PortfoliosLab logo
HLIPX vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HLIPX and AGG is -0.12. 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: -0.1

Performance

HLIPX vs. AGG - Performance Comparison

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

80.00%90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
115.64%
90.05%
HLIPX
AGG

Key characteristics

Sharpe Ratio

HLIPX:

1.52

AGG:

1.31

Sortino Ratio

HLIPX:

2.25

AGG:

1.91

Omega Ratio

HLIPX:

1.27

AGG:

1.23

Calmar Ratio

HLIPX:

0.67

AGG:

0.54

Martin Ratio

HLIPX:

4.13

AGG:

3.38

Ulcer Index

HLIPX:

1.89%

AGG:

2.09%

Daily Std Dev

HLIPX:

5.13%

AGG:

5.38%

Max Drawdown

HLIPX:

-19.44%

AGG:

-18.43%

Current Drawdown

HLIPX:

-4.21%

AGG:

-6.44%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with HLIPX at 2.74% and AGG at 2.74%. Over the past 10 years, HLIPX has outperformed AGG with an annualized return of 1.81%, while AGG has yielded a comparatively lower 1.48% annualized return.


HLIPX

YTD

2.74%

1M

0.56%

6M

2.02%

1Y

8.13%

5Y*

0.17%

10Y*

1.81%

AGG

YTD

2.74%

1M

0.78%

6M

1.95%

1Y

7.41%

5Y*

-0.71%

10Y*

1.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HLIPX vs. AGG - Expense Ratio Comparison

HLIPX has a 0.46% expense ratio, which is higher than AGG's 0.05% expense ratio.


Expense ratio chart for HLIPX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HLIPX: 0.46%
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

HLIPX vs. AGG — Risk-Adjusted Performance Rank

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

HLIPX
The Risk-Adjusted Performance Rank of HLIPX is 8383
Overall Rank
The Sharpe Ratio Rank of HLIPX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of HLIPX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of HLIPX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of HLIPX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of HLIPX is 8181
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 8080
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 8484
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 7777
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.

HLIPX vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Plus Bond Fund (HLIPX) 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 HLIPX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.00
HLIPX: 1.52
AGG: 1.31
The chart of Sortino ratio for HLIPX, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.00
HLIPX: 2.25
AGG: 1.91
The chart of Omega ratio for HLIPX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.00
HLIPX: 1.27
AGG: 1.23
The chart of Calmar ratio for HLIPX, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.00
HLIPX: 0.67
AGG: 0.54
The chart of Martin ratio for HLIPX, currently valued at 4.13, compared to the broader market0.0010.0020.0030.0040.0050.00
HLIPX: 4.13
AGG: 3.38

The current HLIPX Sharpe Ratio is 1.52, which is comparable to the AGG Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of HLIPX 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
1.52
1.31
HLIPX
AGG

Dividends

HLIPX vs. AGG - Dividend Comparison

HLIPX's dividend yield for the trailing twelve months is around 4.43%, more than AGG's 3.76% yield.


TTM20242023202220212020201920182017201620152014
HLIPX
JPMorgan Core Plus Bond Fund
4.43%4.88%4.01%3.37%2.57%2.74%3.26%3.11%2.84%2.77%3.03%3.44%
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

HLIPX vs. AGG - Drawdown Comparison

The maximum HLIPX drawdown since its inception was -19.44%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for HLIPX and AGG. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%NovemberDecember2025FebruaryMarchApril
-4.21%
-6.44%
HLIPX
AGG

Volatility

HLIPX vs. AGG - Volatility Comparison

The current volatility for JPMorgan Core Plus Bond Fund (HLIPX) is 2.05%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 2.25%. This indicates that HLIPX 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%1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.05%
2.25%
HLIPX
AGG