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FTSM vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTSM vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Enhanced Short Maturity ETF (FTSM) 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, FTSM achieves a 1.59% return, which is significantly higher than AGG's 0.39% return. Over the past 10 years, FTSM has outperformed AGG with an annualized return of 2.57%, while AGG has yielded a comparatively lower 1.53% annualized return.


FTSM

1D
-0.01%
1M
0.22%
YTD
1.59%
6M
1.73%
1Y
4.09%
3Y*
4.83%
5Y*
3.49%
10Y*
2.57%

AGG

1D
-0.27%
1M
0.53%
YTD
0.39%
6M
0.47%
1Y
4.45%
3Y*
3.94%
5Y*
0.06%
10Y*
1.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTSM vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTSM
First Trust Enhanced Short Maturity ETF
1.59%4.66%5.22%5.12%1.02%-0.01%1.12%2.82%1.94%1.57%
AGG
iShares Core U.S. Aggregate Bond ETF
0.39%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Correlation

The correlation between FTSM and AGG is 0.62, 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

0.62

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

0.58

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

0.50

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

0.33

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2014

0.29

Over the past year, FTSM and AGG have become more correlated (0.62) than their long-term average of 0.29, meaning their price movements have been converging.

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Return for Risk

FTSM vs. AGG — Risk / Return Rank

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

FTSM
FTSM Risk / Return Rank: 9999
Overall Rank
FTSM Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FTSM Sortino Ratio Rank: 9999
Sortino Ratio Rank
FTSM Omega Ratio Rank: 9999
Omega Ratio Rank
FTSM Calmar Ratio Rank: 9999
Calmar Ratio Rank
FTSM Martin Ratio Rank: 9999
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 3333
Overall Rank
AGG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3434
Sortino Ratio Rank
AGG Omega Ratio Rank: 3131
Omega Ratio Rank
AGG Calmar Ratio Rank: 3333
Calmar Ratio Rank
AGG Martin Ratio Rank: 3333
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.

FTSM vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Enhanced Short Maturity ETF (FTSM) 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.


FTSMAGGDifference
Sharpe ratioReturn per unit of total volatility

+7.29

Sortino ratioReturn per unit of downside risk

+17.75

Omega ratioGain probability vs. loss probability

4.15

1.21

+2.94

Calmar ratioReturn relative to maximum drawdown

35.13

1.62

+33.51

Martin ratioReturn relative to average drawdown

172.78

4.69

+168.10

FTSM vs. AGG - Sharpe Ratio Comparison

The current FTSM Sharpe Ratio is 8.47, which is higher than the AGG Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FTSM 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

FTSM vs. AGG - Drawdown Comparison

The maximum FTSM drawdown since its inception was -4.12%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for FTSM and AGG.


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Drawdown Indicators


FTSMAGGDifference

Max Drawdown

Largest peak-to-trough decline

-4.12%

-18.43%

+14.31%

Max Drawdown (1Y)

Largest decline over 1 year

-0.12%

-2.76%

+2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-0.15%

-6.11%

+5.96%

Max Drawdown (5Y)

Largest decline over 5 years

-0.65%

-17.82%

+17.17%

Max Drawdown (10Y)

Largest decline over 10 years

-4.12%

-18.43%

+14.31%

Current Drawdown

Current decline from peak

-0.02%

-2.01%

+1.99%

Average Drawdown

Average peak-to-trough decline

-0.22%

-2.71%

+2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.95%

-0.93%

Volatility

FTSM vs. AGG - Volatility Comparison

The current volatility for First Trust Enhanced Short Maturity ETF (FTSM) is 0.17%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.11%. This indicates that FTSM 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.


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Volatility by Period


FTSMAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.17%

1.11%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

0.37%

2.84%

-2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

0.49%

3.82%

-3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.50%

6.10%

-5.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.88%

5.41%

-4.53%

FTSM vs. AGG - Expense Ratio Comparison

FTSM has a 0.44% expense ratio, which is higher than AGG's 0.03% expense ratio.


Dividends

FTSM vs. AGG - Dividend Comparison

FTSM's dividend yield for the trailing twelve months is around 4.15%, more than AGG's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.98%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
FTSM
First Trust Enhanced Short Maturity ETF
4.15%4.28%4.91%4.62%1.62%0.39%1.20%2.38%2.14%1.49%1.03%0.48%

Frequently Asked Questions


FTSM and AGG have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGG has higher volatility (1.11%) compared to FTSM (0.17%). In terms of maximum drawdown, FTSM dropped -4.12% vs AGG's -18.43%.

On 10-year performance, FTSM leads with 2.57% vs 1.53% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, FTSM has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FTSM has performed better with a 2.57% return vs 1.53%. 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 0.44% for FTSM.

FTSM has the higher dividend yield at 4.15%, compared with 3.98% for AGG.

FTSM is categorized as Ultrashort Bond, while AGG is Total Bond Market. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.44% for FTSM and 0.03% for AGG.

FTSM currently has the higher Sharpe Ratio (8.47 vs 1.17), 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 FTSM and AGG

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