FLDR vs AGG: returns, Sharpe ratio and drawdown

Over the past year, FLDR returned +3.56% against +0.36% for AGG. Over five years, FLDR averaged +3.93% a year, compared with -0.19% for AGG. FLDR had the higher Sharpe ratio over the past year (-0.22 vs -0.80), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -0.47% for FLDR and -4.63% for AGG. Dividends over the past year came to 4.13% of FLDR's price, against 4.12% for AGG. Their daily returns had a correlation of 0.68 over the past year, which is moderate.

FLDR charges 0.15% a year and AGG 0.03%. Over five years, reinvested dividends added 4.26 points a year to FLDR's return and 3.27 to AGG's.