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BBAG vs. AGG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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BBAG vs. AGG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBAG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
0.11%7.27%1.26%5.41%-13.26%-1.79%7.31%8.31%1.00%
AGG
iShares Core U.S. Aggregate Bond ETF
0.02%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%1.08%

Returns By Period

In the year-to-date period, BBAG achieves a 0.11% return, which is significantly higher than AGG's 0.02% return.


BBAG

1D
0.30%
1M
-1.73%
YTD
0.11%
6M
1.03%
1Y
4.51%
3Y*
3.61%
5Y*
0.15%
10Y*

AGG

1D
0.23%
1M
-1.79%
YTD
0.02%
6M
0.97%
1Y
4.36%
3Y*
3.59%
5Y*
0.23%
10Y*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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: 5656
Overall Rank
BBAG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BBAG Sortino Ratio Rank: 5454
Sortino Ratio Rank
BBAG Omega Ratio Rank: 4848
Omega Ratio Rank
BBAG Calmar Ratio Rank: 7070
Calmar Ratio Rank
BBAG Martin Ratio Rank: 5050
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 6060
Overall Rank
AGG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 5858
Sortino Ratio Rank
AGG Omega Ratio Rank: 5050
Omega Ratio Rank
AGG Calmar Ratio Rank: 7474
Calmar Ratio Rank
AGG Martin Ratio Rank: 5757
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

1.01

1.00

+0.01

Sortino ratio

Return per unit of downside risk

1.43

1.42

+0.01

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.81

1.81

0.00

Martin ratio

Return relative to average drawdown

4.90

5.07

-0.17

BBAG vs. AGG - Sharpe Ratio Comparison

The current BBAG Sharpe Ratio is 1.01, which is comparable to the AGG Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of BBAG and AGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBAGAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.00

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.04

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.59

-0.27

Correlation

The correlation between BBAG and AGG is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BBAG vs. AGG - Dividend Comparison

BBAG's dividend yield for the trailing twelve months is around 4.32%, more than AGG's 3.93% yield.


TTM20252024202320222021202020192018201720162015
BBAG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
4.32%4.29%4.25%3.60%2.23%1.44%2.26%2.92%0.16%0.00%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF
3.93%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%

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

-2.61%

-2.52%

-0.09%

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

-2.90%

-2.36%

-0.54%

Average Drawdown

Average peak-to-trough decline

-6.31%

-2.71%

-3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.90%

+0.06%

Volatility

BBAG vs. AGG - Volatility Comparison

JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) has a higher volatility of 1.83% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.66%. This indicates that BBAG'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


BBAGAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

1.66%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

2.55%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.47%

4.37%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

6.07%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.84%

5.39%

+0.45%