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FBND vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBND vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Bond ETF (FBND) 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, FBND achieves a 0.97% return, which is significantly higher than AGG's 0.73% return. Over the past 10 years, FBND has outperformed AGG with an annualized return of 2.57%, while AGG has yielded a comparatively lower 1.57% annualized return.


FBND

1D
0.15%
1M
1.34%
YTD
0.97%
6M
1.02%
1Y
5.73%
3Y*
4.82%
5Y*
0.87%
10Y*
2.57%

AGG

1D
0.12%
1M
1.31%
YTD
0.73%
6M
0.85%
1Y
5.31%
3Y*
4.10%
5Y*
0.14%
10Y*
1.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBND vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBND
Fidelity Total Bond ETF
0.97%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%
AGG
iShares Core U.S. Aggregate Bond ETF
0.73%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Correlation

The correlation between FBND and AGG is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

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

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2014

0.87

The correlation between FBND and AGG shifts across timeframes, from 0.87 (all time) to 0.98 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FBND vs. AGG — Risk / Return Rank

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

FBND
FBND Risk / Return Rank: 4343
Overall Rank
FBND Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 4646
Sortino Ratio Rank
FBND Omega Ratio Rank: 4242
Omega Ratio Rank
FBND Calmar Ratio Rank: 4444
Calmar Ratio Rank
FBND Martin Ratio Rank: 4040
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 4040
Overall Rank
AGG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 4242
Sortino Ratio Rank
AGG Omega Ratio Rank: 3939
Omega Ratio Rank
AGG Calmar Ratio Rank: 3939
Calmar Ratio Rank
AGG Martin Ratio Rank: 3737
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.

FBND vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond ETF (FBND) 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.


FBNDAGGDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.27

1.25

+0.01

Calmar ratioReturn relative to maximum drawdown

2.16

1.93

+0.23

Martin ratioReturn relative to average drawdown

6.26

5.66

+0.60

FBND vs. AGG - Sharpe Ratio Comparison

The current FBND Sharpe Ratio is 1.51, which is comparable to the AGG Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of FBND 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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Drawdowns

FBND vs. AGG - Drawdown Comparison

The maximum FBND drawdown since its inception was -17.25%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for FBND and AGG.


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Drawdown Indicators


FBNDAGGDifference

Max Drawdown

Largest peak-to-trough decline

-17.25%

-18.43%

+1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-2.76%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

-6.11%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

-17.82%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-17.25%

-18.43%

+1.18%

Current Drawdown

Current decline from peak

-0.97%

-1.67%

+0.70%

Average Drawdown

Average peak-to-trough decline

-3.34%

-2.71%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.94%

-0.02%

Volatility

FBND vs. AGG - Volatility Comparison

Fidelity Total Bond ETF (FBND) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.17% and 1.18%, 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


FBNDAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.18%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

2.80%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

3.79%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

6.09%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.10%

5.41%

+0.69%

FBND vs. AGG - Expense Ratio Comparison

FBND has a 0.36% expense ratio, which is higher than AGG's 0.03% expense ratio.


Dividends

FBND vs. AGG - Dividend Comparison

FBND's dividend yield for the trailing twelve months is around 4.68%, more than AGG's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
FBND
Fidelity Total Bond ETF
4.68%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%

Frequently Asked Questions


With a correlation of 0.98, FBND and AGG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AGG has higher volatility (1.18%) compared to FBND (1.17%). In terms of maximum drawdown, FBND dropped -17.25% vs AGG's -18.43%.

On 10-year performance, FBND leads with 2.57% vs 1.57% 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 10-year period, FBND has performed better with a 2.57% return vs 1.57%. 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 0.36% for FBND.

FBND has the higher dividend yield at 4.68%, compared with 3.97% for AGG.

FBND is categorized as Intermediate Core-Plus Bond, while AGG is Total Bond Market. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.36% for FBND and 0.03% for AGG.

FBND currently has the higher Sharpe Ratio (1.51 vs 1.41), 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

Find the right allocation for FBND and AGG

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