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iShares U.S. Aggregate Bond Index Fund (WFBIX)

Mutual Fund · Currency in USD · Last updated Dec 8, 2023

The fund is a "feeder" fund that invests all of its assets in the Master Portfolio of MIP, which has the same investment objective and strategies as the fund. Under normal circumstances, at least 90% of the value of the fund's assets, plus the amount of any borrowing for investment purposes, is invested in securities comprising the Bloomberg U.S. Aggregate Index.

Summary

Fund Info

ISINUS0669221055
IssuerBlackrock
Inception DateJul 2, 1993
CategoryIntermediate Core Bond
Minimum Investment$5,000,000
Asset ClassBond

Expense Ratio

The iShares U.S. Aggregate Bond Index Fund has an expense ratio of 0.05% which is considered to be low.


0.05%
0.00%2.15%

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in iShares U.S. Aggregate Bond Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
0.90%
6.79%
WFBIX (iShares U.S. Aggregate Bond Index Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with WFBIX

iShares U.S. Aggregate Bond Index Fund

Popular comparisons: WFBIX vs. PIMIX, WFBIX vs. FBND, WFBIX vs. SPY, WFBIX vs. AGG, WFBIX vs. BND, WFBIX vs. AGGU.L

Return

iShares U.S. Aggregate Bond Index Fund had a return of 3.33% year-to-date (YTD) and 0.78% in the last 12 months. Over the past 10 years, iShares U.S. Aggregate Bond Index Fund had an annualized return of 1.52%, while the S&P 500 had an annualized return of 9.77%, indicating that iShares U.S. Aggregate Bond Index Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.33%19.43%
1 month3.65%4.73%
6 months0.91%6.79%
1 year0.78%16.57%
5 years (annualized)0.88%11.75%
10 years (annualized)1.52%9.77%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.05%-0.40%-0.06%-0.62%-2.54%-1.57%4.44%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index Fund (WFBIX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
WFBIX
iShares U.S. Aggregate Bond Index Fund
0.22
^GSPC
S&P 500
1.20

Sharpe Ratio

The current iShares U.S. Aggregate Bond Index Fund Sharpe ratio is 0.22. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.22
1.20
WFBIX (iShares U.S. Aggregate Bond Index Fund)
Benchmark (^GSPC)

Dividend History

iShares U.S. Aggregate Bond Index Fund granted a 3.20% dividend yield in the last twelve months. The annual payout for that period amounted to $0.29 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$0.29$0.23$0.23$0.29$0.30$0.27$0.23$0.23$0.22$0.26$0.55$0.32

Dividend yield

3.20%2.60%2.23%2.65%2.88%2.71%2.24%2.25%2.20%2.56%5.61%3.05%

Monthly Dividends

The table displays the monthly dividend distributions for iShares U.S. Aggregate Bond Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02
2021$0.02$0.02$0.02$0.02$0.02$0.04$0.02$0.02$0.02$0.02$0.02$0.02
2020$0.02$0.02$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.05
2019$0.02$0.02$0.02$0.03$0.03$0.02$0.03$0.02$0.02$0.03$0.02$0.03
2018$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02
2016$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03
2015$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04
2014$0.01$0.01$0.01$0.02$0.01$0.02$0.02$0.01$0.02$0.01$0.01$0.10
2013$0.01$0.01$0.01$0.02$0.01$0.03$0.01$0.01$0.01$0.02$0.01$0.37
2012$0.03$0.02$0.02$0.02$0.02$0.01$0.02$0.02$0.01$0.00$0.03$0.12

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-11.94%
-4.40%
WFBIX (iShares U.S. Aggregate Bond Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares U.S. Aggregate Bond Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares U.S. Aggregate Bond Index Fund was 18.35%, occurring on Oct 24, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.35%Aug 7, 2020558Oct 24, 2022
-7.47%Oct 18, 1993146May 9, 1994243Apr 13, 1995389
-6.38%Mar 10, 20208Mar 19, 202058Jun 11, 202066
-5.27%Oct 6, 1998221Aug 10, 1999230Jul 5, 2000451
-5.07%Feb 14, 199658May 3, 1996127Oct 29, 1996185

Volatility Chart

The current iShares U.S. Aggregate Bond Index Fund volatility is 2.37%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.37%
2.98%
WFBIX (iShares U.S. Aggregate Bond Index Fund)
Benchmark (^GSPC)