PortfolioMetrics

AGG vs. ITOT - ETF Comparison

AGG - iShares Core U.S. Aggregate Bond ETF

The iShares Core U.S. Aggregate Bond ETF provides broad-based exposure to investment grade U.S. bonds, making it a core holding for investors seeking fixed income exposure in their portfolios. The fund tracks the Bloomberg US Aggregate index, offering a diversified portfolio of hundreds of individual securities.

ITOT - iShares Core S&P Total U.S. Stock Market ETF

The iShares Core S&P Total U.S. Stock Market ETF provides broad exposure to the US stock market, covering a wide range of sectors and companies of various sizes. It tracks the S&P Composite 1500 Index, which combines the S&P 500, S&P MidCap 400, and S&P SmallCap 600 indexes. This ETF offers a cost-effective way to invest in the US equity market, with a bias towards large-cap companies.

AGGITOT
Fund NameiShares Core U.S. Aggregate Bond ETFiShares Core S&P Total U.S. Stock Market ETF
Fund ProviderBlackRockBlackRock
IndexBloomberg US AggregateS&P Composite 1500 Index
Asset ClassBondsEquity
ListingUS-listedUS-listed
Expense Ratio0.03%0.03%
Inception Date2003-09-222004-01-20
Number Of Holdings116862495
CurrencyUSDUSD
RegionUnited StatesUnited States
Investment StyleBlendBlend
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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