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IAGG vs. TMSF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAGG vs. TMSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core International Aggregate Bond ETF (IAGG) and T. Rowe Price Multi-Sector Income ETF (TMSF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAGG achieves a 0.90% return, which is significantly lower than TMSF's 2.09% return.


IAGG

1D
-0.16%
1M
-0.76%
6M
0.32%
YTD
0.90%
1Y
1.61%
3Y*
4.51%
5Y*
0.79%
10Y*
1.97%
ALL TIME*
2.43%

TMSF

1D
-0.07%
1M
-0.23%
6M
1.42%
YTD
2.09%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$86.19M$66.39M$104.80M
$85.28K$46.17K$38.44K

IAGG vs. TMSF - Yearly Performance Comparison


Correlation

The correlation between IAGG and TMSF is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 20, 2025

0.61

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Return for Risk

IAGG vs. TMSF — Risk / Return Rank

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

IAGG
IAGG Risk / Return Rank: 2727
Overall Rank
IAGG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAGG Sortino Ratio Rank: 2626
Sortino Ratio Rank
IAGG Omega Ratio Rank: 2525
Omega Ratio Rank
IAGG Calmar Ratio Rank: 2626
Calmar Ratio Rank
IAGG Martin Ratio Rank: 2828
Martin Ratio Rank

TMSF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

IAGG vs. TMSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core International Aggregate Bond ETF (IAGG) and T. Rowe Price Multi-Sector Income ETF (TMSF). 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.


IAGGTMSFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.82

Martin ratioReturn relative to average drawdown

2.34

IAGG vs. TMSF - Sharpe Ratio Comparison


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Drawdowns

IAGG vs. TMSF - Drawdown Comparison

The maximum IAGG drawdown since its inception was -13.88%, which is greater than TMSF's maximum drawdown of -2.28%. Use the drawdown chart below to compare losses from any high point for IAGG and TMSF.


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Drawdown Indicators


IAGGTMSFDifference

Max Drawdown

Largest peak-to-trough decline

-13.88%

-2.28%

-11.60%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-13.57%

Max Drawdown (10Y)

Largest decline over 10 years

-13.88%

Current Drawdown

Current decline from peak

-1.00%

-0.40%

-0.60%

Average Drawdown

Average peak-to-trough decline

-2.81%

-0.35%

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

Volatility

IAGG vs. TMSF - Volatility Comparison


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Volatility by Period


IAGGTMSFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

2.90%

2.82%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.51%

2.82%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.03%

2.82%

+1.21%

IAGG vs. TMSF - Expense Ratio Comparison

IAGG has a 0.07% expense ratio, which is lower than TMSF's 0.37% expense ratio.


Dividends

IAGG vs. TMSF - Dividend Comparison

IAGG's dividend yield for the trailing twelve months is around 4.53%, more than TMSF's 3.77% yield.


PositionTTM20252024202320222021202020192018201720162015
IAGG
iShares Core International Aggregate Bond ETF
4.53%3.08%4.28%3.55%2.27%1.16%1.95%2.82%3.02%1.74%1.56%0.13%
TMSF
T. Rowe Price Multi-Sector Income ETF
3.77%0.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IAGG and TMSF have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IAGG is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IAGG is cheaper with a 0.07% expense ratio, compared with 0.37% for TMSF.

IAGG has the higher dividend yield at 4.53%, compared with 3.77% for TMSF.

IAGG is categorized as Global Bonds, while TMSF is Multisector Bonds. They also come from different issuers: iShares and T. Rowe Price. Their fees differ too: 0.07% for IAGG and 0.37% for TMSF.

Portfolio Optimizer

Find the right allocation for IAGG and TMSF

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