FTKFX vs. AGG
Compare and contrast key facts about Fidelity Total Bond K6 Fund (FTKFX) and iShares Core U.S. Aggregate Bond ETF (AGG).
FTKFX is managed by Fidelity. It was launched on May 25, 2017. 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: FTKFX or AGG.
Key characteristics
| FTKFX | AGG | |
|---|---|---|
| YTD Return | 2.77% | 1.83% |
| 1Y Return | 9.23% | 8.19% |
| 3Y Return (Ann) | -1.46% | -2.19% |
| 5Y Return (Ann) | 0.30% | -0.18% |
| Sharpe Ratio | 1.41 | 1.37 |
| Sortino Ratio | 2.14 | 2.03 |
| Omega Ratio | 1.26 | 1.24 |
| Calmar Ratio | 0.58 | 0.53 |
| Martin Ratio | 5.25 | 4.90 |
| Ulcer Index | 1.51% | 1.67% |
| Daily Std Dev | 5.74% | 5.95% |
| Max Drawdown | -18.64% | -18.43% |
| Current Drawdown | -6.74% | -8.47% |
Correlation
The correlation between FTKFX and AGG is 0.91, 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
FTKFX vs. AGG - Performance Comparison
In the year-to-date period, FTKFX achieves a 2.77% return, which is significantly higher than AGG's 1.83% 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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FTKFX vs. AGG - Expense Ratio Comparison
FTKFX has a 0.30% expense ratio, which is higher than AGG's 0.05% expense ratio.
Risk-Adjusted Performance
FTKFX vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond K6 Fund (FTKFX) 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
FTKFX vs. AGG - Dividend Comparison
FTKFX's dividend yield for the trailing twelve months is around 4.64%, more than AGG's 3.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTKFX Fidelity Total Bond K6 Fund | 4.64% | 4.24% | 3.33% | 2.27% | 2.53% | 3.07% | 2.94% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.64% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
Drawdowns
FTKFX vs. AGG - Drawdown Comparison
The maximum FTKFX drawdown since its inception was -18.64%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for FTKFX and AGG. For additional features, visit the drawdowns tool.
Volatility
FTKFX vs. AGG - Volatility Comparison
Fidelity Total Bond K6 Fund (FTKFX) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.73% and 1.78%, 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.