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IGV vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGV vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech-Software Sector ETF (IGV) 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, IGV achieves a -17.37% return, which is significantly lower than AGG's 0.47% return. Over the past 10 years, IGV has outperformed AGG with an annualized return of 15.70%, while AGG has yielded a comparatively lower 1.54% annualized return.


IGV

1D
0.01%
1M
-7.10%
YTD
-17.37%
6M
-19.19%
1Y
-17.89%
3Y*
9.05%
5Y*
2.37%
10Y*
15.70%

AGG

1D
0.08%
1M
0.61%
YTD
0.47%
6M
0.55%
1Y
4.33%
3Y*
3.96%
5Y*
0.07%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGV vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGV
iShares Expanded Tech-Software Sector ETF
-17.37%5.56%23.41%58.56%-35.65%12.30%52.86%34.33%12.44%42.16%
AGG
iShares Core U.S. Aggregate Bond ETF
0.47%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Correlation

The correlation between IGV and AGG is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.16

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

0.17

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

0.11

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

-0.07

The correlation between IGV and AGG shifts across timeframes, from -0.07 (all time) to 0.17 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGV vs. AGG — Risk / Return Rank

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

IGV
IGV Risk / Return Rank: 44
Overall Rank
IGV Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 44
Sortino Ratio Rank
IGV Omega Ratio Rank: 44
Omega Ratio Rank
IGV Calmar Ratio Rank: 55
Calmar Ratio Rank
IGV Martin Ratio Rank: 44
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 3232
Overall Rank
AGG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3333
Sortino Ratio Rank
AGG Omega Ratio Rank: 3030
Omega Ratio Rank
AGG Calmar Ratio Rank: 3333
Calmar Ratio Rank
AGG Martin Ratio Rank: 3232
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.

IGV vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech-Software Sector ETF (IGV) 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.


IGVAGGDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.45

Omega ratioGain probability vs. loss probability

0.91

1.20

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.49

1.57

-2.06

Martin ratioReturn relative to average drawdown

-1.00

4.54

-5.53

IGV vs. AGG - Sharpe Ratio Comparison

The current IGV Sharpe Ratio is -0.64, which is lower than the AGG Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of IGV 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

IGV vs. AGG - Drawdown Comparison

The maximum IGV drawdown since its inception was -63.45%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for IGV and AGG.


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Drawdown Indicators


IGVAGGDifference

Max Drawdown

Largest peak-to-trough decline

-63.45%

-18.43%

-45.02%

Max Drawdown (1Y)

Largest decline over 1 year

-36.61%

-2.76%

-33.85%

Max Drawdown (3Y)

Largest decline over 3 years

-36.61%

-6.11%

-30.50%

Max Drawdown (5Y)

Largest decline over 5 years

-45.85%

-17.82%

-28.03%

Max Drawdown (10Y)

Largest decline over 10 years

-45.85%

-18.43%

-27.42%

Current Drawdown

Current decline from peak

-25.85%

-1.93%

-23.92%

Average Drawdown

Average peak-to-trough decline

-14.46%

-2.71%

-11.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.94%

0.96%

+16.98%

Volatility

IGV vs. AGG - Volatility Comparison

iShares Expanded Tech-Software Sector ETF (IGV) has a higher volatility of 12.71% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.10%. This indicates that IGV'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


IGVAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.71%

1.10%

+11.61%

Volatility (6M)

Calculated over the trailing 6-month period

24.86%

2.83%

+22.03%

Volatility (1Y)

Calculated over the trailing 1-year period

28.27%

3.81%

+24.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.97%

6.10%

+21.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.38%

5.41%

+20.97%

IGV vs. AGG - Expense Ratio Comparison

IGV has a 0.39% expense ratio, which is higher than AGG's 0.03% expense ratio.


Dividends

IGV vs. AGG - Dividend Comparison

IGV's dividend yield for the trailing twelve months is around 0.02%, less than AGG's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.98%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
IGV
iShares Expanded Tech-Software Sector ETF
0.02%0.00%0.00%0.01%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%

Frequently Asked Questions


IGV and AGG have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGV has higher volatility (12.71%) compared to AGG (1.10%). In terms of maximum drawdown, IGV dropped -63.45% vs AGG's -18.43%.

On 10-year performance, IGV leads with 15.70% vs 1.54% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGV has performed better with a 15.70% return vs 1.54%. 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 0.39% for IGV.

AGG has the higher dividend yield at 3.98%, compared with 0.02% for IGV.

IGV is categorized as Technology Equities, while AGG is Total Bond Market. IGV tracks S&P North American Expanded Technology Software Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.39% for IGV and 0.03% for AGG.

AGG currently has the higher Sharpe Ratio (1.14 vs -0.64), 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 IGV and AGG

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