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AVIG vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVIG vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Core Fixed Income ETF (AVIG) 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, AVIG achieves a 0.23% return, which is significantly lower than AGG's 0.47% return.


AVIG

1D
0.12%
1M
0.51%
YTD
0.23%
6M
0.39%
1Y
4.51%
3Y*
4.46%
5Y*
0.10%
10Y*

AGG

1D
0.08%
1M
0.61%
YTD
0.47%
6M
0.55%
1Y
4.33%
3Y*
3.96%
5Y*
0.07%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVIG vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AVIG
Avantis Core Fixed Income ETF
0.23%7.98%1.55%6.41%-13.94%-2.15%0.86%
AGG
iShares Core U.S. Aggregate Bond ETF
0.47%7.19%1.31%5.65%-13.02%-1.77%0.56%

Correlation

The correlation between AVIG and AGG is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2020

0.98

The correlation between AVIG and AGG has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

AVIG vs. AGG — Risk / Return Rank

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

AVIG
AVIG Risk / Return Rank: 3333
Overall Rank
AVIG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AVIG Sortino Ratio Rank: 3434
Sortino Ratio Rank
AVIG Omega Ratio Rank: 3232
Omega Ratio Rank
AVIG Calmar Ratio Rank: 3434
Calmar Ratio Rank
AVIG Martin Ratio Rank: 3333
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 3232
Overall Rank
AGG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3333
Sortino Ratio Rank
AGG Omega Ratio Rank: 3030
Omega Ratio Rank
AGG Calmar Ratio Rank: 3333
Calmar Ratio Rank
AGG Martin Ratio Rank: 3232
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.

AVIG vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Core Fixed Income ETF (AVIG) 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.


AVIGAGGDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.21

1.20

0.00

Calmar ratioReturn relative to maximum drawdown

1.61

1.57

+0.03

Martin ratioReturn relative to average drawdown

4.56

4.54

+0.02

AVIG vs. AGG - Sharpe Ratio Comparison

The current AVIG Sharpe Ratio is 1.18, which is comparable to the AGG Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of AVIG 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

AVIG vs. AGG - Drawdown Comparison

The maximum AVIG drawdown since its inception was -19.64%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for AVIG and AGG.


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Drawdown Indicators


AVIGAGGDifference

Max Drawdown

Largest peak-to-trough decline

-19.64%

-18.43%

-1.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-2.76%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-6.03%

-6.11%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-19.47%

-17.82%

-1.65%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-1.52%

-1.93%

+0.41%

Average Drawdown

Average peak-to-trough decline

-7.69%

-2.71%

-4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.96%

+0.03%

Volatility

AVIG vs. AGG - Volatility Comparison

Avantis Core Fixed Income ETF (AVIG) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.15% and 1.10%, 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


AVIGAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.10%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

2.83%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

3.81%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.24%

6.10%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.99%

5.41%

+0.58%

AVIG vs. AGG - Expense Ratio Comparison

AVIG has a 0.15% expense ratio, which is higher than AGG's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AVIG vs. AGG - Dividend Comparison

AVIG's dividend yield for the trailing twelve months is around 4.37%, more 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%
AVIG
Avantis Core Fixed Income ETF
4.37%4.36%4.66%4.06%2.53%1.12%0.22%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, AVIG and AGG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AVIG has higher volatility (1.15%) compared to AGG (1.10%). In terms of maximum drawdown, AVIG dropped -19.64% vs AGG's -18.43%.

On 5-year performance, AVIG leads with 0.10% vs 0.07% for AGG. On fees, AGG is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVIG has performed better with a 0.10% return vs 0.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGG is cheaper with a 0.03% expense ratio, compared with 0.15% for AVIG.

AVIG has the higher dividend yield at 4.37%, compared with 3.98% for AGG.

AVIG is categorized as Intermediate Core Bond, while AGG is Total Bond Market. They also come from different issuers: Avantis and iShares. Their fees differ too: 0.15% for AVIG and 0.03% for AGG.

AVIG currently has the higher Sharpe Ratio (1.18 vs 1.14), 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.

Portfolio Optimizer

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