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BBAG vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBAG vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) 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, BBAG achieves a 0.41% return, which is significantly lower than AGG's 0.47% return.


BBAG

1D
0.03%
1M
0.09%
YTD
0.41%
6M
0.50%
1Y
5.25%
3Y*
3.94%
5Y*
0.10%
10Y*

AGG

1D
0.03%
1M
0.14%
YTD
0.47%
6M
0.49%
1Y
5.29%
3Y*
4.02%
5Y*
0.23%
10Y*
1.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBAG vs. AGG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBAG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
0.41%7.27%1.26%5.41%-13.26%-1.79%7.31%8.31%1.00%
AGG
iShares Core U.S. Aggregate Bond ETF
0.47%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%1.08%

Correlation

The correlation between BBAG and AGG is 0.96 - 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

0.96

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2018

0.94

The correlation between BBAG and AGG has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

BBAG vs. AGG — Risk / Return Rank

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

BBAG
BBAG Risk / Return Rank: 3737
Overall Rank
BBAG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BBAG Sortino Ratio Rank: 3939
Sortino Ratio Rank
BBAG Omega Ratio Rank: 3636
Omega Ratio Rank
BBAG Calmar Ratio Rank: 3636
Calmar Ratio Rank
BBAG Martin Ratio Rank: 3535
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 3737
Overall Rank
AGG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 4040
Sortino Ratio Rank
AGG Omega Ratio Rank: 3737
Omega Ratio Rank
AGG Calmar Ratio Rank: 3636
Calmar Ratio Rank
AGG Martin Ratio Rank: 3535
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.

BBAG vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) 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.


BBAGAGGDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.38

-0.04

Sortino ratio

Return per unit of downside risk

2.02

2.06

-0.04

Omega ratio

Gain probability vs. loss probability

1.24

1.25

0.00

Calmar ratio

Return relative to maximum drawdown

1.82

1.81

+0.01

Martin ratio

Return relative to average drawdown

5.50

5.61

-0.11

BBAG vs. AGG - Sharpe Ratio Comparison

The current BBAG Sharpe Ratio is 1.35, which is comparable to the AGG Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of BBAG 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


BBAGAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.38

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.04

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.59

-0.27

Drawdowns

BBAG vs. AGG - Drawdown Comparison

The maximum BBAG drawdown since its inception was -18.73%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for BBAG and AGG.


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Drawdown Indicators


BBAGAGGDifference

Max Drawdown

Largest peak-to-trough decline

-18.73%

-18.43%

-0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-2.76%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-6.18%

-6.11%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

-17.82%

-0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-2.62%

-1.93%

-0.69%

Average Drawdown

Average peak-to-trough decline

-6.22%

-2.71%

-3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.89%

+0.03%

Volatility

BBAG vs. AGG - Volatility Comparison

JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.27% and 1.32%, 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


BBAGAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.32%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

2.76%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

3.85%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

6.09%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.80%

5.41%

+0.39%

BBAG vs. AGG - Expense Ratio Comparison

Both BBAG and AGG have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

BBAG vs. AGG - Dividend Comparison

BBAG's dividend yield for the trailing twelve months is around 4.36%, 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%
BBAG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
4.36%4.29%4.25%3.60%2.23%1.44%2.26%2.92%0.16%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, BBAG 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.

AGG has higher volatility (1.32%) compared to BBAG (1.27%). In terms of maximum drawdown, BBAG dropped -18.73% vs AGG's -18.43%.

On 5-year performance, AGG leads with 0.23% vs 0.10% for BBAG. Both ETFs have the same 0.03% expense ratio. 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, AGG has performed better with a 0.23% return vs 0.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBAG and AGG have the same expense ratio: 0.03% per year.

BBAG has the higher dividend yield at 4.36%, compared with 3.98% for AGG.

BBAG is categorized as Intermediate Core Bond, while AGG is Total Bond Market. BBAG tracks Bloomberg US Aggregate Bond Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: JPMorgan and iShares.

AGG currently has the higher Sharpe Ratio (1.38 vs 1.35), 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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