TOTL vs. AGG
Compare and contrast key facts about SPDR DoubleLine Total Return Tactical ETF (TOTL) and iShares Core U.S. Aggregate Bond ETF (AGG).
TOTL and AGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TOTL is an actively managed fund by State Street. It was launched on Feb 23, 2015. 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: TOTL or AGG.
Key characteristics
| TOTL | AGG | |
|---|---|---|
| YTD Return | 3.88% | 1.83% |
| 1Y Return | 10.47% | 8.19% |
| 3Y Return (Ann) | -1.03% | -2.19% |
| 5Y Return (Ann) | 0.05% | -0.18% |
| Sharpe Ratio | 1.67 | 1.37 |
| Sortino Ratio | 2.45 | 2.03 |
| Omega Ratio | 1.33 | 1.24 |
| Calmar Ratio | 0.79 | 0.53 |
| Martin Ratio | 8.11 | 4.90 |
| Ulcer Index | 1.32% | 1.67% |
| Daily Std Dev | 6.43% | 5.95% |
| Max Drawdown | -16.48% | -18.43% |
| Current Drawdown | -4.50% | -8.47% |
Correlation
The correlation between TOTL and AGG is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TOTL vs. AGG - Performance Comparison
In the year-to-date period, TOTL achieves a 3.88% return, which is significantly higher than AGG's 1.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TOTL vs. AGG - Expense Ratio Comparison
TOTL has a 0.55% expense ratio, which is higher than AGG's 0.05% expense ratio.
Risk-Adjusted Performance
TOTL vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR DoubleLine Total Return Tactical ETF (TOTL) 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.
Dividends
TOTL vs. AGG - Dividend Comparison
TOTL's dividend yield for the trailing twelve months is around 5.18%, more than AGG's 3.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOTL SPDR DoubleLine Total Return Tactical ETF | 5.18% | 4.85% | 4.68% | 3.07% | 2.91% | 3.31% | 3.41% | 2.99% | 3.25% | 2.67% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.64% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
Drawdowns
TOTL vs. AGG - Drawdown Comparison
The maximum TOTL drawdown since its inception was -16.48%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for TOTL and AGG. For additional features, visit the drawdowns tool.
Volatility
TOTL vs. AGG - Volatility Comparison
The current volatility for SPDR DoubleLine Total Return Tactical ETF (TOTL) is 1.60%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.78%. This indicates that TOTL 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.