See what your fund actually adds
E*TRADE No Fee U.S. Bond Index Fund ETBOX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ETBOX | Replication |
|---|---|---|
| Annualized growth | 1.4% | 1.8% |
| Annualized volatility | 3.4% | 3.5% |
| Sharpe ratio | 0.43 | 0.51 |
| Maximum drawdown | 4.3% | 4.5% |
| Replication fit (R²) | 0.98 · Tracking error 0.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model ETBOX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| AGG | FI · Aggregate | 100.0% |