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ARBNX vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARBNX vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Arbitrage Fund Class Institutional (ARBNX) 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, ARBNX achieves a 1.21% return, which is significantly higher than AGG's 0.25% return. Over the past 10 years, ARBNX has outperformed AGG with an annualized return of 3.48%, while AGG has yielded a comparatively lower 1.57% annualized return.


ARBNX

1D
0.07%
1M
0.21%
YTD
1.21%
6M
1.86%
1Y
6.43%
3Y*
6.73%
5Y*
3.10%
10Y*
3.48%

AGG

1D
-0.21%
1M
0.24%
YTD
0.25%
6M
0.09%
1Y
5.14%
3Y*
3.95%
5Y*
0.10%
10Y*
1.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARBNX vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARBNX
The Arbitrage Fund Class Institutional
1.21%8.29%2.95%6.05%-0.67%1.05%5.71%3.84%2.33%2.87%
AGG
iShares Core U.S. Aggregate Bond ETF
0.25%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Correlation

The correlation between ARBNX and AGG is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.19

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

0.15

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

0.10

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2003

-0.03

The correlation between ARBNX and AGG shifts across timeframes, from -0.03 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ARBNX vs. AGG — Risk / Return Rank

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

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

AGG
AGG Risk / Return Rank: 3636
Overall Rank
AGG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3838
Sortino Ratio Rank
AGG Omega Ratio Rank: 3535
Omega Ratio Rank
AGG Calmar Ratio Rank: 3737
Calmar Ratio Rank
AGG Martin Ratio Rank: 3636
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.

ARBNX vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Arbitrage Fund Class Institutional (ARBNX) 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.


ARBNXAGGDifference
Sharpe ratioReturn per unit of total volatility

+2.22

Sortino ratioReturn per unit of downside risk

+4.35

Omega ratioGain probability vs. loss probability

1.84

1.24

+0.60

Calmar ratioReturn relative to maximum drawdown

7.20

1.87

+5.33

Martin ratioReturn relative to average drawdown

34.43

5.73

+28.70

ARBNX vs. AGG - Sharpe Ratio Comparison

The current ARBNX Sharpe Ratio is 3.56, which is higher than the AGG Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of ARBNX 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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Sharpe Ratios by Period


ARBNXAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.56

1.34

+2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.02

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.29

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.59

-0.01

Drawdowns

ARBNX vs. AGG - Drawdown Comparison

The maximum ARBNX drawdown since its inception was -14.42%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for ARBNX and AGG.


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Drawdown Indicators


ARBNXAGGDifference

Max Drawdown

Largest peak-to-trough decline

-14.42%

-18.43%

+4.01%

Max Drawdown (1Y)

Largest decline over 1 year

-0.92%

-2.76%

+1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-2.24%

-6.11%

+3.87%

Max Drawdown (5Y)

Largest decline over 5 years

-7.44%

-17.82%

+10.38%

Max Drawdown (10Y)

Largest decline over 10 years

-11.90%

-18.43%

+6.53%

Current Drawdown

Current decline from peak

-0.07%

-2.14%

+2.07%

Average Drawdown

Average peak-to-trough decline

-1.22%

-2.71%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

0.90%

-0.71%

Volatility

ARBNX vs. AGG - Volatility Comparison

The current volatility for The Arbitrage Fund Class Institutional (ARBNX) is 0.29%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.30%. This indicates that ARBNX experiences smaller price fluctuations and is considered to be less risky 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


ARBNXAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

1.30%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.14%

2.74%

-1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

1.86%

3.85%

-1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.63%

6.09%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

5.40%

-0.98%

ARBNX vs. AGG - Expense Ratio Comparison

ARBNX has a 1.49% expense ratio, which is higher than AGG's 0.03% expense ratio.


Dividends

ARBNX vs. AGG - Dividend Comparison

ARBNX's dividend yield for the trailing twelve months is around 3.68%, less than AGG's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.99%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
ARBNX
The Arbitrage Fund Class Institutional
3.68%3.72%1.18%2.11%3.85%0.51%6.70%2.12%1.93%3.80%0.93%2.30%

Frequently Asked Questions


ARBNX and AGG have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGG has higher volatility (1.30%) compared to ARBNX (0.29%). In terms of maximum drawdown, ARBNX dropped -14.42% vs AGG's -18.43%.

ARBNX currently has the higher Sharpe Ratio (3.56 vs 1.34), 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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