TOTL vs. AGG
Compare and contrast key facts about State Street 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 Bloomberg U.S. Aggregate Bond Index. It was launched on Sep 22, 2003.
Performance
TOTL vs. AGG - Performance Comparison
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TOTL vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOTL State Street DoubleLine Total Return Tactical ETF | -0.46% | 7.68% | 3.15% | 5.55% | -11.59% | -1.00% | 3.56% | 6.93% | 0.76% | 3.55% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.09% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Returns By Period
In the year-to-date period, TOTL achieves a -0.46% return, which is significantly lower than AGG's 0.09% return. Both investments have delivered pretty close results over the past 10 years, with TOTL having a 1.74% annualized return and AGG not far behind at 1.66%.
TOTL
- 1D
- 0.04%
- 1M
- -1.72%
- YTD
- -0.46%
- 6M
- 0.32%
- 1Y
- 3.75%
- 3Y*
- 4.16%
- 5Y*
- 0.74%
- 10Y*
- 1.74%
AGG
- 1D
- 0.07%
- 1M
- -1.33%
- YTD
- 0.09%
- 6M
- 0.78%
- 1Y
- 4.05%
- 3Y*
- 3.62%
- 5Y*
- 0.24%
- 10Y*
- 1.66%
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TOTL vs. AGG - Expense Ratio Comparison
TOTL has a 0.55% expense ratio, which is higher than AGG's 0.03% expense ratio.
Return for Risk
TOTL vs. AGG — Risk / Return Rank
TOTL
AGG
TOTL vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street 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.
| TOTL | AGG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.93 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.32 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.76 | -0.36 |
Martin ratioReturn relative to average drawdown | 4.33 | 4.89 | -0.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TOTL | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.93 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.04 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.31 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.60 | -0.22 |
Correlation
The correlation between TOTL and AGG is 0.85, 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.
Dividends
TOTL vs. AGG - Dividend Comparison
TOTL's dividend yield for the trailing twelve months is around 5.27%, more than AGG's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOTL State Street DoubleLine Total Return Tactical ETF | 5.27% | 5.23% | 5.35% | 4.85% | 4.68% | 3.07% | 2.91% | 3.31% | 3.41% | 3.00% | 3.25% | 2.67% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.95% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
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.
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Drawdown Indicators
| TOTL | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.48% | -18.43% | +1.95% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -2.52% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -16.48% | -17.82% | +1.34% |
Max Drawdown (10Y)Largest decline over 10 years | -16.48% | -18.43% | +1.95% |
Current DrawdownCurrent decline from peak | -2.09% | -2.30% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -3.15% | -2.71% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.91% | -0.01% |
Volatility
TOTL vs. AGG - Volatility Comparison
The current volatility for State Street DoubleLine Total Return Tactical ETF (TOTL) is 1.51%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.67%. 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.
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Volatility by Period
| TOTL | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 1.67% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 2.37% | 2.55% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.76% | 4.37% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.57% | 6.07% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.76% | 5.39% | -0.63% |