EAGG vs. FNDSX
Compare and contrast key facts about iShares ESG Aware US Aggregate Bond ETF (EAGG) and Fidelity Sustainability Bond Index Fund (FNDSX).
EAGG is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI U.S. Aggregate ESG Focus Index. It was launched on Oct 18, 2018. FNDSX is managed by Fidelity. It was launched on Jun 19, 2018.
Performance
EAGG vs. FNDSX - Performance Comparison
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EAGG vs. FNDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 0.01% | 7.18% | 1.12% | 5.58% | -13.63% | -1.30% | 7.40% | 8.68% | 2.35% |
FNDSX Fidelity Sustainability Bond Index Fund | -0.46% | 7.03% | 1.23% | 5.44% | -13.34% | -2.22% | 6.95% | 8.30% | 2.60% |
Returns By Period
In the year-to-date period, EAGG achieves a 0.01% return, which is significantly higher than FNDSX's -0.46% return.
EAGG
- 1D
- 0.23%
- 1M
- -1.77%
- YTD
- 0.01%
- 6M
- 0.96%
- 1Y
- 4.18%
- 3Y*
- 3.47%
- 5Y*
- 0.13%
- 10Y*
- —
FNDSX
- 1D
- 0.43%
- 1M
- -2.31%
- YTD
- -0.46%
- 6M
- 0.49%
- 1Y
- 3.64%
- 3Y*
- 3.36%
- 5Y*
- 0.01%
- 10Y*
- —
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EAGG vs. FNDSX - Expense Ratio Comparison
Both EAGG and FNDSX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
EAGG vs. FNDSX — Risk / Return Rank
EAGG
FNDSX
EAGG vs. FNDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware US Aggregate Bond ETF (EAGG) and Fidelity Sustainability Bond Index Fund (FNDSX). 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.
| EAGG | FNDSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.96 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.37 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.74 | +0.04 |
Martin ratioReturn relative to average drawdown | 4.89 | 4.98 | -0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EAGG | FNDSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.96 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.00 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.31 | +0.06 |
Correlation
The correlation between EAGG and FNDSX is 0.93, 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.
Dividends
EAGG vs. FNDSX - Dividend Comparison
EAGG's dividend yield for the trailing twelve months is around 3.96%, more than FNDSX's 3.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 3.96% | 3.92% | 3.93% | 3.24% | 2.07% | 1.09% | 1.82% | 3.17% | 0.61% |
FNDSX Fidelity Sustainability Bond Index Fund | 3.60% | 3.84% | 3.53% | 2.84% | 1.55% | 1.17% | 1.79% | 3.17% | 1.56% |
Drawdowns
EAGG vs. FNDSX - Drawdown Comparison
The maximum EAGG drawdown since its inception was -18.74%, roughly equal to the maximum FNDSX drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for EAGG and FNDSX.
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Drawdown Indicators
| EAGG | FNDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -19.72% | +0.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.49% | -2.73% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | -18.30% | +0.32% |
Current DrawdownCurrent decline from peak | -3.03% | -4.59% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -6.55% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.96% | -0.05% |
Volatility
EAGG vs. FNDSX - Volatility Comparison
iShares ESG Aware US Aggregate Bond ETF (EAGG) and Fidelity Sustainability Bond Index Fund (FNDSX) have volatilities of 1.62% and 1.62%, 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.
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Volatility by Period
| EAGG | FNDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 1.62% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.55% | 2.59% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.34% | 4.41% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.01% | 5.98% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.54% | 5.34% | +0.20% |