ECH vs. AGNC
ECH (iShares MSCI Chile ETF) is Foreign Large Cap Equities fund tracking the MSCI Chile Investable Market Index, while AGNC (AGNC Investment Corp.) is a stock. Over the past 10 years, ECH returned 4.44%/yr vs 6.33%/yr for AGNC. At a 0.29 correlation, their price movements are largely independent.
Performance
ECH vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, ECH achieves a 2.23% return, which is significantly lower than AGNC's 2.35% return. Over the past 10 years, ECH has underperformed AGNC with an annualized return of 4.44%, while AGNC has yielded a comparatively higher 6.33% annualized return.
ECH
- 1D
- -0.85%
- 1M
- 1.75%
- YTD
- 2.23%
- 6M
- 5.27%
- 1Y
- 36.61%
- 3Y*
- 14.33%
- 5Y*
- 12.22%
- 10Y*
- 4.44%
AGNC
- 1D
- 0.78%
- 1M
- 2.43%
- YTD
- 2.35%
- 6M
- 4.08%
- 1Y
- 28.97%
- 3Y*
- 16.54%
- 5Y*
- 4.24%
- 10Y*
- 6.33%
ECH vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ECH iShares MSCI Chile ETF | 2.23% | 65.41% | -8.67% | 9.01% | 25.12% | -19.80% | -7.13% | -17.79% | -18.98% | 41.79% |
AGNC AGNC Investment Corp. | 2.35% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between ECH and AGNC is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.29 |
The correlation between ECH and AGNC shifts across timeframes, from 0.29 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ECH vs. AGNC — Risk / Return Rank
ECH
AGNC
ECH vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ECH | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.56 | +0.31 |
| Martin ratioReturn relative to average drawdown | 4.41 | 4.44 | -0.03 |
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Drawdowns
ECH vs. AGNC - Drawdown Comparison
The maximum ECH drawdown since its inception was -74.08%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for ECH and AGNC.
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Drawdown Indicators
| ECH | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | -54.56% | -19.52% |
Max Drawdown (1Y)Largest decline over 1 year | -19.74% | -18.71% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -25.59% | -31.04% | +5.45% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -50.65% | +25.06% |
Max Drawdown (10Y)Largest decline over 10 years | -66.89% | -54.56% | -12.33% |
Current DrawdownCurrent decline from peak | -24.03% | -9.85% | -14.18% |
Average DrawdownAverage peak-to-trough decline | -37.48% | -13.56% | -23.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.33% | 6.54% | +1.79% |
Volatility
ECH vs. AGNC - Volatility Comparison
iShares MSCI Chile ETF (ECH) has a higher volatility of 9.09% compared to AGNC Investment Corp. (AGNC) at 5.55%. This indicates that ECH's price experiences larger fluctuations and is considered to be riskier than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECH | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.09% | 5.55% | +3.54% |
Volatility (6M)Calculated over the trailing 6-month period | 21.20% | 16.28% | +4.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.51% | 19.58% | +5.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.63% | 25.74% | +1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.27% | 25.41% | +1.86% |
Dividends
ECH vs. AGNC - Dividend Comparison
ECH's dividend yield for the trailing twelve months is around 1.93%, less than AGNC's 13.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.87% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
ECH iShares MSCI Chile ETF | 1.93% | 2.01% | 3.12% | 4.77% | 6.73% | 5.49% | 2.16% | 2.47% | 2.37% | 1.42% | 1.85% | 2.13% |
Frequently Asked Questions
ECH and AGNC have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECH has higher volatility (9.09%) compared to AGNC (5.55%). In terms of maximum drawdown, ECH dropped -74.08% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.49 vs 1.44), 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.
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