Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AGNC (AGNC Investment Corp.) | 0.37% | 25.54% | 16.47% | 1.60% | 6.32% | 6.38% | NA | … | … |
Data as of 06/10/2026, Common starting date is 05/15/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AGNC (AGNC Investment Corp.) | 05/15/2008 | 06/10/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.10 | 25.54 | 16.47 | 1.60 | 6.32 | 6.38 | NA | … | … | 0.37 | 34.92 | 8.90 | 10.14 | -21.65 | 5.20 | -1.78 | 13.31 | -2.46 | 23.73 | 18.23 | -9.93 | 31.01 | -22.31 | 20.14 | 18.59 | 32.17 | 53.51 | 25.51 |
| Sharpe Ratio | NA | 1.38 | 0.67 | -0.04 | 0.18 | NA | NA | … | … | -0.08 | 1.53 | 0.28 | 0.22 | -0.65 | 0.30 | -0.04 | 0.96 | -0.28 | 1.71 | 1.11 | -0.68 | 2.27 | -0.72 | 1.21 | 0.84 | 1.54 | 1.48 | 0.71 |
| Standard Deviation(%) | NA | 19.41 | 23.01 | 25.85 | 25.70 | NA | NA | … | … | 23.78 | 20.99 | 18.87 | 29.34 | 35.72 | 16.99 | 49.93 | 12.36 | 13.66 | 13.52 | 16.21 | 14.56 | 13.68 | 31.04 | 16.80 | 21.98 | 20.81 | 36.10 | 59.61 |
| Draw Down(%) | NA | 18.71 | 31.04 | 54.56 | 54.56 | NA | NA | … | … | 18.71 | 21.15 | 11.06 | 36.65 | 48.15 | 17.51 | 51.77 | 15.36 | 9.44 | 10.29 | 11.86 | 15.12 | 7.62 | 37.29 | 19.00 | 11.69 | 10.94 | 31.04 | 28.81 |
| Yield(%) | 0.00 | 15.43 | 14.36 | 7.73 | 8.99 | 8.12 | 13.26 | … | … | 5.49 | 15.52 | 14.91 | 13.77 | 9.32 | 9.36 | 8.77 | 11.34 | 10.83 | 11.63 | 12.99 | 11.11 | 16.80 | 12.41 | 17.75 | 19.52 | 20.97 | 24.59 | 12.97 |
Data as of 06/10/2026, Common starting date is 05/15/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGNC (AGNC Investment Corp.) |
-12.81%
Oct 2019 – Oct 2022 |
-7.72%
Sep 2017 – Sep 2022 |
-2.01%
Sep 2012 – Sep 2022 |
6.30%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGNC (AGNC Investment Corp.) |
51.70%
Feb 2009 – Feb 2012 |
30.20%
Jul 2008 – Jul 2013 |
19.80%
Jul 2008 – Jul 2018 |
12.24%
Jul 2008 – Jul 2023 |
Annualized Rolling Returns Comparison Chart