HIGH vs. AGG
Compare and contrast key facts about Simplify Enhanced Income ETF (HIGH) and iShares Core U.S. Aggregate Bond ETF (AGG).
HIGH and AGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HIGH is an actively managed fund by Simplify Asset Management Inc.. It was launched on Oct 27, 2022. 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: HIGH or AGG.
Performance
HIGH vs. AGG - Performance Comparison
Returns By Period
In the year-to-date period, HIGH achieves a 3.19% return, which is significantly higher than AGG's 1.86% return.
HIGH
3.19%
1.02%
0.32%
4.10%
N/A
N/A
AGG
1.86%
-0.81%
3.54%
6.37%
-0.25%
1.45%
Key characteristics
| HIGH | AGG | |
|---|---|---|
| Sharpe Ratio | 1.21 | 1.12 |
| Sortino Ratio | 1.61 | 1.64 |
| Omega Ratio | 1.31 | 1.20 |
| Calmar Ratio | 1.20 | 0.45 |
| Martin Ratio | 3.41 | 3.65 |
| Ulcer Index | 1.19% | 1.77% |
| Daily Std Dev | 3.36% | 5.76% |
| Max Drawdown | -3.39% | -18.43% |
| Current Drawdown | -0.67% | -8.44% |
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HIGH vs. AGG - Expense Ratio Comparison
HIGH has a 0.51% expense ratio, which is higher than AGG's 0.05% expense ratio.
Correlation
The correlation between HIGH and AGG is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
HIGH vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Enhanced Income ETF (HIGH) 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
HIGH vs. AGG - Dividend Comparison
HIGH's dividend yield for the trailing twelve months is around 8.78%, more than AGG's 3.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIGH Simplify Enhanced Income ETF | 8.78% | 9.39% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
HIGH vs. AGG - Drawdown Comparison
The maximum HIGH drawdown since its inception was -3.39%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for HIGH and AGG. For additional features, visit the drawdowns tool.
Volatility
HIGH vs. AGG - Volatility Comparison
The current volatility for Simplify Enhanced Income ETF (HIGH) is 1.09%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.50%. This indicates that HIGH 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.