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FALN vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FALN vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Fallen Angels USD Bond ETF (FALN) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FALN achieves a 1.56% return, which is significantly higher than AGG's 0.25% return.


FALN

1D
-0.22%
1M
0.68%
YTD
1.56%
6M
1.36%
1Y
8.66%
3Y*
9.18%
5Y*
3.78%
10Y*

AGG

1D
-0.21%
1M
0.24%
YTD
0.25%
6M
0.09%
1Y
5.14%
3Y*
3.95%
5Y*
0.10%
10Y*
1.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FALN vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FALN
iShares Fallen Angels USD Bond ETF
1.56%8.92%7.68%13.47%-13.79%5.40%14.85%17.42%-4.97%8.70%
AGG
iShares Core U.S. Aggregate Bond ETF
0.25%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Correlation

The correlation between FALN and AGG is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2016

0.38

Over the past year, FALN and AGG have become more correlated (0.65) than their long-term average of 0.38, meaning their price movements have been converging.

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Return for Risk

FALN vs. AGG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FALN
FALN Risk / Return Rank: 5454
Overall Rank
FALN Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FALN Sortino Ratio Rank: 5757
Sortino Ratio Rank
FALN Omega Ratio Rank: 6060
Omega Ratio Rank
FALN Calmar Ratio Rank: 4444
Calmar Ratio Rank
FALN Martin Ratio Rank: 5353
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 3636
Overall Rank
AGG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3838
Sortino Ratio Rank
AGG Omega Ratio Rank: 3535
Omega Ratio Rank
AGG Calmar Ratio Rank: 3737
Calmar Ratio Rank
AGG Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FALN vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Fallen Angels USD Bond ETF (FALN) 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.


FALNAGGDifference

Sharpe ratio

Return per unit of total volatility

1.91

1.34

+0.57

Sortino ratio

Return per unit of downside risk

2.78

2.00

+0.78

Omega ratio

Gain probability vs. loss probability

1.37

1.24

+0.13

Calmar ratio

Return relative to maximum drawdown

2.20

1.87

+0.33

Martin ratio

Return relative to average drawdown

9.17

5.73

+3.44

FALN vs. AGG - Sharpe Ratio Comparison

The current FALN Sharpe Ratio is 1.91, which is higher than the AGG Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FALN and AGG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FALNAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.34

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.02

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.59

+0.15

Drawdowns

FALN vs. AGG - Drawdown Comparison

The maximum FALN drawdown since its inception was -29.22%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for FALN and AGG.


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Drawdown Indicators


FALNAGGDifference

Max Drawdown

Largest peak-to-trough decline

-29.22%

-18.43%

-10.79%

Max Drawdown (1Y)

Largest decline over 1 year

-3.96%

-2.76%

-1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

-6.11%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-18.78%

-17.82%

-0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-0.26%

-2.14%

+1.88%

Average Drawdown

Average peak-to-trough decline

-3.32%

-2.71%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.90%

+0.05%

Volatility

FALN vs. AGG - Volatility Comparison

iShares Fallen Angels USD Bond ETF (FALN) has a higher volatility of 1.38% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.30%. This indicates that FALN'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


FALNAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

1.30%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

2.74%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

4.54%

3.85%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.31%

6.09%

+1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.95%

5.40%

+3.55%

FALN vs. AGG - Expense Ratio Comparison

FALN has a 0.25% 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

FALN vs. AGG - Dividend Comparison

FALN's dividend yield for the trailing twelve months is around 6.46%, more than AGG's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.99%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
FALN
iShares Fallen Angels USD Bond ETF
6.46%6.31%6.24%5.37%5.08%3.40%5.14%5.35%5.97%6.98%3.55%0.00%

Frequently Asked Questions


FALN and AGG have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FALN has higher volatility (1.38%) compared to AGG (1.30%). In terms of maximum drawdown, FALN dropped -29.22% vs AGG's -18.43%.

On 5-year performance, FALN leads with 3.78% vs 0.10% for AGG. On fees, AGG is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FALN has performed better with a 3.78% return vs 0.10%. 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 0.25% for FALN.

FALN has the higher dividend yield at 6.46%, compared with 3.99% for AGG.

FALN is categorized as High Yield Bonds, while AGG is Total Bond Market. FALN tracks Bloomberg US High Yield Fallen Angel 3% Capped Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.25% for FALN and 0.03% for AGG.

FALN currently has the higher Sharpe Ratio (1.91 vs 1.34), 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.

Portfolio Optimizer

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