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PYLD vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PYLD vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) 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, PYLD achieves a 1.18% return, which is significantly higher than AGG's 0.64% return.


PYLD

1D
0.50%
1M
0.61%
YTD
1.18%
6M
1.67%
1Y
7.03%
3Y*
5Y*
10Y*

AGG

1D
0.58%
1M
0.59%
YTD
0.64%
6M
0.74%
1Y
5.01%
3Y*
4.07%
5Y*
0.08%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYLD vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023
PYLD
PIMCO Multisector Bond Active Exchange-Traded Fund
1.18%9.57%7.69%5.46%
AGG
iShares Core U.S. Aggregate Bond ETF
0.64%7.19%1.31%2.76%

Correlation

The correlation between PYLD and AGG is 0.86, 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

0.86

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2023

0.88

The correlation between PYLD and AGG has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

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Return for Risk

PYLD vs. AGG — Risk / Return Rank

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

PYLD
PYLD Risk / Return Rank: 7676
Overall Rank
PYLD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PYLD Sortino Ratio Rank: 8888
Sortino Ratio Rank
PYLD Omega Ratio Rank: 8888
Omega Ratio Rank
PYLD Calmar Ratio Rank: 5252
Calmar Ratio Rank
PYLD Martin Ratio Rank: 6666
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 4444
Overall Rank
AGG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 4747
Sortino Ratio Rank
AGG Omega Ratio Rank: 4343
Omega Ratio Rank
AGG Calmar Ratio Rank: 4444
Calmar Ratio Rank
AGG Martin Ratio Rank: 4040
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.

PYLD vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) 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.


PYLDAGGDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.46

1.23

+0.23

Calmar ratioReturn relative to maximum drawdown

2.18

1.82

+0.36

Martin ratioReturn relative to average drawdown

9.86

5.38

+4.48

PYLD vs. AGG - Sharpe Ratio Comparison

The current PYLD Sharpe Ratio is 2.32, which is higher than the AGG Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of PYLD 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

PYLD vs. AGG - Drawdown Comparison

The maximum PYLD drawdown since its inception was -4.52%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for PYLD and AGG.


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Drawdown Indicators


PYLDAGGDifference

Max Drawdown

Largest peak-to-trough decline

-4.52%

-18.43%

+13.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-2.76%

-0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

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

-0.21%

-1.76%

+1.55%

Average Drawdown

Average peak-to-trough decline

-0.65%

-2.71%

+2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.93%

-0.22%

Volatility

PYLD vs. AGG - Volatility Comparison

The current volatility for PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) is 1.24%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.36%. This indicates that PYLD 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


PYLDAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.36%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

2.82%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

3.05%

3.83%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.99%

6.10%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.99%

5.41%

-1.42%

PYLD vs. AGG - Expense Ratio Comparison

PYLD has a 0.55% expense ratio, which is higher than AGG's 0.03% expense ratio.


Dividends

PYLD vs. AGG - Dividend Comparison

PYLD's dividend yield for the trailing twelve months is around 6.28%, more than AGG's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.97%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
PYLD
PIMCO Multisector Bond Active Exchange-Traded Fund
6.28%6.21%6.40%2.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PYLD and AGG have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGG has higher volatility (1.36%) compared to PYLD (1.24%). In terms of maximum drawdown, PYLD dropped -4.52% vs AGG's -18.43%.

On 1-year performance, PYLD leads with 7.03% vs 5.01% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, PYLD has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PYLD has performed better with a 7.03% return vs 5.01%. 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 0.55% for PYLD.

PYLD has the higher dividend yield at 6.28%, compared with 3.97% for AGG.

PYLD is categorized as Multisector Bonds, while AGG is Total Bond Market. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.55% for PYLD and 0.03% for AGG.

PYLD currently has the higher Sharpe Ratio (2.32 vs 1.32), 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

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