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HCRB vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HCRB vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Core Bond ETF (HCRB) 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, HCRB achieves a -0.61% return, which is significantly lower than AGG's -0.56% return.


HCRB

1D
-0.36%
1M
-1.27%
6M
-1.00%
YTD
-0.61%
1Y
1.92%
3Y*
4.35%
5Y*
-0.36%
10Y*
ALL TIME*
0.65%

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
$906.80K$757.94K$1.28M

HCRB vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HCRB
Hartford Core Bond ETF
-0.61%7.06%2.23%6.98%-14.61%-1.79%6.87%
AGG
iShares Core U.S. Aggregate Bond ETF
-0.56%7.19%1.31%5.65%-13.02%-1.77%5.34%

Correlation

The correlation between HCRB and AGG is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.


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

0.97

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

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2020

0.95

The correlation between HCRB and AGG has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

HCRB vs. AGG — Risk / Return Rank

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

HCRB
HCRB Risk / Return Rank: 2929
Overall Rank
HCRB Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HCRB Sortino Ratio Rank: 2929
Sortino Ratio Rank
HCRB Omega Ratio Rank: 2727
Omega Ratio Rank
HCRB Calmar Ratio Rank: 3030
Calmar Ratio Rank
HCRB Martin Ratio Rank: 2929
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.

HCRB vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Core Bond ETF (HCRB) 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.


HCRBAGGDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.13

1.12

0.00

Calmar ratioReturn relative to maximum drawdown

1.00

0.99

+0.01

Martin ratioReturn relative to average drawdown

2.50

2.49

+0.01

HCRB vs. AGG - Sharpe Ratio Comparison

The current HCRB Sharpe Ratio is 0.75, which is comparable to the AGG Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of HCRB 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

HCRB vs. AGG - Drawdown Comparison

The maximum HCRB drawdown since its inception was -19.90%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for HCRB and AGG.


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Drawdown Indicators


HCRBAGGDifference

Max Drawdown

Largest peak-to-trough decline

-19.90%

-18.43%

-1.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-2.76%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-5.17%

-4.98%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-19.40%

-17.82%

-1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-2.63%

-2.94%

+0.31%

Average Drawdown

Average peak-to-trough decline

-6.89%

-2.70%

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

1.09%

+0.03%

Volatility

HCRB vs. AGG - Volatility Comparison

Hartford Core Bond ETF (HCRB) has a higher volatility of 1.14% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.03%. This indicates that HCRB's price experiences larger fluctuations and is considered to be riskier 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


HCRBAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.03%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

2.98%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.77%

3.78%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.13%

6.10%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.91%

5.41%

+0.50%

HCRB vs. AGG - Expense Ratio Comparison

HCRB has a 0.29% expense ratio, which is higher than AGG's 0.03% expense ratio.


Dividends

HCRB vs. AGG - Dividend Comparison

HCRB's dividend yield for the trailing twelve months is around 4.28%, more than 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%
HCRB
Hartford Core Bond ETF
4.28%4.12%4.15%3.39%2.18%1.47%1.81%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, HCRB 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.

HCRB has higher volatility (1.14%) compared to AGG (1.03%). In terms of maximum drawdown, HCRB dropped -19.90% vs AGG's -18.43%.

On 5-year performance, HCRB leads with -0.36% vs -0.40% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HCRB has performed better with a -0.36% return vs -0.40%. 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 0.29% for HCRB.

HCRB has the higher dividend yield at 4.28%, compared with 3.71% for AGG.

HCRB is categorized as Intermediate Core Bond, while AGG is Total Bond Market. They also come from different issuers: Hartford and iShares. Their fees differ too: 0.29% for HCRB and 0.03% for AGG.

HCRB currently has the higher Sharpe Ratio (0.75 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

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