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MGCI.L vs. AGBP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MGCI.L vs. AGBP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in M&G Credit Income Investment Trust plc (MGCI.L) and iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MGCI.L is traded in GBp, while AGBP.L is traded in GBP. To make them comparable, the AGBP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MGCI.L achieves a -0.27% return, which is significantly lower than AGBP.L's 0.11% return.


MGCI.L

1D
-0.76%
1M
1.67%
YTD
-0.27%
6M
0.79%
1Y
3.38%
3Y*
8.71%
5Y*
6.60%
10Y*

AGBP.L

1D
-0.22%
1M
-0.22%
YTD
0.11%
6M
0.32%
1Y
3.17%
3Y*
3.83%
5Y*
0.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MGCI.L vs. AGBP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MGCI.L
M&G Credit Income Investment Trust plc
-0.27%7.01%15.73%8.47%-2.69%13.13%-9.61%5.51%-0.10%
AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
0.11%4.46%3.11%5.71%-12.34%-1.79%4.12%6.44%1.64%

Correlation

The correlation between MGCI.L and AGBP.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

-0.05

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2018

0.00

The correlation between MGCI.L and AGBP.L shifts across timeframes, from -0.05 (3 years) to 0.06 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MGCI.L vs. AGBP.L — Risk / Return Rank

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

MGCI.L
MGCI.L Risk / Return Rank: 5151
Overall Rank
MGCI.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MGCI.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
MGCI.L Omega Ratio Rank: 4545
Omega Ratio Rank
MGCI.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
MGCI.L Martin Ratio Rank: 6060
Martin Ratio Rank

AGBP.L
AGBP.L Risk / Return Rank: 2626
Overall Rank
AGBP.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AGBP.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
AGBP.L Omega Ratio Rank: 2525
Omega Ratio Rank
AGBP.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
AGBP.L Martin Ratio Rank: 2828
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.

MGCI.L vs. AGBP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for M&G Credit Income Investment Trust plc (MGCI.L) and iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L). 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.


MGCI.LAGBP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.07

1.16

-0.08

Calmar ratioReturn relative to maximum drawdown

0.51

1.23

-0.73

Martin ratioReturn relative to average drawdown

1.73

3.73

-2.01

MGCI.L vs. AGBP.L - Sharpe Ratio Comparison

The current MGCI.L Sharpe Ratio is 0.29, which is lower than the AGBP.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of MGCI.L and AGBP.L, 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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Sharpe Ratios by Period


MGCI.LAGBP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.85

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.01

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.23

-0.02

Drawdowns

MGCI.L vs. AGBP.L - Drawdown Comparison

The maximum MGCI.L drawdown since its inception was -33.99%, which is greater than AGBP.L's maximum drawdown of -16.39%. Use the drawdown chart below to compare losses from any high point for MGCI.L and AGBP.L.


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Drawdown Indicators


MGCI.LAGBP.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-16.39%

-17.60%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

-2.56%

-4.11%

Max Drawdown (3Y)

Largest decline over 3 years

-8.60%

-3.61%

-4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-14.68%

-16.01%

+1.33%

Current Drawdown

Current decline from peak

-1.48%

-2.05%

+0.57%

Average Drawdown

Average peak-to-trough decline

-3.80%

-4.78%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

0.85%

+1.10%

Volatility

MGCI.L vs. AGBP.L - Volatility Comparison

M&G Credit Income Investment Trust plc (MGCI.L) has a higher volatility of 5.82% compared to iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) at 1.42%. This indicates that MGCI.L's price experiences larger fluctuations and is considered to be riskier than AGBP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGCI.LAGBP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

1.42%

+4.40%

Volatility (6M)

Calculated over the trailing 6-month period

10.69%

2.93%

+7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

11.66%

3.76%

+7.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.66%

4.85%

+14.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.09%

4.33%

+17.76%

Dividends

MGCI.L vs. AGBP.L - Dividend Comparison

MGCI.L's dividend yield for the trailing twelve months is around 8.09%, more than AGBP.L's 3.13% yield.


PositionTTM20252024202320222021202020192018
AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
3.13%3.00%2.59%1.96%1.56%1.27%1.53%1.65%0.98%
MGCI.L
M&G Credit Income Investment Trust plc
8.09%8.26%8.88%9.03%5.10%4.23%4.33%1.97%0.00%

Frequently Asked Questions


MGCI.L and AGBP.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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