PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IGLD vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGLD and AGG is 0.35, 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.


-0.50.00.51.00.4

Performance

IGLD vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Gold Strategy Target Income ETF (IGLD) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
11.41%
-1.38%
IGLD
AGG

Key characteristics

Sharpe Ratio

IGLD:

2.67

AGG:

0.73

Sortino Ratio

IGLD:

3.56

AGG:

1.08

Omega Ratio

IGLD:

1.49

AGG:

1.13

Calmar Ratio

IGLD:

4.23

AGG:

0.29

Martin Ratio

IGLD:

14.29

AGG:

1.82

Ulcer Index

IGLD:

2.22%

AGG:

2.11%

Daily Std Dev

IGLD:

11.88%

AGG:

5.24%

Max Drawdown

IGLD:

-18.58%

AGG:

-18.43%

Current Drawdown

IGLD:

0.00%

AGG:

-8.11%

Returns By Period

In the year-to-date period, IGLD achieves a 7.65% return, which is significantly higher than AGG's 0.90% return.


IGLD

YTD

7.65%

1M

5.83%

6M

11.42%

1Y

29.82%

5Y*

N/A

10Y*

N/A

AGG

YTD

0.90%

1M

0.88%

6M

-1.39%

1Y

4.08%

5Y*

-0.65%

10Y*

1.36%

*Annualized

Compare stocks, funds, or ETFs

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


IGLD vs. AGG - Expense Ratio Comparison

IGLD has a 0.85% expense ratio, which is higher than AGG's 0.05% expense ratio.


IGLD
FT Cboe Vest Gold Strategy Target Income ETF
Expense ratio chart for IGLD: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

IGLD vs. AGG — Risk-Adjusted Performance Rank

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

IGLD
The Risk-Adjusted Performance Rank of IGLD is 9292
Overall Rank
The Sharpe Ratio Rank of IGLD is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of IGLD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of IGLD is 9292
Omega Ratio Rank
The Calmar Ratio Rank of IGLD is 9292
Calmar Ratio Rank
The Martin Ratio Rank of IGLD is 8888
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 2121
Overall Rank
The Sharpe Ratio Rank of AGG is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 2424
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 2222
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 1616
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 2020
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.

IGLD vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Gold Strategy Target Income ETF (IGLD) 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.


Sharpe ratio
The chart of Sharpe ratio for IGLD, currently valued at 2.67, compared to the broader market0.002.004.002.670.73
The chart of Sortino ratio for IGLD, currently valued at 3.56, compared to the broader market-2.000.002.004.006.008.0010.0012.003.561.08
The chart of Omega ratio for IGLD, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.13
The chart of Calmar ratio for IGLD, currently valued at 4.23, compared to the broader market0.005.0010.0015.004.230.31
The chart of Martin ratio for IGLD, currently valued at 14.29, compared to the broader market0.0020.0040.0060.0080.00100.0014.291.82
IGLD
AGG

The current IGLD Sharpe Ratio is 2.67, which is higher than the AGG Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of IGLD 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
2.67
0.73
IGLD
AGG

Dividends

IGLD vs. AGG - Dividend Comparison

IGLD's dividend yield for the trailing twelve months is around 19.40%, more than AGG's 3.75% yield.


TTM20242023202220212020201920182017201620152014
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
19.40%20.81%7.85%4.45%2.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF
3.75%3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

Drawdowns

IGLD vs. AGG - Drawdown Comparison

The maximum IGLD drawdown since its inception was -18.58%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for IGLD and AGG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-7.43%
IGLD
AGG

Volatility

IGLD vs. AGG - Volatility Comparison

FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a higher volatility of 3.59% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.45%. This indicates that IGLD'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.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.59%
1.45%
IGLD
AGG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab