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PTRB vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTRB vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Total Return Bond ETF (PTRB) 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, PTRB achieves a 0.34% return, which is significantly higher than AGG's 0.25% return.


PTRB

1D
-0.19%
1M
0.28%
YTD
0.34%
6M
0.41%
1Y
5.81%
3Y*
5.11%
5Y*
10Y*

AGG

1D
-0.21%
1M
0.24%
YTD
0.25%
6M
0.09%
1Y
5.14%
3Y*
3.95%
5Y*
0.10%
10Y*
1.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTRB vs. AGG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PTRB
PGIM Total Return Bond ETF
0.34%7.63%2.67%7.71%-14.82%-0.15%
AGG
iShares Core U.S. Aggregate Bond ETF
0.25%7.19%1.31%5.65%-13.02%0.01%

Correlation

The correlation between PTRB and AGG is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2021

0.95

The correlation between PTRB and AGG has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

PTRB vs. AGG — Risk / Return Rank

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

PTRB
PTRB Risk / Return Rank: 4040
Overall Rank
PTRB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PTRB Sortino Ratio Rank: 4242
Sortino Ratio Rank
PTRB Omega Ratio Rank: 3939
Omega Ratio Rank
PTRB Calmar Ratio Rank: 4141
Calmar Ratio Rank
PTRB Martin Ratio Rank: 3838
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 3636
Overall Rank
AGG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3838
Sortino Ratio Rank
AGG Omega Ratio Rank: 3535
Omega Ratio Rank
AGG Calmar Ratio Rank: 3737
Calmar Ratio Rank
AGG Martin Ratio Rank: 3636
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.

PTRB vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond ETF (PTRB) 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.


PTRBAGGDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratioReturn relative to maximum drawdown

2.01

1.87

+0.15

Martin ratioReturn relative to average drawdown

6.00

5.73

+0.27

PTRB vs. AGG - Sharpe Ratio Comparison

The current PTRB Sharpe Ratio is 1.46, which is comparable to the AGG Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of PTRB 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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Sharpe Ratios by Period


PTRBAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.34

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.59

-0.54

Drawdowns

PTRB vs. AGG - Drawdown Comparison

The maximum PTRB drawdown since its inception was -19.17%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for PTRB and AGG.


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Drawdown Indicators


PTRBAGGDifference

Max Drawdown

Largest peak-to-trough decline

-19.17%

-18.43%

-0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-2.76%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-5.52%

-6.11%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-1.61%

-2.14%

+0.53%

Average Drawdown

Average peak-to-trough decline

-7.64%

-2.71%

-4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.90%

+0.07%

Volatility

PTRB vs. AGG - Volatility Comparison

PGIM Total Return Bond ETF (PTRB) has a higher volatility of 1.37% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.30%. This indicates that PTRB'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


PTRBAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.30%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

2.74%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.01%

3.85%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.25%

6.09%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.25%

5.40%

+0.85%

PTRB vs. AGG - Expense Ratio Comparison

PTRB has a 0.49% expense ratio, which is higher than AGG's 0.03% expense ratio.


Dividends

PTRB vs. AGG - Dividend Comparison

PTRB's dividend yield for the trailing twelve months is around 4.74%, more than AGG's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.99%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
PTRB
PGIM Total Return Bond ETF
4.74%4.73%5.10%4.62%4.07%0.12%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, PTRB and AGG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PTRB has higher volatility (1.37%) compared to AGG (1.30%). In terms of maximum drawdown, PTRB dropped -19.17% vs AGG's -18.43%.

On 3-year performance, PTRB leads with 5.11% vs 3.95% for AGG. On fees, AGG is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PTRB has performed better with a 5.11% return vs 3.95%. 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 0.49% for PTRB.

PTRB has the higher dividend yield at 4.74%, compared with 3.99% for AGG.

PTRB is categorized as Intermediate Core-Plus Bond, while AGG is Total Bond Market. They also come from different issuers: PGIM and iShares. Their fees differ too: 0.49% for PTRB and 0.03% for AGG.

PTRB currently has the higher Sharpe Ratio (1.46 vs 1.34), 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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