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ANAZX vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANAZX vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Global Bond Fund Class Z (ANAZX) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ANAZX achieves a 0.87% return, which is significantly higher than AGG's 0.39% return. Over the past 10 years, ANAZX has outperformed AGG with an annualized return of 1.77%, while AGG has yielded a comparatively lower 1.53% annualized return.


ANAZX

1D
0.00%
1M
1.08%
YTD
0.87%
6M
1.49%
1Y
3.36%
3Y*
4.90%
5Y*
0.37%
10Y*
1.77%

AGG

1D
-0.27%
1M
0.53%
YTD
0.39%
6M
0.47%
1Y
4.45%
3Y*
3.94%
5Y*
0.06%
10Y*
1.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANAZX vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANAZX
AB Global Bond Fund Class Z
0.87%6.42%2.70%5.99%-12.17%-2.14%5.13%7.84%0.38%3.18%
AGG
iShares Core U.S. Aggregate Bond ETF
0.39%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Correlation

The correlation between ANAZX and AGG is 0.72, 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

0.72

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

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2013

0.74

The correlation between ANAZX and AGG shifts across timeframes, from 0.72 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ANAZX vs. AGG — Risk / Return Rank

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

ANAZX
ANAZX Risk / Return Rank: 1414
Overall Rank
ANAZX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ANAZX Sortino Ratio Rank: 1515
Sortino Ratio Rank
ANAZX Omega Ratio Rank: 1616
Omega Ratio Rank
ANAZX Calmar Ratio Rank: 1212
Calmar Ratio Rank
ANAZX Martin Ratio Rank: 1313
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 3333
Overall Rank
AGG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3434
Sortino Ratio Rank
AGG Omega Ratio Rank: 3131
Omega Ratio Rank
AGG Calmar Ratio Rank: 3333
Calmar Ratio Rank
AGG Martin Ratio Rank: 3333
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.

ANAZX vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Global Bond Fund Class Z (ANAZX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.


ANAZXAGGDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.19

1.21

-0.01

Calmar ratioReturn relative to maximum drawdown

1.08

1.62

-0.54

Martin ratioReturn relative to average drawdown

3.38

4.69

-1.31

ANAZX vs. AGG - Sharpe Ratio Comparison

The current ANAZX Sharpe Ratio is 1.01, which is comparable to the AGG Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of ANAZX and AGG, 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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Drawdowns

ANAZX vs. AGG - Drawdown Comparison

The maximum ANAZX drawdown since its inception was -17.24%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for ANAZX and AGG.


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Drawdown Indicators


ANAZXAGGDifference

Max Drawdown

Largest peak-to-trough decline

-17.24%

-18.43%

+1.19%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

-2.76%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-4.00%

-6.11%

+2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.24%

-17.82%

+0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-17.24%

-18.43%

+1.19%

Current Drawdown

Current decline from peak

-0.87%

-2.01%

+1.14%

Average Drawdown

Average peak-to-trough decline

-3.38%

-2.71%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.95%

+0.05%

Volatility

ANAZX vs. AGG - Volatility Comparison

AB Global Bond Fund Class Z (ANAZX) has a higher volatility of 1.19% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.11%. This indicates that ANAZX's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANAZXAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.11%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

2.84%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

3.82%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

6.10%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.77%

5.41%

-1.64%

ANAZX vs. AGG - Expense Ratio Comparison

ANAZX has a 0.52% expense ratio, which is higher than AGG's 0.03% expense ratio.


Dividends

ANAZX vs. AGG - Dividend Comparison

ANAZX's dividend yield for the trailing twelve months is around 3.75%, less than AGG's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.98%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
ANAZX
AB Global Bond Fund Class Z
3.75%4.89%3.67%2.53%8.39%2.73%2.64%3.71%3.17%2.53%3.27%4.06%

Frequently Asked Questions


ANAZX and AGG have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ANAZX has higher volatility (1.19%) compared to AGG (1.11%). In terms of maximum drawdown, ANAZX dropped -17.24% vs AGG's -18.43%.

AGG currently has the higher Sharpe Ratio (1.17 vs 1.01), 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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