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VEA vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEA vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed Markets ETF (VEA) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEA achieves a 14.73% return, which is significantly higher than AGG's 0.52% return. Over the past 10 years, VEA has outperformed AGG with an annualized return of 10.72%, while AGG has yielded a comparatively lower 1.57% annualized return.


VEA

1D
0.34%
1M
1.30%
YTD
14.73%
6M
16.65%
1Y
29.82%
3Y*
19.03%
5Y*
9.51%
10Y*
10.72%

AGG

1D
-0.12%
1M
0.43%
YTD
0.52%
6M
0.93%
1Y
4.50%
3Y*
4.19%
5Y*
0.06%
10Y*
1.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEA vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEA
Vanguard FTSE Developed Markets ETF
14.73%35.16%3.15%17.93%-15.34%11.66%9.71%22.62%-14.75%26.42%
AGG
iShares Core U.S. Aggregate Bond ETF
0.52%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Correlation

The correlation between VEA and AGG is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2007

-0.05

The correlation between VEA and AGG shifts across timeframes, from -0.05 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VEA vs. AGG — Risk / Return Rank

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

VEA
VEA Risk / Return Rank: 6262
Overall Rank
VEA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 6262
Sortino Ratio Rank
VEA Omega Ratio Rank: 6363
Omega Ratio Rank
VEA Calmar Ratio Rank: 5959
Calmar Ratio Rank
VEA Martin Ratio Rank: 6363
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 3737
Overall Rank
AGG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3838
Sortino Ratio Rank
AGG Omega Ratio Rank: 3636
Omega Ratio Rank
AGG Calmar Ratio Rank: 3737
Calmar Ratio Rank
AGG Martin Ratio Rank: 3535
Martin Ratio Rank
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.

VEA vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) 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.


VEAAGGDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratioReturn relative to maximum drawdown

2.58

1.63

+0.94

Martin ratioReturn relative to average drawdown

9.92

4.82

+5.10

VEA vs. AGG - Sharpe Ratio Comparison

The current VEA Sharpe Ratio is 1.81, which is higher than the AGG Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of VEA and AGG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VEA vs. AGG - Drawdown Comparison

The maximum VEA drawdown since its inception was -60.68%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for VEA and AGG.


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Drawdown Indicators


VEAAGGDifference

Max Drawdown

Largest peak-to-trough decline

-60.68%

-18.43%

-42.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-2.76%

-8.87%

Max Drawdown (3Y)

Largest decline over 3 years

-13.45%

-6.11%

-7.34%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-17.82%

-11.89%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

-18.43%

-17.30%

Current Drawdown

Current decline from peak

-1.06%

-1.88%

+0.82%

Average Drawdown

Average peak-to-trough decline

-13.28%

-2.71%

-10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

0.94%

+2.08%

Volatility

VEA vs. AGG - Volatility Comparison

Vanguard FTSE Developed Markets ETF (VEA) has a higher volatility of 6.84% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.37%. This indicates that VEA's price experiences larger fluctuations and is considered to be riskier 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


VEAAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

1.37%

+5.47%

Volatility (6M)

Calculated over the trailing 6-month period

14.38%

2.81%

+11.57%

Volatility (1Y)

Calculated over the trailing 1-year period

16.58%

3.82%

+12.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

6.09%

+10.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

5.41%

+11.99%

VEA vs. AGG - Expense Ratio Comparison

Both VEA and AGG have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VEA vs. AGG - Dividend Comparison

VEA's dividend yield for the trailing twelve months is around 2.62%, less than AGG's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VEA
Vanguard FTSE Developed Markets ETF
2.62%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Frequently Asked Questions


VEA and AGG have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEA has higher volatility (6.84%) compared to AGG (1.37%). In terms of maximum drawdown, VEA dropped -60.68% vs AGG's -18.43%.

On 10-year performance, VEA leads with 10.72% vs 1.57% for AGG. Both ETFs have the same 0.03% expense ratio. On volatility, AGG has been the lower-risk option at 1.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VEA has performed better with a 10.72% return vs 1.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VEA and AGG have the same expense ratio: 0.03% per year.

AGG has the higher dividend yield at 3.98%, compared with 2.62% for VEA.

VEA is categorized as Foreign Large Cap Equities, while AGG is Total Bond Market. VEA tracks FTSE Developed All Cap ex US Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: Vanguard and iShares.

VEA currently has the higher Sharpe Ratio (1.81 vs 1.19), 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.

Portfolio Optimizer

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