96%2.25%2.32%2.15%1.58%1.52%1.30%
BINC
iShares Flexible Income Active ETF
5.91%5.86%6.14%3.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AGZ vs. BINC - Drawdown Comparison

The maximum AGZ drawdown since its inception was -11.01%, which is greater than BINC's maximum drawdown of -2.69%. Use the drawdown chart below to compare losses from any high point for AGZ and BINC.


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Drawdown Indicators


AGZBINCDifference

Max Drawdown

Largest peak-to-trough decline

-11.01%

-2.69%

-8.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.30%

-2.69%

+1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-10.66%

Max Drawdown (10Y)

Largest decline over 10 years

-11.01%

Current Drawdown

Current decline from peak

-0.84%

-2.14%

+1.30%

Average Drawdown

Average peak-to-trough decline

-1.62%

-0.33%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.65%

-0.25%

Volatility

AGZ vs. BINC - Volatility Comparison

The current volatility for iShares Agency Bond ETF (AGZ) is 1.16%, while iShares Flexible Income Active ETF (BINC) has a volatility of 1.25%. This indicates that AGZ experiences smaller price fluctuations and is considered to be less risky than BINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGZBINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.25%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.92%

1.69%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

2.85%

2.94%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.53%

3.03%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.03%

3.03%

0.00%