EDV vs. AGG
EDV (Vanguard Extended Duration Treasury ETF) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - EDV is a Government Bonds fund tracking the Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Both are passively managed. Over the past 10 years, EDV returned -3.55%/yr vs 1.56%/yr for AGG. A 0.80 correlation means they provide meaningful diversification when combined. EDV charges 0.05%/yr vs 0.03%/yr for AGG.
Performance
EDV vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, EDV achieves a -0.21% return, which is significantly lower than AGG's 0.61% return. Over the past 10 years, EDV has underperformed AGG with an annualized return of -3.55%, while AGG has yielded a comparatively higher 1.56% annualized return.
EDV
- 1D
- -0.22%
- 1M
- 4.29%
- YTD
- -0.21%
- 6M
- -0.22%
- 1Y
- 3.14%
- 3Y*
- -5.43%
- 5Y*
- -10.13%
- 10Y*
- -3.55%
AGG
- 1D
- 0.09%
- 1M
- 1.18%
- YTD
- 0.61%
- 6M
- 0.92%
- 1Y
- 4.96%
- 3Y*
- 4.06%
- 5Y*
- 0.18%
- 10Y*
- 1.56%
EDV vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | -0.21% | 0.65% | -12.78% | 1.65% | -39.15% | -6.19% | 23.59% | 18.67% | -3.40% | 13.94% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.61% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between EDV and AGG is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2007 | 0.80 |
The correlation between EDV and AGG shifts across timeframes, from 0.80 (all time) to 0.91 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
EDV vs. AGG — Risk / Return Rank
EDV
AGG
EDV vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) 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.
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.
| EDV | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.23 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.80 | -1.55 |
| Martin ratioReturn relative to average drawdown | 0.57 | 5.30 | -4.74 |
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Drawdowns
EDV vs. AGG - Drawdown Comparison
The maximum EDV drawdown since its inception was -59.96%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for EDV and AGG.
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Drawdown Indicators
| EDV | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.96% | -18.43% | -41.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -2.76% | -9.78% |
Max Drawdown (3Y)Largest decline over 3 years | -26.99% | -6.11% | -20.88% |
Max Drawdown (5Y)Largest decline over 5 years | -55.03% | -17.82% | -37.21% |
Max Drawdown (10Y)Largest decline over 10 years | -59.96% | -18.43% | -41.53% |
Current DrawdownCurrent decline from peak | -54.22% | -1.79% | -52.43% |
Average DrawdownAverage peak-to-trough decline | -23.48% | -2.71% | -20.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 0.94% | +4.63% |
Volatility
EDV vs. AGG - Volatility Comparison
Vanguard Extended Duration Treasury ETF (EDV) has a higher volatility of 4.21% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.37%. This indicates that EDV's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDV | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 1.37% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 2.81% | +7.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 3.80% | +10.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.63% | 6.10% | +15.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 5.41% | +14.41% |
EDV vs. AGG - Expense Ratio Comparison
EDV has a 0.05% expense ratio, which is higher than AGG's 0.03% 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%.
Dividends
EDV vs. AGG - Dividend Comparison
EDV's dividend yield for the trailing twelve months is around 4.96%, more than AGG's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.97% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
EDV Vanguard Extended Duration Treasury ETF | 4.96% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
Frequently Asked Questions
EDV and AGG have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDV has higher volatility (4.21%) compared to AGG (1.37%). In terms of maximum drawdown, EDV dropped -59.96% vs AGG's -18.43%.
On 10-year performance, AGG leads with 1.56% vs -3.55% for EDV. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, AGG has performed better with a 1.56% return vs -3.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGG is cheaper with a 0.03% expense ratio, compared with 0.05% for EDV.
EDV has the higher dividend yield at 4.96%, compared with 3.97% for AGG.
EDV is categorized as Government Bonds, while AGG is Total Bond Market. EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for EDV and 0.03% for AGG.
AGG currently has the higher Sharpe Ratio (1.32 vs 0.22), 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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