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MMIN vs. AGG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMIN vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay Municipal Insured ETF (MMIN) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

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MMIN vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMIN
IQ MacKay Municipal Insured ETF
0.02%4.65%0.93%7.45%-11.20%1.35%7.47%8.08%1.97%1.20%
AGG
iShares Core U.S. Aggregate Bond ETF
0.02%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%0.26%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with MMIN at 0.02% and AGG at 0.02%.


MMIN

1D
0.26%
1M
-2.33%
YTD
0.02%
6M
1.92%
1Y
4.95%
3Y*
3.15%
5Y*
0.62%
10Y*

AGG

1D
0.23%
1M
-1.79%
YTD
0.02%
6M
0.97%
1Y
4.36%
3Y*
3.59%
5Y*
0.23%
10Y*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMIN vs. AGG - Expense Ratio Comparison

MMIN has a 0.31% expense ratio, which is higher than AGG's 0.03% expense ratio.


Return for Risk

MMIN vs. AGG — Risk / Return Rank

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

MMIN
MMIN Risk / Return Rank: 4848
Overall Rank
MMIN Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MMIN Sortino Ratio Rank: 4545
Sortino Ratio Rank
MMIN Omega Ratio Rank: 5353
Omega Ratio Rank
MMIN Calmar Ratio Rank: 4949
Calmar Ratio Rank
MMIN Martin Ratio Rank: 3838
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 6060
Overall Rank
AGG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 5858
Sortino Ratio Rank
AGG Omega Ratio Rank: 5050
Omega Ratio Rank
AGG Calmar Ratio Rank: 7474
Calmar Ratio Rank
AGG Martin Ratio Rank: 5757
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.

MMIN vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay Municipal Insured ETF (MMIN) 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.


MMINAGGDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.00

-0.06

Sortino ratio

Return per unit of downside risk

1.24

1.42

-0.18

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.02

Calmar ratio

Return relative to maximum drawdown

1.27

1.81

-0.55

Martin ratio

Return relative to average drawdown

3.49

5.07

-1.59

MMIN vs. AGG - Sharpe Ratio Comparison

The current MMIN Sharpe Ratio is 0.94, which is comparable to the AGG Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of MMIN 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.


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Sharpe Ratios by Period


MMINAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.00

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.04

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.59

-0.25

Correlation

The correlation between MMIN and AGG is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MMIN vs. AGG - Dividend Comparison

MMIN's dividend yield for the trailing twelve months is around 4.48%, more than AGG's 3.93% yield.


TTM20252024202320222021202020192018201720162015
MMIN
IQ MacKay Municipal Insured ETF
4.48%4.07%3.96%3.73%2.93%1.72%2.21%2.75%2.78%0.47%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF
3.93%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%

Drawdowns

MMIN vs. AGG - Drawdown Comparison

The maximum MMIN drawdown since its inception was -16.87%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for MMIN and AGG.


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Drawdown Indicators


MMINAGGDifference

Max Drawdown

Largest peak-to-trough decline

-16.87%

-18.43%

+1.56%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

-2.52%

-1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-16.87%

-17.82%

+0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-2.33%

-2.36%

+0.03%

Average Drawdown

Average peak-to-trough decline

-4.39%

-2.71%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

0.90%

+0.61%

Volatility

MMIN vs. AGG - Volatility Comparison

The current volatility for IQ MacKay Municipal Insured ETF (MMIN) is 1.54%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.66%. This indicates that MMIN experiences smaller price fluctuations and is considered to be less risky 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


MMINAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.66%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

2.55%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

5.28%

4.37%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.98%

6.07%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

5.39%

+1.64%