CLM vs. AGNC

Last updated Jun 4, 2026

CLM (Cornerstone Strategic Value Fund) is Diversified Portfolio fund actively managed by Cornerstone, while AGNC (AGNC Investment Corp.) is a stock. Over the past 10 years, CLM returned 11.91%/yr vs 6.21%/yr for AGNC. At a 0.26 correlation, their price movements are largely independent.

Performance

CLM vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cornerstone Strategic Value Fund (CLM) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CLM achieves a -1.77% return, which is significantly lower than AGNC's 0.27% return. Over the past 10 years, CLM has outperformed AGNC with an annualized return of 11.91%, while AGNC has yielded a comparatively lower 6.21% annualized return.

CLM

• 1D: -0.13%
• 1M: 1.98%
• YTD: -1.77%
• 6M: 0.41%
• 1Y: 15.85%
• 3Y*: 17.89%
• 5Y*: 10.48%
• 10Y*: 11.91%

AGNC

• 1D: -0.29%
• 1M: -3.41%
• YTD: 0.27%
• 6M: 3.92%
• 1Y: 30.16%
• 3Y*: 18.69%
• 5Y*: 1.55%
• 10Y*: 6.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CLM vs. AGNC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CLM Cornerstone Strategic Value Fund	-1.77%	18.61%	41.49%	17.50%	-36.72%	41.42%	29.43%	23.60%	-11.94%	22.11%
AGNC AGNC Investment Corp.	0.27%	34.92%	8.90%	10.14%	-21.65%	5.20%	-1.78%	13.31%	-2.46%	23.73%

Correlation

The correlation between CLM and AGNC is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since May 16, 2008	0.26

The correlation between CLM and AGNC shifts across timeframes, from 0.26 (all time) to 0.37 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

CLM vs. AGNC — Risk / Return Rank

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

CLM

CLM Risk / Return Rank: 13
CLM Sharpe Ratio Rank: 13
CLM Sortino Ratio Rank: 13
CLM Omega Ratio Rank: 16
CLM Calmar Ratio Rank: 11
CLM Martin Ratio Rank: 12

AGNC

AGNC Risk / Return Rank: 76
AGNC Sharpe Ratio Rank: 82
AGNC Sortino Ratio Rank: 77
AGNC Omega Ratio Rank: 75
AGNC Calmar Ratio Rank: 70
AGNC Martin Ratio Rank: 75

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.

CLM vs. AGNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cornerstone Strategic Value Fund (CLM) and AGNC Investment Corp. (AGNC). 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.

	CLM	AGNC	Difference
Sharpe ratio Return per unit of total volatility	1.01	1.57	-0.56
Sortino ratio Return per unit of downside risk	1.49	2.18	-0.70
Omega ratio Gain probability vs. loss probability	1.21	1.27	-0.06
Calmar ratio Return relative to maximum drawdown	1.09	1.62	-0.53
Martin ratio Return relative to average drawdown	3.65	4.90	-1.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CLM vs. AGNC - Sharpe Ratio Comparison

The current CLM Sharpe Ratio is 1.01, which is lower than the AGNC Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of CLM and AGNC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CLM	AGNC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	1.57	-0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.06	+0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.25	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.43	-0.16

Drawdowns

CLM vs. AGNC - Drawdown Comparison

The maximum CLM drawdown since its inception was -77.02%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for CLM and AGNC.

Drawdown Indicators

	CLM	AGNC	Difference
Max Drawdown Largest peak-to-trough decline	-77.02%	-54.56%	-22.46%
Max Drawdown (1Y) Largest decline over 1 year	-14.61%	-18.71%	+4.10%
Max Drawdown (3Y) Largest decline over 3 years	-25.16%	-31.04%	+5.88%
Max Drawdown (5Y) Largest decline over 5 years	-43.45%	-54.56%	+11.11%
Max Drawdown (10Y) Largest decline over 10 years	-44.98%	-54.56%	+9.58%
Current Drawdown Current decline from peak	-3.50%	-11.67%	+8.17%
Average Drawdown Average peak-to-trough decline	-24.80%	-13.57%	-11.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.36%	6.17%	-1.81%

Volatility

CLM vs. AGNC - Volatility Comparison

The current volatility for Cornerstone Strategic Value Fund (CLM) is 3.77%, while AGNC Investment Corp. (AGNC) has a volatility of 4.78%. This indicates that CLM experiences smaller price fluctuations and is considered to be less risky than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CLM	AGNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.77%	4.78%	-1.01%
Volatility (6M) Calculated over the trailing 6-month period	13.75%	15.86%	-2.11%
Volatility (1Y) Calculated over the trailing 1-year period	15.78%	19.35%	-3.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.05%	25.81%	-1.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.95%	25.38%	-0.43%

Dividends

CLM vs. AGNC - Dividend Comparison

CLM's dividend yield for the trailing twelve months is around 19.27%, more than AGNC's 14.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGNC AGNC Investment Corp.	14.16%	13.43%	15.64%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%
CLM Cornerstone Strategic Value Fund	19.27%	17.48%	15.17%	20.50%	29.44%	13.45%	18.96%	21.98%	25.38%	18.04%	22.44%	28.20%

Frequently Asked Questions

Can I hold both CLM and AGNC in my portfolio?

CLM and AGNC have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CLM or AGNC?

AGNC has higher volatility (4.78%) compared to CLM (3.77%). In terms of maximum drawdown, CLM dropped -77.02% vs AGNC's -54.56%.

Which has better risk-adjusted returns?

AGNC currently has the higher Sharpe Ratio (1.57 vs 1.01), 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.