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EAGG vs. FIBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EAGG and FIBR is 0.75, 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

EAGG vs. FIBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware US Aggregate Bond ETF (EAGG) and iShares U.S. Fixed Income Balanced Risk Factor ETF (FIBR). The values are adjusted to include any dividend payments, if applicable.

6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.81%
12.05%
EAGG
FIBR

Key characteristics

Sharpe Ratio

EAGG:

0.27

FIBR:

1.77

Sortino Ratio

EAGG:

0.41

FIBR:

2.55

Omega Ratio

EAGG:

1.05

FIBR:

1.33

Calmar Ratio

EAGG:

0.11

FIBR:

0.74

Martin Ratio

EAGG:

0.75

FIBR:

10.29

Ulcer Index

EAGG:

1.95%

FIBR:

0.60%

Daily Std Dev

EAGG:

5.47%

FIBR:

3.51%

Max Drawdown

EAGG:

-18.74%

FIBR:

-18.48%

Current Drawdown

EAGG:

-9.47%

FIBR:

-2.15%

Returns By Period

In the year-to-date period, EAGG achieves a 1.19% return, which is significantly lower than FIBR's 5.79% return.


EAGG

YTD

1.19%

1M

-0.27%

6M

1.34%

1Y

1.42%

5Y*

-0.42%

10Y*

N/A

FIBR

YTD

5.79%

1M

0.35%

6M

3.97%

1Y

6.28%

5Y*

0.28%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EAGG vs. FIBR - Expense Ratio Comparison

EAGG has a 0.10% expense ratio, which is lower than FIBR's 0.25% 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%.


FIBR
iShares U.S. Fixed Income Balanced Risk Factor ETF
Expense ratio chart for FIBR: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for EAGG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

EAGG vs. FIBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware US Aggregate Bond ETF (EAGG) and iShares U.S. Fixed Income Balanced Risk Factor ETF (FIBR). 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 ratio
The chart of Sharpe ratio for EAGG, currently valued at 0.27, compared to the broader market0.002.004.000.271.77
The chart of Sortino ratio for EAGG, currently valued at 0.41, compared to the broader market-2.000.002.004.006.008.0010.000.412.55
The chart of Omega ratio for EAGG, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.33
The chart of Calmar ratio for EAGG, currently valued at 0.11, compared to the broader market0.005.0010.0015.000.110.74
The chart of Martin ratio for EAGG, currently valued at 0.75, compared to the broader market0.0020.0040.0060.0080.00100.000.7510.29
EAGG
FIBR

The current EAGG Sharpe Ratio is 0.27, which is lower than the FIBR Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of EAGG and FIBR, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.27
1.77
EAGG
FIBR

Dividends

EAGG vs. FIBR - Dividend Comparison

EAGG's dividend yield for the trailing twelve months is around 3.93%, less than FIBR's 5.05% yield.


TTM202320222021202020192018201720162015
EAGG
iShares ESG Aware US Aggregate Bond ETF
3.93%3.24%2.07%1.09%1.82%3.17%0.61%0.00%0.00%0.00%
FIBR
iShares U.S. Fixed Income Balanced Risk Factor ETF
5.05%4.44%3.27%1.92%2.57%3.27%3.61%2.74%2.92%2.26%

Drawdowns

EAGG vs. FIBR - Drawdown Comparison

The maximum EAGG drawdown since its inception was -18.74%, roughly equal to the maximum FIBR drawdown of -18.48%. Use the drawdown chart below to compare losses from any high point for EAGG and FIBR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-9.47%
-2.15%
EAGG
FIBR

Volatility

EAGG vs. FIBR - Volatility Comparison

iShares ESG Aware US Aggregate Bond ETF (EAGG) has a higher volatility of 1.62% compared to iShares U.S. Fixed Income Balanced Risk Factor ETF (FIBR) at 0.96%. This indicates that EAGG's price experiences larger fluctuations and is considered to be riskier than FIBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%JulyAugustSeptemberOctoberNovemberDecember
1.62%
0.96%
EAGG
FIBR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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