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AGZ vs. BINC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, AGZ achieves a 0.16% return, which is significantly lower than BINC's 0.90% return.


AGZ

1D
-0.13%
1M
-0.03%
YTD
0.16%
6M
0.29%
1Y
3.95%
3Y*
4.10%
5Y*
1.15%
10Y*
1.83%

BINC

1D
-0.12%
1M
0.54%
YTD
0.90%
6M
1.22%
1Y
5.80%
3Y*
7.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGZ vs. BINC - Yearly Performance Comparison


2026 (YTD)202520242023
AGZ
iShares Agency Bond ETF
0.16%6.05%3.08%2.91%
BINC
iShares Flexible Income Active ETF
0.90%7.57%5.76%7.08%

Correlation

The correlation between AGZ and BINC is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (All Time)
Calculated using the full available price history since May 24, 2023

0.66

The correlation between AGZ and BINC has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.

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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: 5050
Overall Rank
AGZ Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
AGZ Sortino Ratio Rank: 4747
Sortino Ratio Rank
AGZ Omega Ratio Rank: 4444
Omega Ratio Rank
AGZ Calmar Ratio Rank: 5959
Calmar Ratio Rank
AGZ Martin Ratio Rank: 5656
Martin Ratio Rank

BINC
BINC Risk / Return Rank: 6767
Overall Rank
BINC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BINC Sortino Ratio Rank: 8282
Sortino Ratio Rank
BINC Omega Ratio Rank: 8383
Omega Ratio Rank
BINC Calmar Ratio Rank: 4343
Calmar Ratio Rank
BINC Martin Ratio Rank: 5050
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 ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.28

1.51

-0.23

Calmar ratioReturn relative to maximum drawdown

2.93

2.17

+0.77

Martin ratioReturn relative to average drawdown

9.76

8.53

+1.23

AGZ vs. BINC - Sharpe Ratio Comparison

The current AGZ Sharpe Ratio is 1.54, which is lower than the BINC Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of AGZ and BINC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AGZBINCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

2.56

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

2.36

-1.68

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

-1.35%

-2.69%

+1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-1.85%

-2.69%

+0.84%

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

-0.78%

-0.49%

-0.29%

Average Drawdown

Average peak-to-trough decline

-1.61%

-0.36%

-1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.68%

-0.27%

Volatility

AGZ vs. BINC - Volatility Comparison

iShares Agency Bond ETF (AGZ) and iShares Flexible Income Active ETF (BINC) have volatilities of 0.76% and 0.75%, 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.


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Volatility by Period


AGZBINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

0.75%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.93%

1.84%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

2.58%

2.28%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.54%

3.00%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.03%

3.00%

+0.03%

AGZ vs. BINC - Expense Ratio Comparison

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


Dividends

AGZ vs. BINC - Dividend Comparison

AGZ's dividend yield for the trailing twelve months is around 3.73%, less than BINC's 5.86% yield.


PositionTTM20252024202320222021202020192018201720162015
AGZ
iShares Agency Bond ETF
3.73%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
5.86%5.86%6.14%3.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AGZ and BINC have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGZ has higher volatility (0.76%) compared to BINC (0.75%). In terms of maximum drawdown, AGZ dropped -11.01% vs BINC's -2.69%.

On 3-year performance, BINC leads with 7.02% vs 4.10% for AGZ. On fees, AGZ is cheaper at 0.20% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BINC has performed better with a 7.02% return vs 4.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGZ is cheaper with a 0.20% expense ratio, compared with 0.40% for BINC.

BINC has the higher dividend yield at 5.86%, compared with 3.73% for AGZ.

AGZ is categorized as Government Bonds, while BINC is Multisector Bonds. Their fees differ too: 0.20% for AGZ and 0.40% for BINC.

BINC currently has the higher Sharpe Ratio (2.56 vs 1.54), 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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