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BIV vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BIVAGG
YTD Return-0.59%-0.61%
1Y Return2.40%2.45%
3Y Return (Ann)-2.41%-2.47%
5Y Return (Ann)0.82%0.32%
10Y Return (Ann)1.99%1.54%
Sharpe Ratio0.310.34
Daily Std Dev7.05%6.83%
Max Drawdown-18.95%-18.43%
Current Drawdown-10.75%-10.67%

Correlation

0.88
-1.001.00

The correlation between BIV and AGG is 0.88, 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.

Performance

BIV vs. AGG - Performance Comparison

The year-to-date returns for both stocks are quite close, with BIV having a -0.59% return and AGG slightly lower at -0.61%. Over the past 10 years, BIV has outperformed AGG with an annualized return of 1.99%, while AGG has yielded a comparatively lower 1.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%60.00%70.00%80.00%90.00%OctoberNovemberDecember2024FebruaryMarch
85.15%
61.66%
BIV
AGG

Compare stocks, funds, or ETFs


Vanguard Intermediate-Term Bond ETF

iShares Core U.S. Aggregate Bond ETF

BIV vs. AGG - Expense Ratio Comparison

BIV has a 0.04% expense ratio, which is lower than AGG's 0.05% expense ratio.

AGG
iShares Core U.S. Aggregate Bond ETF
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

BIV vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond ETF (BIV) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BIV
Vanguard Intermediate-Term Bond ETF
0.31
AGG
iShares Core U.S. Aggregate Bond ETF
0.34

BIV vs. AGG - Sharpe Ratio Comparison

The current BIV Sharpe Ratio is 0.31, which roughly equals the AGG Sharpe Ratio of 0.34. The chart below compares the 12-month rolling Sharpe Ratio of BIV and AGG.


Rolling 12-month Sharpe Ratio-0.200.000.200.400.600.80OctoberNovemberDecember2024FebruaryMarch
0.31
0.34
BIV
AGG

Dividends

BIV vs. AGG - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 3.26%, which matches AGG's 3.27% yield.


TTM20232022202120202019201820172016201520142013
BIV
Vanguard Intermediate-Term Bond ETF
3.26%3.09%2.41%3.42%2.95%2.75%2.88%2.69%2.38%3.02%3.96%4.22%
AGG
iShares Core U.S. Aggregate Bond ETF
3.27%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%2.32%

Drawdowns

BIV vs. AGG - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.95%, roughly equal to the maximum AGG drawdown of -18.43%. The drawdown chart below compares losses from any high point along the way for BIV and AGG


-18.00%-16.00%-14.00%-12.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-10.75%
-10.67%
BIV
AGG

Volatility

BIV vs. AGG - Volatility Comparison

Vanguard Intermediate-Term Bond ETF (BIV) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.26% and 1.20%, 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.


1.00%1.50%2.00%2.50%OctoberNovemberDecember2024FebruaryMarch
1.26%
1.20%
BIV
AGG