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GVI vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GVI and AGG is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

GVI vs. AGG - Performance Comparison

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

62.00%64.00%66.00%68.00%70.00%72.00%NovemberDecember2025FebruaryMarchApril
67.29%
71.11%
GVI
AGG

Key characteristics

Sharpe Ratio

GVI:

2.19

AGG:

1.31

Sortino Ratio

GVI:

3.42

AGG:

1.91

Omega Ratio

GVI:

1.41

AGG:

1.23

Calmar Ratio

GVI:

0.97

AGG:

0.54

Martin Ratio

GVI:

6.60

AGG:

3.38

Ulcer Index

GVI:

1.08%

AGG:

2.09%

Daily Std Dev

GVI:

3.27%

AGG:

5.38%

Max Drawdown

GVI:

-12.93%

AGG:

-18.43%

Current Drawdown

GVI:

-0.51%

AGG:

-6.44%

Returns By Period

The year-to-date returns for both investments are quite close, with GVI having a 2.72% return and AGG slightly higher at 2.74%. Over the past 10 years, GVI has outperformed AGG with an annualized return of 1.65%, while AGG has yielded a comparatively lower 1.45% annualized return.


GVI

YTD

2.72%

1M

0.93%

6M

2.52%

1Y

7.46%

5Y*

0.50%

10Y*

1.65%

AGG

YTD

2.74%

1M

0.73%

6M

1.95%

1Y

7.65%

5Y*

-0.80%

10Y*

1.45%

*Annualized

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GVI vs. AGG - Expense Ratio Comparison

GVI has a 0.20% expense ratio, which is higher than AGG's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for GVI: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GVI: 0.20%
Expense ratio chart for AGG: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGG: 0.05%

Risk-Adjusted Performance

GVI vs. AGG — Risk-Adjusted Performance Rank

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

GVI
The Risk-Adjusted Performance Rank of GVI is 9191
Overall Rank
The Sharpe Ratio Rank of GVI is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of GVI is 9696
Sortino Ratio Rank
The Omega Ratio Rank of GVI is 9494
Omega Ratio Rank
The Calmar Ratio Rank of GVI is 8282
Calmar Ratio Rank
The Martin Ratio Rank of GVI is 8888
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 7979
Overall Rank
The Sharpe Ratio Rank of AGG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 8787
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 8383
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GVI vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate Government/Credit Bond ETF (GVI) 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.


The chart of Sharpe ratio for GVI, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.00
GVI: 2.19
AGG: 1.31
The chart of Sortino ratio for GVI, currently valued at 3.42, compared to the broader market-2.000.002.004.006.008.00
GVI: 3.42
AGG: 1.91
The chart of Omega ratio for GVI, currently valued at 1.41, compared to the broader market0.501.001.502.002.50
GVI: 1.41
AGG: 1.23
The chart of Calmar ratio for GVI, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.0012.00
GVI: 0.97
AGG: 0.54
The chart of Martin ratio for GVI, currently valued at 6.60, compared to the broader market0.0020.0040.0060.00
GVI: 6.60
AGG: 3.38

The current GVI Sharpe Ratio is 2.19, which is higher than the AGG Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of GVI and AGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
2.19
1.31
GVI
AGG

Dividends

GVI vs. AGG - Dividend Comparison

GVI's dividend yield for the trailing twelve months is around 3.36%, less than AGG's 3.76% yield.


TTM20242023202220212020201920182017201620152014
GVI
iShares Intermediate Government/Credit Bond ETF
3.36%3.40%2.75%1.86%1.46%1.84%2.29%2.16%1.91%1.77%1.75%1.72%
AGG
iShares Core U.S. Aggregate Bond ETF
3.76%3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

Drawdowns

GVI vs. AGG - Drawdown Comparison

The maximum GVI drawdown since its inception was -12.93%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for GVI and AGG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.51%
-6.44%
GVI
AGG

Volatility

GVI vs. AGG - Volatility Comparison

The current volatility for iShares Intermediate Government/Credit Bond ETF (GVI) is 1.28%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 2.25%. This indicates that GVI 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.


1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
1.28%
2.25%
GVI
AGG