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

Correlation

The correlation between CORP and AGG is 0.82, 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.


-0.50.00.51.00.8

Performance

CORP vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Investment Grade Corporate Bond Index ETF (CORP) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
1.88%
1.25%
CORP
AGG

Key characteristics

Sharpe Ratio

CORP:

0.53

AGG:

0.33

Sortino Ratio

CORP:

0.76

AGG:

0.49

Omega Ratio

CORP:

1.09

AGG:

1.06

Calmar Ratio

CORP:

0.25

AGG:

0.14

Martin Ratio

CORP:

1.83

AGG:

0.90

Ulcer Index

CORP:

1.63%

AGG:

2.01%

Daily Std Dev

CORP:

5.68%

AGG:

5.45%

Max Drawdown

CORP:

-21.21%

AGG:

-18.43%

Current Drawdown

CORP:

-5.79%

AGG:

-8.92%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with CORP at 0.01% and AGG at 0.01%. Over the past 10 years, CORP has outperformed AGG with an annualized return of 2.59%, while AGG has yielded a comparatively lower 1.27% annualized return.


CORP

YTD

0.01%

1M

-1.73%

6M

2.33%

1Y

3.32%

5Y*

0.69%

10Y*

2.59%

AGG

YTD

0.01%

1M

-1.51%

6M

1.70%

1Y

1.75%

5Y*

-0.46%

10Y*

1.27%

*Annualized

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CORP vs. AGG - Expense Ratio Comparison

CORP has a 0.20% expense ratio, which is higher than AGG's 0.05% expense ratio. However, 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 CORP: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

CORP vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Investment Grade Corporate Bond Index ETF (CORP) 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 CORP, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.005.000.530.33
The chart of Sortino ratio for CORP, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.0010.000.760.49
The chart of Omega ratio for CORP, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.06
The chart of Calmar ratio for CORP, currently valued at 0.25, compared to the broader market0.005.0010.0015.000.250.14
The chart of Martin ratio for CORP, currently valued at 1.83, compared to the broader market0.0020.0040.0060.0080.00100.001.830.90
CORP
AGG

The current CORP Sharpe Ratio is 0.53, which is higher than the AGG Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of CORP 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.53
0.33
CORP
AGG

Dividends

CORP vs. AGG - Dividend Comparison

CORP's dividend yield for the trailing twelve months is around 4.74%, more than AGG's 3.74% yield.


TTM20242023202220212020201920182017201620152014
CORP
PIMCO Investment Grade Corporate Bond Index ETF
4.74%4.74%4.84%3.28%2.51%2.90%3.25%3.49%3.08%2.91%3.14%3.55%
AGG
iShares Core U.S. Aggregate Bond ETF
3.74%3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

Drawdowns

CORP vs. AGG - Drawdown Comparison

The maximum CORP drawdown since its inception was -21.21%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for CORP and AGG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%AugustSeptemberOctoberNovemberDecember2025
-5.79%
-8.92%
CORP
AGG

Volatility

CORP vs. AGG - Volatility Comparison

PIMCO Investment Grade Corporate Bond Index ETF (CORP) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.32% and 1.30%, 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%1.20%1.40%1.60%1.80%AugustSeptemberOctoberNovemberDecember2025
1.32%
1.30%
CORP
AGG