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VGVT vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGVT vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Government Securities Active ETF (VGVT) 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, VGVT achieves a 0.29% return, which is significantly lower than AGG's 0.47% return.


VGVT

1D
0.22%
1M
0.58%
YTD
0.29%
6M
0.51%
1Y
3Y*
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGVT vs. AGG - Yearly Performance Comparison


Correlation

The correlation between VGVT and AGG is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 9, 2025

0.89

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Return for Risk

VGVT vs. AGG — Risk / Return Rank

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

VGVT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


AGG
AGG Risk / Return Rank: 3232
Overall Rank
AGG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3333
Sortino Ratio Rank
AGG Omega Ratio Rank: 3030
Omega Ratio Rank
AGG Calmar Ratio Rank: 3333
Calmar Ratio Rank
AGG Martin Ratio Rank: 3232
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.

VGVT vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Government Securities Active ETF (VGVT) 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.


VGVTAGGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.57

Martin ratioReturn relative to average drawdown

4.54

VGVT vs. AGG - Sharpe Ratio Comparison


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Drawdowns

VGVT vs. AGG - Drawdown Comparison

The maximum VGVT drawdown since its inception was -2.77%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for VGVT and AGG.


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Drawdown Indicators


VGVTAGGDifference

Max Drawdown

Largest peak-to-trough decline

-2.77%

-18.43%

+15.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-1.57%

-1.93%

+0.36%

Average Drawdown

Average peak-to-trough decline

-0.73%

-2.71%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

Volatility

VGVT vs. AGG - Volatility Comparison


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Volatility by Period


VGVTAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

3.81%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.24%

6.10%

-2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

5.41%

-2.17%

VGVT vs. AGG - Expense Ratio Comparison

VGVT has a 0.10% expense ratio, which is higher than AGG's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VGVT vs. AGG - Dividend Comparison

VGVT's dividend yield for the trailing twelve months is around 3.98%, which matches 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%
VGVT
Vanguard Government Securities Active ETF
3.98%2.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VGVT and AGG have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AGG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGG is cheaper with a 0.03% expense ratio, compared with 0.10% for VGVT.

VGVT and AGG have nearly identical dividend yields, around 3.98%.

VGVT is categorized as Intermediate Core Bond, while AGG is Total Bond Market. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VGVT and 0.03% for AGG.

Portfolio Optimizer

Find the right allocation for VGVT and AGG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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