TOTL vs. AGG
TOTL (State Street DoubleLine Total Return Tactical ETF) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - TOTL is a Intermediate Core-Plus Bond fund actively managed by State Street, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. TOTL is actively managed, while AGG is passively managed. Over the past 10 years, TOTL returned 1.57%/yr vs 1.54%/yr for AGG. Their correlation of 0.85 suggests significant overlap in exposure. TOTL charges 0.55%/yr vs 0.03%/yr for AGG.
Performance
TOTL vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, TOTL achieves a -0.54% return, which is significantly lower than AGG's 0.47% return. Both investments have delivered pretty close results over the past 10 years, with TOTL having a 1.57% annualized return and AGG not far behind at 1.54%.
TOTL
- 1D
- -0.15%
- 1M
- 0.18%
- YTD
- -0.54%
- 6M
- -0.42%
- 1Y
- 3.57%
- 3Y*
- 4.13%
- 5Y*
- 0.58%
- 10Y*
- 1.57%
AGG
- 1D
- 0.08%
- 1M
- 0.61%
- YTD
- 0.47%
- 6M
- 0.55%
- 1Y
- 4.33%
- 3Y*
- 3.96%
- 5Y*
- 0.07%
- 10Y*
- 1.54%
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 | -0.54% | 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 | 0.47% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between TOTL and AGG is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2015 | 0.85 |
The correlation between TOTL and AGG has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TOTL | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.57 | -0.39 |
| Martin ratioReturn relative to average drawdown | 3.30 | 4.54 | -1.24 |
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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 | -3.04% | -2.76% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -6.60% | -6.11% | -0.49% |
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 | -2.16% | -1.93% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -2.71% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 0.96% | +0.13% |
Volatility
TOTL vs. AGG - Volatility Comparison
State Street DoubleLine Total Return Tactical ETF (TOTL) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.12% and 1.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 1.12% | 1.10% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.57% | 2.83% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.45% | 3.81% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.60% | 6.10% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.79% | 5.41% | -0.62% |
TOTL vs. AGG - Expense Ratio Comparison
TOTL has a 0.55% expense ratio, which is higher than AGG's 0.03% expense ratio.
Dividends
TOTL vs. AGG - Dividend Comparison
TOTL's dividend yield for the trailing twelve months is around 5.30%, more than AGG's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.98% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
TOTL State Street DoubleLine Total Return Tactical ETF | 5.30% | 5.23% | 5.35% | 4.85% | 4.68% | 3.07% | 2.91% | 3.31% | 3.41% | 3.00% | 3.25% | 2.67% |
Frequently Asked Questions
With a correlation of 0.94, TOTL and AGG 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.
TOTL has higher volatility (1.12%) compared to AGG (1.10%). In terms of maximum drawdown, TOTL dropped -16.48% vs AGG's -18.43%.
On 10-year performance, TOTL leads with 1.57% vs 1.54% for AGG. On fees, AGG is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, TOTL has performed better with a 1.57% return vs 1.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGG is cheaper with a 0.03% expense ratio, compared with 0.55% for TOTL.
TOTL has the higher dividend yield at 5.30%, compared with 3.98% for AGG.
TOTL is categorized as Intermediate Core-Plus Bond, while AGG is Total Bond Market. They also come from different issuers: State Street and iShares. Their fees differ too: 0.55% for TOTL and 0.03% for AGG.
AGG currently has the higher Sharpe Ratio (1.14 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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