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

Correlation

The correlation between BIV and AGG is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

BIV vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Bond ETF (BIV) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
95.68%
69.31%
BIV
AGG

Key characteristics

Sharpe Ratio

BIV:

1.48

AGG:

1.31

Sortino Ratio

BIV:

2.20

AGG:

1.91

Omega Ratio

BIV:

1.26

AGG:

1.23

Calmar Ratio

BIV:

0.61

AGG:

0.54

Martin Ratio

BIV:

3.69

AGG:

3.38

Ulcer Index

BIV:

2.19%

AGG:

2.09%

Daily Std Dev

BIV:

5.48%

AGG:

5.38%

Max Drawdown

BIV:

-18.94%

AGG:

-18.43%

Current Drawdown

BIV:

-5.66%

AGG:

-6.44%

Returns By Period

In the year-to-date period, BIV achieves a 3.43% return, which is significantly higher than AGG's 2.74% return. Over the past 10 years, BIV has outperformed AGG with an annualized return of 1.80%, while AGG has yielded a comparatively lower 1.45% annualized return.


BIV

YTD

3.43%

1M

1.07%

6M

2.38%

1Y

8.69%

5Y*

-0.33%

10Y*

1.80%

AGG

YTD

2.74%

1M

0.73%

6M

1.95%

1Y

7.65%

5Y*

-0.80%

10Y*

1.45%

*Annualized

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BIV vs. AGG - Expense Ratio Comparison

BIV has a 0.04% expense ratio, which is lower than AGG's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for AGG: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGG: 0.05%
Expense ratio chart for BIV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BIV: 0.04%

Risk-Adjusted Performance

BIV vs. AGG — Risk-Adjusted Performance Rank

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

BIV
The Risk-Adjusted Performance Rank of BIV is 8383
Overall Rank
The Sharpe Ratio Rank of BIV is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BIV is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BIV is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BIV is 6868
Calmar Ratio Rank
The Martin Ratio Rank of BIV is 7878
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 7979
Overall Rank
The Sharpe Ratio Rank of AGG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 8787
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 8383
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for BIV, currently valued at 1.48, compared to the broader market-1.000.001.002.003.004.00
BIV: 1.48
AGG: 1.31
The chart of Sortino ratio for BIV, currently valued at 2.20, compared to the broader market-2.000.002.004.006.008.00
BIV: 2.20
AGG: 1.91
The chart of Omega ratio for BIV, currently valued at 1.26, compared to the broader market0.501.001.502.002.50
BIV: 1.26
AGG: 1.23
The chart of Calmar ratio for BIV, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
BIV: 0.61
AGG: 0.54
The chart of Martin ratio for BIV, currently valued at 3.69, compared to the broader market0.0020.0040.0060.00
BIV: 3.69
AGG: 3.38

The current BIV Sharpe Ratio is 1.48, which is comparable to the AGG Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of BIV 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.48
1.31
BIV
AGG

Dividends

BIV vs. AGG - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 3.80%, more than AGG's 3.76% yield.


TTM20242023202220212020201920182017201620152014
BIV
Vanguard Intermediate-Term Bond ETF
3.80%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%2.38%3.02%3.96%
AGG
iShares Core U.S. Aggregate Bond ETF
3.76%3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

Drawdowns

BIV vs. AGG - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.94%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for BIV and AGG. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%NovemberDecember2025FebruaryMarchApril
-5.66%
-6.44%
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 2.25% and 2.25%, 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.


1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.25%
2.25%
BIV
AGG