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AGG vs HYG

Comparison between ISHARES CORE U.S. AGGREGATE BOND ETF (AGG, ETF) and ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF (HYG, ETF).

5-Year PerformanceHYG has outperformed AGG, delivering a return of +3.7% compared to +0.0%

AGG vs HYG - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
AGG
$135B
HYG
$17B
Expense Ratio
Winner
AGG
0.03%
HYG
0.49%
Max Drawdown
Winner
AGG
23.37%
HYG
41.90%
Sharpe Ratio
AGG
0.14
Winner
HYG
0.59
5Y Beta
Winner
AGG
0.04
HYG
0.24
5Y Dividends CAGR
Winner
AGG
11.58%
HYG
3.61%

AGG vs HYG - Historical Returns

Returns include dividend reinvestment.

1M
AGG
-0.27%
Winner
HYG
-0.10%
3M
AGG
-1.07%
Winner
HYG
+0.70%
6M
AGG
+0.10%
Winner
HYG
+1.33%
1Y
AGG
+4.44%
Winner
HYG
+6.20%
5Y(CAGR)
AGG
+0.03%
Winner
HYG
+3.70%
10Y(CAGR)
AGG
+1.55%
Winner
HYG
+4.86%
Max(CAGR)
AGG
+3.05%
Winner
HYG
+4.94%

AGG vs HYG - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

YearAGGHYG
2026-0.05%+0.95%
2025+7.18%+8.34%
2024+1.79%+8.33%
2023+5.03%+11.32%
2022-12.43%-10.95%
2021-1.64%+3.96%
2020+7.18%+4.04%
2019+8.37%+14.24%
2018+0.24%-2.11%
2017+3.45%+5.63%
2016+2.45%+14.09%
2015+0.20%-5.03%
2014+5.93%+1.72%
2013-1.86%+4.77%
2012+3.96%+11.30%
2011+7.81%+6.68%
2010+6.24%+11.02%
2009+3.62%+28.98%
2008+7.39%-16.57%
2007+6.37%+1.62%
2006+3.84%N/A
2005+2.26%N/A
2004+4.38%N/A
2003+0.62%N/A

AGG vs HYG Drawdown Comparison

The maximum drawdown for AGG was -18.44%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The maximum drawdown for HYG was -34.28%, occurring on Nov 20, 2008. Recovery took 556 trading sessions.

The current AGG drawdown is -2.48%. The current HYG drawdown is -0.59%.

RankAGGHYG
#1-18.44%
Aug 4, 2020 - Oct 20, 2022
-34.28%
Sep 19, 2007 - Dec 2, 2009
#2-12.83%
Sep 9, 2008 - Dec 15, 2008
-22.03%
Feb 13, 2020 - Nov 4, 2020
#3-9.58%
Mar 6, 2020 - May 21, 2020
-15.79%
Dec 27, 2021 - Mar 7, 2024
#4-5.14%
May 2, 2013 - May 14, 2014
-13.44%
Apr 15, 2015 - Jul 8, 2016
#5-4.65%
Mar 24, 2004 - Sep 14, 2004
-10.05%
Jul 22, 2011 - Oct 24, 2011
#6-4.50%
Jul 8, 2016 - Aug 31, 2017
-8.38%
May 25, 2007 - Sep 18, 2007
#7-4.28%
Jan 5, 2009 - Aug 13, 2009
-7.90%
Oct 27, 2011 - Dec 23, 2011
#8-3.52%
Nov 4, 2010 - May 9, 2011
-7.07%
Apr 23, 2010 - Jul 20, 2010
#9-3.52%
Sep 7, 2017 - Jan 3, 2019
-7.05%
May 8, 2013 - Nov 29, 2013
#10-3.00%
Mar 20, 2008 - Sep 8, 2008
-6.42%
Jun 25, 2014 - Apr 15, 2015
#11-2.92%
Jan 30, 2015 - Feb 8, 2016
-6.41%
Oct 1, 2018 - Jan 31, 2019
#12-2.54%
May 7, 2007 - Aug 17, 2007
-6.05%
Jan 8, 2010 - Mar 16, 2010
#13-2.49%
Feb 9, 2005 - May 18, 2005
-4.56%
May 18, 2011 - Jul 7, 2011
#14-2.44%
Sep 1, 2005 - Jan 18, 2006
-4.56%
Feb 28, 2025 - May 12, 2025
#15-2.37%
Jan 18, 2006 - Aug 4, 2006
-4.50%
May 2, 2012 - Jun 29, 2012

Correlation

Correlation between AGG and HYG is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94
-101

Dividend Comparison (2003 - 2026)

AGG vs HYG dividend yield comparison.

YearAGGHYG
20261.67%2.52%
20253.89%5.71%
20243.74%6.01%
20233.13%5.74%
20222.39%5.30%
20211.77%4.02%
20202.14%4.88%
20192.70%4.99%
20182.72%5.54%
20172.32%5.12%
20162.39%5.27%
20152.45%5.90%
20142.40%5.69%
20132.32%6.10%
20122.95%6.60%
20113.17%7.51%
20103.73%8.25%
20093.89%9.48%
20084.49%10.08%
20074.86%5.23%
20064.69%0.00%
20054.06%0.00%
20043.45%0.00%
20030.90%0.00%

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