NUAG vs. VGVT
NUAG (Nuveen Enhanced Yield U.S. Aggregate Bond ETF) and VGVT (Vanguard Government Securities Active ETF) are both Intermediate Core Bond funds. NUAG is passively managed, while VGVT is actively managed. Over the past year, NUAG returned 2.31% vs 1.76% for VGVT. Their correlation of 0.88 means they have usually moved in the same direction. NUAG charges 0.19%/yr vs 0.10%/yr for VGVT.
Performance
NUAG vs. VGVT - Performance Comparison
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Returns By Period
In the year-to-date period, NUAG achieves a -0.46% return, which is significantly higher than VGVT's -0.65% return.
NUAG
- 1D
- -0.29%
- 1M
- -1.36%
- 6M
- -0.83%
- YTD
- -0.46%
- 1Y
- 2.31%
- 3Y*
- 4.64%
- 5Y*
- -0.09%
- 10Y*
- —
- ALL TIME*
- 1.57%
VGVT
- 1D
- -0.38%
- 1M
- -1.01%
- 6M
- -0.94%
- YTD
- -0.65%
- 1Y
- 1.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $252.59K | $179.69K | $216.95K | |
| $256.38K | $357.24K | $499.27K |
NUAG vs. VGVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NUAG Nuveen Enhanced Yield U.S. Aggregate Bond ETF | -0.46% | 4.18% |
VGVT Vanguard Government Securities Active ETF | -0.65% | 3.56% |
Correlation
The correlation between NUAG and VGVT is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.88 |
The correlation between NUAG and VGVT has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.
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Return for Risk
NUAG vs. VGVT — Risk / Return Rank
NUAG
VGVT
NUAG vs. VGVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) and Vanguard Government Securities Active ETF (VGVT). 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.
| NUAG | VGVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.13 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 0.92 | +0.25 |
| Martin ratioReturn relative to average drawdown | 3.04 | 2.19 | +0.84 |
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Drawdowns
NUAG vs. VGVT - Drawdown Comparison
The maximum NUAG drawdown since its inception was -19.79%, which is greater than VGVT's maximum drawdown of -2.77%. Use the drawdown chart below to compare losses from any high point for NUAG and VGVT.
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Drawdown Indicators
| NUAG | VGVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.79% | -2.77% | -17.02% |
Max Drawdown (1Y)Largest decline over 1 year | -2.54% | -2.77% | +0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.19% | — | — |
Current DrawdownCurrent decline from peak | -2.17% | -2.50% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -0.83% | -4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 1.16% | -0.18% |
Volatility
NUAG vs. VGVT - Volatility Comparison
Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) and Vanguard Government Securities Active ETF (VGVT) have volatilities of 0.99% and 0.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NUAG | VGVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.99% | 0.99% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 2.54% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.53% | 3.28% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.01% | 3.27% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.46% | 3.27% | +2.19% |
NUAG vs. VGVT - Expense Ratio Comparison
NUAG has a 0.19% expense ratio, which is higher than VGVT's 0.10% 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
NUAG vs. VGVT - Dividend Comparison
NUAG's dividend yield for the trailing twelve months is around 4.58%, more than VGVT's 4.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
NUAG Nuveen Enhanced Yield U.S. Aggregate Bond ETF | 4.16% | 4.43% | 4.44% | 3.95% | 3.60% | 2.27% | 2.93% | 3.54% | 3.79% | 3.38% | 0.48% |
VGVT Vanguard Government Securities Active ETF | 4.14% | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NUAG and VGVT have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGVT has higher volatility (0.99%) compared to NUAG (0.99%). In terms of maximum drawdown, NUAG dropped -19.79% vs VGVT's -2.77%.
On 1-year performance, NUAG leads with 2.31% vs 1.76% for VGVT. On fees, VGVT is cheaper at 0.10% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, NUAG has performed better with a 2.31% return vs 1.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGVT is cheaper with a 0.10% expense ratio, compared with 0.19% for NUAG.
NUAG has the higher dividend yield at 4.16%, compared with 4.14% for VGVT.
They also come from different issuers: Nuveen and Vanguard. Their fees differ too: 0.19% for NUAG and 0.10% for VGVT.
NUAG currently has the higher Sharpe Ratio (0.84 vs 0.78), 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.
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