PortfoliosLab logoPortfoliosLab logo
FTBFX vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTBFX vs. AGG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FTBFX achieves a -0.46% return, which is significantly higher than AGG's -0.56% return. Over the past 10 years, FTBFX has outperformed AGG with an annualized return of 2.16%, while AGG has yielded a comparatively lower 1.37% annualized return.


FTBFX

1D
0.11%
1M
-1.26%
6M
-0.69%
YTD
-0.46%
1Y
2.07%
3Y*
4.27%
5Y*
0.12%
10Y*
2.16%
ALL TIME*
3.88%

AGG

1D
-0.26%
1M
-1.26%
6M
-0.81%
YTD
-0.56%
1Y
1.83%
3Y*
3.95%
5Y*
-0.40%
10Y*
1.37%
ALL TIME*
3.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$763.20M$778.44M$807.34M
$0.00$0.00$0.00

FTBFX vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTBFX
Fidelity Total Bond Fund
-0.46%7.50%2.13%7.25%-13.58%-0.44%9.34%9.89%-0.66%4.19%
AGG
iShares Core U.S. Aggregate Bond ETF
-0.56%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Correlation

The correlation between FTBFX and AGG is 0.92, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.92

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (10Y)
Provides a long-term view across more market conditions.

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2003

0.83

The correlation between FTBFX and AGG shifts across timeframes, from 0.83 (all time) to 0.94 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FTBFX vs. AGG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTBFX
FTBFX Risk / Return Rank: 2424
Overall Rank
FTBFX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FTBFX Sortino Ratio Rank: 2525
Sortino Ratio Rank
FTBFX Omega Ratio Rank: 2424
Omega Ratio Rank
FTBFX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FTBFX Martin Ratio Rank: 2121
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 2929
Overall Rank
AGG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 2828
Sortino Ratio Rank
AGG Omega Ratio Rank: 2727
Omega Ratio Rank
AGG Calmar Ratio Rank: 3030
Calmar Ratio Rank
AGG Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FTBFX vs. AGG - Risk-Adjusted Trends Comparison

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


FTBFXAGGDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.15

1.12

+0.03

Calmar ratioReturn relative to maximum drawdown

1.11

0.99

+0.12

Martin ratioReturn relative to average drawdown

2.83

2.49

+0.33

FTBFX vs. AGG - Sharpe Ratio Comparison

The current FTBFX Sharpe Ratio is 0.86, which is comparable to the AGG Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of FTBFX 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.


Loading charts...

Drawdowns

FTBFX vs. AGG - Drawdown Comparison

The maximum FTBFX drawdown since its inception was -18.25%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for FTBFX and AGG.


Loading charts...

Drawdown Indicators


FTBFXAGGDifference

Max Drawdown

Largest peak-to-trough decline

-18.25%

-18.43%

+0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-2.76%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-4.96%

-4.98%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-18.25%

-17.82%

-0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-18.25%

-18.43%

+0.18%

Current Drawdown

Current decline from peak

-2.31%

-2.94%

+0.63%

Average Drawdown

Average peak-to-trough decline

-2.31%

-2.70%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

1.09%

+0.04%

Volatility

FTBFX vs. AGG - Volatility Comparison

Fidelity Total Bond Fund (FTBFX) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.04% and 1.03%, 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.


Loading charts...

Volatility by Period


FTBFXAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

1.03%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

2.98%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

3.78%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.68%

6.10%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.74%

5.41%

-0.67%

FTBFX vs. AGG - Expense Ratio Comparison

FTBFX has a 0.45% expense ratio, which is higher than AGG's 0.03% expense ratio.


Dividends

FTBFX vs. AGG - Dividend Comparison

FTBFX's dividend yield for the trailing twelve months is around 4.03%, which matches AGG's 4.05% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.71%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
FTBFX
Fidelity Total Bond Fund
4.03%4.36%4.15%4.15%2.54%1.89%5.22%3.03%3.19%2.97%3.61%3.30%

Frequently Asked Questions


With a correlation of 0.92, FTBFX 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.

FTBFX has higher volatility (1.04%) compared to AGG (1.03%). In terms of maximum drawdown, FTBFX dropped -18.25% vs AGG's -18.43%.

FTBFX currently has the higher Sharpe Ratio (0.86 vs 0.72), 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 FTBFX and AGG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer