Tighter sleeping bags need less fill to achieve the same warmth than looser sleeping bags but are not inherently warmer otherwise. One of the warmest sleeping bags I own is a custom-made rectangular sleeping bag stuffed to the gills with down. If warmth is your top consideration in choosing a sleeping bag, it’s a good idea to choose one that has been ISO-rated. Look for the comfort temperature rating (as opposed to the limit temperature rating) and add an extra 10 degrees, to be on the safe side. Next, make sure you are choosing a sleeping pad with an appropriate R rating. Finally, if your sleeping bag does not come with a hood, choose a hat to wear with it.