AGGY vs. BNDX
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund) and BNDX (Vanguard Total International Bond ETF) are both exchange-traded funds - AGGY is a Intermediate Core Bond fund tracking the Bloomberg US Aggregate Yield Enhanced, while BNDX is a Global Bonds fund tracking the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). Both are passively managed. Over the past 10 years, AGGY returned 1.75%/yr vs 1.71%/yr for BNDX. A 0.71 correlation means they provide meaningful diversification when combined. AGGY charges 0.12%/yr vs 0.07%/yr for BNDX.
Performance
AGGY vs. BNDX - Performance Comparison
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Returns By Period
In the year-to-date period, AGGY achieves a 0.60% return, which is significantly lower than BNDX's 0.64% return. Both investments have delivered pretty close results over the past 10 years, with AGGY having a 1.75% annualized return and BNDX not far behind at 1.71%.
AGGY
- 1D
- 0.20%
- 1M
- 0.43%
- YTD
- 0.60%
- 6M
- 0.62%
- 1Y
- 5.43%
- 3Y*
- 4.74%
- 5Y*
- 0.16%
- 10Y*
- 1.75%
BNDX
- 1D
- 0.10%
- 1M
- 0.63%
- YTD
- 0.64%
- 6M
- 0.44%
- 1Y
- 1.86%
- 3Y*
- 4.14%
- 5Y*
- 0.35%
- 10Y*
- 1.71%
AGGY vs. BNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 0.60% | 7.38% | 1.82% | 7.29% | -15.26% | -1.72% | 5.87% | 11.77% | -1.70% | 5.20% |
BNDX Vanguard Total International Bond ETF | 0.64% | 2.86% | 3.57% | 8.77% | -12.76% | -2.29% | 4.65% | 7.87% | 2.81% | 2.40% |
Correlation
The correlation between AGGY and BNDX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2015 | 0.71 |
The correlation between AGGY and BNDX has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.
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Return for Risk
AGGY vs. BNDX — Risk / Return Rank
AGGY
BNDX
AGGY vs. BNDX - 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 Vanguard Total International Bond ETF (BNDX). 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 | BNDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.10 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 0.64 | +1.30 |
| Martin ratioReturn relative to average drawdown | 5.69 | 1.82 | +3.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGGY | BNDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.55 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.07 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.42 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.61 | -0.22 |
Drawdowns
AGGY vs. BNDX - Drawdown Comparison
The maximum AGGY drawdown since its inception was -20.98%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for AGGY and BNDX.
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Drawdown Indicators
| AGGY | BNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.98% | -16.23% | -4.75% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -2.93% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -5.40% | -2.93% | -2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -15.86% | -4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -20.98% | -16.23% | -4.75% |
Current DrawdownCurrent decline from peak | -2.15% | -1.39% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -3.08% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 1.03% | -0.07% |
Volatility
AGGY vs. BNDX - Volatility Comparison
The current volatility for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) is 1.40%, while Vanguard Total International Bond ETF (BNDX) has a volatility of 1.57%. This indicates that AGGY experiences smaller price fluctuations and is considered to be less risky than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGGY | BNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 1.57% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 3.05% | 2.91% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.23% | 3.43% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.07% | 4.88% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.49% | 4.09% | +1.40% |
AGGY vs. BNDX - Expense Ratio Comparison
AGGY has a 0.12% expense ratio, which is higher than BNDX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AGGY vs. BNDX - Dividend Comparison
AGGY's dividend yield for the trailing twelve months is around 4.48%, which matches BNDX's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 4.48% | 4.48% | 4.38% | 3.78% | 2.77% | 2.10% | 2.96% | 3.02% | 3.36% | 2.78% | 3.19% | 1.27% |
BNDX Vanguard Total International Bond ETF | 4.49% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
Frequently Asked Questions
AGGY and BNDX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BNDX has higher volatility (1.57%) compared to AGGY (1.40%). In terms of maximum drawdown, AGGY dropped -20.98% vs BNDX's -16.23%.
On 10-year performance, AGGY leads with 1.75% vs 1.71% for BNDX. On fees, BNDX is cheaper at 0.07% per year. On volatility, AGGY has been the lower-risk option at 1.40%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, AGGY has performed better with a 1.75% return vs 1.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BNDX is cheaper with a 0.07% expense ratio, compared with 0.12% for AGGY.
BNDX has the higher dividend yield at 4.49%, compared with 4.48% for AGGY.
AGGY is categorized as Intermediate Core Bond, while BNDX is Global Bonds. AGGY tracks Bloomberg US Aggregate Yield Enhanced, while BNDX tracks Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.12% for AGGY and 0.07% for BNDX.
AGGY currently has the higher Sharpe Ratio (1.30 vs 0.55), 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.
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