FTBFX vs. AGG
Compare and contrast key facts about Fidelity Total Bond Fund (FTBFX) and iShares Core U.S. Aggregate Bond ETF (AGG).
FTBFX is managed by Fidelity. It was launched on Oct 15, 2002. AGG is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Sep 22, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTBFX or AGG.
Key characteristics
| FTBFX | AGG | |
|---|---|---|
| YTD Return | 3.13% | 1.76% |
| 1Y Return | 8.88% | 7.45% |
| 3Y Return (Ann) | -1.19% | -2.08% |
| 5Y Return (Ann) | 0.55% | -0.18% |
| 10Y Return (Ann) | 2.00% | 1.46% |
| Sharpe Ratio | 1.45 | 1.16 |
| Sortino Ratio | 2.17 | 1.70 |
| Omega Ratio | 1.26 | 1.20 |
| Calmar Ratio | 0.62 | 0.46 |
| Martin Ratio | 5.62 | 3.99 |
| Ulcer Index | 1.43% | 1.70% |
| Daily Std Dev | 5.57% | 5.82% |
| Max Drawdown | -18.19% | -18.43% |
| Current Drawdown | -5.57% | -8.53% |
Correlation
The correlation between FTBFX and AGG is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FTBFX vs. AGG - Performance Comparison
In the year-to-date period, FTBFX achieves a 3.13% return, which is significantly higher than AGG's 1.76% return. Over the past 10 years, FTBFX has outperformed AGG with an annualized return of 2.00%, while AGG has yielded a comparatively lower 1.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTBFX vs. AGG - Expense Ratio Comparison
FTBFX has a 0.45% expense ratio, which is higher than AGG's 0.05% expense ratio.
Risk-Adjusted Performance
FTBFX vs. AGG - Risk-Adjusted Performance 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.
Dividends
FTBFX vs. AGG - Dividend Comparison
FTBFX's dividend yield for the trailing twelve months is around 4.63%, more than AGG's 3.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTBFX Fidelity Total Bond Fund | 4.63% | 4.15% | 3.34% | 2.19% | 2.53% | 2.95% | 3.19% | 2.74% | 2.95% | 3.71% | 2.99% | 3.91% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.96% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
Drawdowns
FTBFX vs. AGG - Drawdown Comparison
The maximum FTBFX drawdown since its inception was -18.19%, 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. For additional features, visit the drawdowns tool.
Volatility
FTBFX vs. AGG - Volatility Comparison
The current volatility for Fidelity Total Bond Fund (FTBFX) is 1.51%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.69%. This indicates that FTBFX experiences smaller price fluctuations and is considered to be less risky than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.