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SPAB vs. CPAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPAB vs. CPAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Aggregate Bond ETF (SPAB) and F/m Compoundr U.S. Aggregate Bond ETF (CPAG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPAB achieves a 0.29% return, which is significantly higher than CPAG's -0.02% return.


SPAB

1D
-0.12%
1M
0.31%
YTD
0.29%
6M
0.14%
1Y
5.24%
3Y*
3.93%
5Y*
0.07%
10Y*
1.54%

CPAG

1D
-0.21%
1M
0.14%
YTD
-0.02%
6M
-0.26%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPAB vs. CPAG - Yearly Performance Comparison


Correlation

The correlation between SPAB and CPAG is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 13, 2025

0.98

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Return for Risk

SPAB vs. CPAG — Risk / Return Rank

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

SPAB
SPAB Risk / Return Rank: 3838
Overall Rank
SPAB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SPAB Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPAB Omega Ratio Rank: 3737
Omega Ratio Rank
SPAB Calmar Ratio Rank: 3838
Calmar Ratio Rank
SPAB Martin Ratio Rank: 3636
Martin Ratio Rank

CPAG
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.

SPAB vs. CPAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Aggregate Bond ETF (SPAB) and F/m Compoundr U.S. Aggregate Bond ETF (CPAG). 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.


SPABCPAGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.92

Martin ratioReturn relative to average drawdown

5.72

SPAB vs. CPAG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SPABCPAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.75

-0.24

Drawdowns

SPAB vs. CPAG - Drawdown Comparison

The maximum SPAB drawdown since its inception was -18.56%, which is greater than CPAG's maximum drawdown of -2.78%. Use the drawdown chart below to compare losses from any high point for SPAB and CPAG.


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Drawdown Indicators


SPABCPAGDifference

Max Drawdown

Largest peak-to-trough decline

-18.56%

-2.78%

-15.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-6.08%

Max Drawdown (5Y)

Largest decline over 5 years

-17.96%

Max Drawdown (10Y)

Largest decline over 10 years

-18.56%

Current Drawdown

Current decline from peak

-2.27%

-1.68%

-0.59%

Average Drawdown

Average peak-to-trough decline

-3.08%

-0.74%

-2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

Volatility

SPAB vs. CPAG - Volatility Comparison


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Volatility by Period


SPABCPAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.77%

3.67%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

3.67%

+2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.54%

3.67%

+1.87%

SPAB vs. CPAG - Expense Ratio Comparison

SPAB has a 0.03% expense ratio, which is lower than CPAG's 0.31% expense ratio.


Dividends

SPAB vs. CPAG - Dividend Comparison

SPAB's dividend yield for the trailing twelve months is around 4.05%, while CPAG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CPAG
F/m Compoundr U.S. Aggregate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPAB
SPDR Portfolio Aggregate Bond ETF
4.05%3.97%3.86%3.34%2.59%2.11%2.43%2.92%2.96%2.67%2.63%2.59%

Frequently Asked Questions


With a correlation of 0.98, SPAB and CPAG 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.

On fees, SPAB is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPAB is cheaper with a 0.03% expense ratio, compared with 0.31% for CPAG.

SPAB has the higher dividend yield at 4.05%, compared with 0.00% for CPAG.

SPAB tracks Bloomberg U.S. Aggregate Bond Index, while CPAG tracks Nasdaq Compoundr U.S. Aggregate Bond Index. They also come from different issuers: State Street and F/m Investments. Their fees differ too: 0.03% for SPAB and 0.31% for CPAG.

Portfolio Optimizer

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