AGGY vs. BFIX

Last updated Jun 4, 2026

AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund) and BFIX (Build Bond Innovation ETF) are both Intermediate Core Bond funds. AGGY is passively managed, while BFIX is actively managed. Over the past 3 years, AGGY returned 4.65%/yr vs 7.75%/yr for BFIX. At a 0.48 correlation, their price movements are largely independent. AGGY charges 0.12%/yr vs 0.45%/yr for BFIX.

Performance

AGGY vs. BFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) and Build Bond Innovation ETF (BFIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGGY achieves a 0.40% return, which is significantly lower than BFIX's 1.27% return.

AGGY

• 1D: -0.21%
• 1M: 0.51%
• YTD: 0.40%
• 6M: 0.21%
• 1Y: 5.88%
• 3Y*: 4.65%
• 5Y*: 0.12%
• 10Y*: 1.72%

BFIX

• 1D: -0.08%
• 1M: 0.15%
• YTD: 1.27%
• 6M: 1.32%
• 1Y: 4.80%
• 3Y*: 7.75%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGY vs. BFIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund	0.40%	7.38%	1.82%	7.29%	-11.20%
BFIX Build Bond Innovation ETF	1.27%	5.91%	12.95%	4.97%	-6.82%

Correlation

The correlation between AGGY and BFIX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (All Time) Calculated using the full available price history since Feb 11, 2022	0.48

Return for Risk

AGGY vs. BFIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGGY

AGGY Risk / Return Rank: 39
AGGY Sharpe Ratio Rank: 39
AGGY Sortino Ratio Rank: 41
AGGY Omega Ratio Rank: 36
AGGY Calmar Ratio Rank: 42
AGGY Martin Ratio Rank: 39

BFIX

BFIX Risk / Return Rank: 61
BFIX Sharpe Ratio Rank: 48
BFIX Sortino Ratio Rank: 53
BFIX Omega Ratio Rank: 51
BFIX Calmar Ratio Rank: 88
BFIX Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGGY vs. BFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) and Build Bond Innovation ETF (BFIX). 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.

	AGGY	BFIX	Difference
Sharpe ratio: Return per unit of total volatility	1.40	1.67	-0.27
Sortino ratio: Return per unit of downside risk	2.08	2.55	-0.46
Omega ratio: Gain probability vs. loss probability	1.24	1.32	-0.08
Calmar ratio: Return relative to maximum drawdown	2.10	5.11	-3.01
Martin ratio: Return relative to average drawdown	6.17	12.39	-6.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGGY vs. BFIX - Sharpe Ratio Comparison

The current AGGY Sharpe Ratio is 1.40, which is comparable to the BFIX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of AGGY and BFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AGGY	BFIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	1.67	-0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.85	-0.47

Drawdowns

AGGY vs. BFIX - Drawdown Comparison

The maximum AGGY drawdown since its inception was -20.98%, which is greater than BFIX's maximum drawdown of -8.03%. Use the drawdown chart below to compare losses from any high point for AGGY and BFIX.

Drawdown Indicators

	AGGY	BFIX	Difference
Max Drawdown Largest peak-to-trough decline	-20.98%	-8.03%	-12.95%
Max Drawdown (1Y) Largest decline over 1 year	-2.81%	-0.94%	-1.87%
Max Drawdown (3Y) Largest decline over 3 years	-5.40%	-4.05%	-1.35%
Max Drawdown (5Y) Largest decline over 5 years	-20.60%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-20.98%	—	—
Current Drawdown Current decline from peak	-2.35%	-0.40%	-1.95%
Average Drawdown Average peak-to-trough decline	-5.03%	-2.76%	-2.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.96%	0.39%	+0.57%

Volatility

AGGY vs. BFIX - Volatility Comparison

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) has a higher volatility of 1.41% compared to Build Bond Innovation ETF (BFIX) at 0.89%. This indicates that AGGY's price experiences larger fluctuations and is considered to be riskier than BFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGGY	BFIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.41%	0.89%	+0.52%
Volatility (6M) Calculated over the trailing 6-month period	3.05%	1.73%	+1.32%
Volatility (1Y) Calculated over the trailing 1-year period	4.22%	2.90%	+1.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.07%	4.77%	+1.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.49%	4.77%	+0.72%

AGGY vs. BFIX - Expense Ratio Comparison

AGGY has a 0.12% expense ratio, which is lower than BFIX's 0.45% expense ratio.

Dividends

AGGY vs. BFIX - Dividend Comparison

AGGY's dividend yield for the trailing twelve months is around 4.49%, more than BFIX's 3.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund	4.49%	4.48%	4.38%	3.78%	2.77%	2.10%	2.96%	3.02%	3.36%	2.78%	3.19%	1.27%
BFIX Build Bond Innovation ETF	3.52%	3.73%	4.38%	4.30%	1.58%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AGGY and BFIX in my portfolio?

AGGY and BFIX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AGGY or BFIX?

AGGY has higher volatility (1.41%) compared to BFIX (0.89%). In terms of maximum drawdown, AGGY dropped -20.98% vs BFIX's -8.03%.

Which ETF is better, AGGY or BFIX?

On 3-year performance, BFIX leads with 7.75% vs 4.65% for AGGY. On fees, AGGY is cheaper at 0.12% per year. On volatility, BFIX has been the lower-risk option at 0.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AGGY or BFIX?

Over the 3-year period, BFIX has performed better with a 7.75% return vs 4.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AGGY or BFIX?

AGGY is cheaper with a 0.12% expense ratio, compared with 0.45% for BFIX.

Which ETF pays a higher dividend yield, AGGY or BFIX?

AGGY has the higher dividend yield at 4.49%, compared with 3.52% for BFIX.

What is the main difference between AGGY and BFIX?

They also come from different issuers: WisdomTree and Build. Their fees differ too: 0.12% for AGGY and 0.45% for BFIX.

Which has better risk-adjusted returns?

BFIX currently has the higher Sharpe Ratio (1.67 vs 1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.