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IEF vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) 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, IEF achieves a -0.30% return, which is significantly lower than AGG's 0.64% return. Over the past 10 years, IEF has underperformed AGG with an annualized return of 0.60%, while AGG has yielded a comparatively higher 1.58% annualized return.


IEF

1D
0.69%
1M
0.36%
YTD
-0.30%
6M
-0.28%
1Y
4.02%
3Y*
2.67%
5Y*
-1.21%
10Y*
0.60%

AGG

1D
0.58%
1M
0.59%
YTD
0.64%
6M
0.74%
1Y
5.01%
3Y*
4.07%
5Y*
0.08%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEF
iShares 7-10 Year Treasury Bond ETF
-0.30%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%
AGG
iShares Core U.S. Aggregate Bond ETF
0.64%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Correlation

The correlation between IEF and AGG is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2003

0.88

The correlation between IEF and AGG has been stable across timeframes, ranging from 0.88 to 0.98 - a consistent structural relationship.

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Return for Risk

IEF vs. AGG — Risk / Return Rank

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

IEF
IEF Risk / Return Rank: 2727
Overall Rank
IEF Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2828
Sortino Ratio Rank
IEF Omega Ratio Rank: 2626
Omega Ratio Rank
IEF Calmar Ratio Rank: 2525
Calmar Ratio Rank
IEF Martin Ratio Rank: 2626
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 4444
Overall Rank
AGG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 4747
Sortino Ratio Rank
AGG Omega Ratio Rank: 4343
Omega Ratio Rank
AGG Calmar Ratio Rank: 4444
Calmar Ratio Rank
AGG Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IEF vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) 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.


IEFAGGDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.15

1.23

-0.09

Calmar ratioReturn relative to maximum drawdown

0.99

1.82

-0.83

Martin ratioReturn relative to average drawdown

2.80

5.38

-2.59

IEF vs. AGG - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.86, which is lower than the AGG Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of IEF 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

IEF vs. AGG - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for IEF and AGG.


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Drawdown Indicators


IEFAGGDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-18.43%

-5.50%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-2.76%

-1.31%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-6.11%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-17.82%

-3.58%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-18.43%

-5.50%

Current Drawdown

Current decline from peak

-11.02%

-1.76%

-9.26%

Average Drawdown

Average peak-to-trough decline

-5.35%

-2.71%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

0.93%

+0.51%

Volatility

IEF vs. AGG - Volatility Comparison

iShares 7-10 Year Treasury Bond ETF (IEF) has a higher volatility of 1.61% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.36%. This indicates that IEF'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


IEFAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

1.36%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.43%

2.82%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

3.83%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

6.10%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

5.41%

+1.22%

IEF vs. AGG - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is higher than AGG's 0.03% 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%.


Dividends

IEF vs. AGG - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.89%, less than AGG's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.97%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
IEF
iShares 7-10 Year Treasury Bond ETF
3.89%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%

Frequently Asked Questions


With a correlation of 0.97, IEF 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.

IEF has higher volatility (1.61%) compared to AGG (1.36%). In terms of maximum drawdown, IEF dropped -23.93% vs AGG's -18.43%.

On 10-year performance, AGG leads with 1.58% vs 0.60% for IEF. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AGG has performed better with a 1.58% return vs 0.60%. 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 0.15% for IEF.

AGG has the higher dividend yield at 3.97%, compared with 3.89% for IEF.

IEF is categorized as Government Bonds, while AGG is Total Bond Market. IEF tracks ICE U.S. Treasury 7-10 Year Bond Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.15% for IEF and 0.03% for AGG.

AGG currently has the higher Sharpe Ratio (1.32 vs 0.86), 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

Find the right allocation for IEF and AGG

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