PortfoliosLab logo
TOTL vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TOTL and AGG is -0.01. 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.


-0.50.00.51.0
Correlation: -0.0

Performance

TOTL vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR DoubleLine Total Return Tactical ETF (TOTL) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

11.00%12.00%13.00%14.00%15.00%16.00%17.00%NovemberDecember2025FebruaryMarchApril
16.14%
15.76%
TOTL
AGG

Key characteristics

Sharpe Ratio

TOTL:

1.59

AGG:

1.31

Sortino Ratio

TOTL:

2.34

AGG:

1.91

Omega Ratio

TOTL:

1.28

AGG:

1.23

Calmar Ratio

TOTL:

0.79

AGG:

0.54

Martin Ratio

TOTL:

3.91

AGG:

3.38

Ulcer Index

TOTL:

2.00%

AGG:

2.09%

Daily Std Dev

TOTL:

4.94%

AGG:

5.38%

Max Drawdown

TOTL:

-16.48%

AGG:

-18.43%

Current Drawdown

TOTL:

-2.43%

AGG:

-6.44%

Returns By Period

In the year-to-date period, TOTL achieves a 2.90% return, which is significantly higher than AGG's 2.74% return. Both investments have delivered pretty close results over the past 10 years, with TOTL having a 1.47% annualized return and AGG not far behind at 1.45%.


TOTL

YTD

2.90%

1M

0.52%

6M

2.30%

1Y

8.33%

5Y*

0.28%

10Y*

1.47%

AGG

YTD

2.74%

1M

0.73%

6M

1.95%

1Y

7.65%

5Y*

-0.80%

10Y*

1.45%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TOTL vs. AGG - Expense Ratio Comparison

TOTL has a 0.55% expense ratio, which is higher than AGG's 0.05% expense ratio.


Expense ratio chart for TOTL: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TOTL: 0.55%
Expense ratio chart for AGG: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGG: 0.05%

Risk-Adjusted Performance

TOTL vs. AGG — Risk-Adjusted Performance Rank

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

TOTL
The Risk-Adjusted Performance Rank of TOTL is 8585
Overall Rank
The Sharpe Ratio Rank of TOTL is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of TOTL is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TOTL is 8989
Omega Ratio Rank
The Calmar Ratio Rank of TOTL is 7777
Calmar Ratio Rank
The Martin Ratio Rank of TOTL is 7979
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 7979
Overall Rank
The Sharpe Ratio Rank of AGG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 8787
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 8383
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for TOTL, currently valued at 1.59, compared to the broader market-1.000.001.002.003.004.00
TOTL: 1.59
AGG: 1.31
The chart of Sortino ratio for TOTL, currently valued at 2.34, compared to the broader market-2.000.002.004.006.008.00
TOTL: 2.34
AGG: 1.91
The chart of Omega ratio for TOTL, currently valued at 1.28, compared to the broader market0.501.001.502.002.50
TOTL: 1.28
AGG: 1.23
The chart of Calmar ratio for TOTL, currently valued at 0.79, compared to the broader market0.002.004.006.008.0010.0012.00
TOTL: 0.79
AGG: 0.54
The chart of Martin ratio for TOTL, currently valued at 3.91, compared to the broader market0.0020.0040.0060.00
TOTL: 3.91
AGG: 3.38

The current TOTL Sharpe Ratio is 1.59, which is comparable to the AGG Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of TOTL and AGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.59
1.31
TOTL
AGG

Dividends

TOTL vs. AGG - Dividend Comparison

TOTL's dividend yield for the trailing twelve months is around 5.27%, more than AGG's 3.76% yield.


TTM20242023202220212020201920182017201620152014
TOTL
SPDR DoubleLine Total Return Tactical ETF
5.27%5.35%4.85%4.68%3.07%2.91%3.31%3.41%3.00%3.25%2.67%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF
3.76%3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-2.43%
-6.44%
TOTL
AGG

Volatility

TOTL vs. AGG - Volatility Comparison

The current volatility for SPDR DoubleLine Total Return Tactical ETF (TOTL) is 1.78%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 2.25%. 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.


1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
1.78%
2.25%
TOTL
AGG