Correlation
The correlation between SIGAX and AGG is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
SIGAX vs. AGG
Compare and contrast key facts about Western Asset Corporate Bond Fund (SIGAX) and iShares Core U.S. Aggregate Bond ETF (AGG).
SIGAX is managed by Franklin Templeton. It was launched on Nov 6, 1992. AGG is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Sep 22, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIGAX or AGG.
Performance
SIGAX vs. AGG - Performance Comparison
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Key characteristics
SIGAX:
0.99
AGG:
1.11
SIGAX:
1.36
AGG:
1.61
SIGAX:
1.16
AGG:
1.19
SIGAX:
0.38
AGG:
0.49
SIGAX:
2.35
AGG:
2.78
SIGAX:
2.29%
AGG:
2.15%
SIGAX:
5.80%
AGG:
5.39%
SIGAX:
-30.26%
AGG:
-18.43%
SIGAX:
-8.86%
AGG:
-6.61%
Returns By Period
In the year-to-date period, SIGAX achieves a 1.79% return, which is significantly lower than AGG's 2.55% return. Over the past 10 years, SIGAX has outperformed AGG with an annualized return of 2.54%, while AGG has yielded a comparatively lower 1.57% annualized return.
SIGAX
1.79%
-0.00%
-0.23%
4.84%
1.87%
0.06%
2.54%
AGG
2.55%
-0.34%
0.82%
5.56%
1.52%
-0.92%
1.57%
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SIGAX vs. AGG - Expense Ratio Comparison
SIGAX has a 0.88% expense ratio, which is higher than AGG's 0.05% expense ratio.
Risk-Adjusted Performance
SIGAX vs. AGG — Risk-Adjusted Performance Rank
SIGAX
AGG
SIGAX vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Asset Corporate Bond Fund (SIGAX) 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.
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Dividends
SIGAX vs. AGG - Dividend Comparison
SIGAX's dividend yield for the trailing twelve months is around 4.60%, more than AGG's 3.81% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIGAX Western Asset Corporate Bond Fund | 4.60% | 4.95% | 4.58% | 3.76% | 3.51% | 4.34% | 3.78% | 3.84% | 3.45% | 3.83% | 4.32% | 3.94% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.81% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
Drawdowns
SIGAX vs. AGG - Drawdown Comparison
The maximum SIGAX drawdown since its inception was -30.26%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for SIGAX and AGG.
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Volatility
SIGAX vs. AGG - Volatility Comparison
The current volatility for Western Asset Corporate Bond Fund (SIGAX) is 1.45%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.53%. This indicates that SIGAX 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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