AGGY vs. NTSX
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - AGGY is a Intermediate Core Bond fund tracking the Bloomberg US Aggregate Yield Enhanced, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. AGGY is passively managed, while NTSX is actively managed. Over the past 5 years, AGGY returned 0.12%/yr vs 9.69%/yr for NTSX. At a 0.29 correlation, their price movements are largely independent. AGGY charges 0.12%/yr vs 0.20%/yr for NTSX.
Performance
AGGY vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, AGGY achieves a 0.40% return, which is significantly lower than NTSX's 8.62% 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%
NTSX
- 1D
- -1.05%
- 1M
- 4.37%
- YTD
- 8.62%
- 6M
- 7.83%
- 1Y
- 25.27%
- 3Y*
- 19.38%
- 5Y*
- 9.69%
- 10Y*
- —
AGGY vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 0.40% | 7.38% | 1.82% | 7.29% | -15.26% | -1.72% | 5.87% | 11.77% | 0.89% |
NTSX WisdomTree U.S. Efficient Core Fund | 8.62% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -8.72% |
Correlation
The correlation between AGGY and NTSX is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018 | 0.29 |
Over the past year, AGGY and NTSX have become more correlated (0.50) than their long-term average of 0.29, meaning their price movements have been converging.
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Return for Risk
AGGY vs. NTSX — Risk / Return Rank
AGGY
NTSX
AGGY vs. NTSX - 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 WisdomTree U.S. Efficient Core Fund (NTSX). 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 | NTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 2.06 | -0.67 |
Sortino ratioReturn per unit of downside risk | 2.08 | 2.81 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.77 | -0.67 |
Martin ratioReturn relative to average drawdown | 6.17 | 12.25 | -6.09 |
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 | NTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 2.06 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.57 | -0.55 |
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 | 0.71 | -0.33 |
Drawdowns
AGGY vs. NTSX - Drawdown Comparison
The maximum AGGY drawdown since its inception was -20.98%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for AGGY and NTSX.
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Drawdown Indicators
| AGGY | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.98% | -31.34% | +10.36% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -9.16% | +6.35% |
Max Drawdown (3Y)Largest decline over 3 years | -5.40% | -16.82% | +11.42% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -31.34% | +10.74% |
Max Drawdown (10Y)Largest decline over 10 years | -20.98% | — | — |
Current DrawdownCurrent decline from peak | -2.35% | -1.05% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -6.79% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 2.07% | -1.11% |
Volatility
AGGY vs. NTSX - Volatility Comparison
The current volatility for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) is 1.41%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 3.39%. This indicates that AGGY experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGGY | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 3.39% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 3.05% | 9.58% | -6.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.22% | 12.31% | -8.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.07% | 17.04% | -10.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.49% | 18.27% | -12.78% |
AGGY vs. NTSX - Expense Ratio Comparison
AGGY has a 0.12% expense ratio, which is lower than NTSX's 0.20% expense ratio. Despite the difference, 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. NTSX - Dividend Comparison
AGGY's dividend yield for the trailing twelve months is around 4.49%, more than NTSX's 1.08% 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% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.08% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AGGY and NTSX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (3.39%) compared to AGGY (1.41%). In terms of maximum drawdown, AGGY dropped -20.98% vs NTSX's -31.34%.
On 5-year performance, NTSX leads with 9.69% vs 0.12% for AGGY. On fees, AGGY is cheaper at 0.12% per year. On volatility, AGGY has been the lower-risk option at 1.41%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NTSX has performed better with a 9.69% return vs 0.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGGY is cheaper with a 0.12% expense ratio, compared with 0.20% for NTSX.
AGGY has the higher dividend yield at 4.49%, compared with 1.08% for NTSX.
AGGY is categorized as Intermediate Core Bond, while NTSX is Diversified Portfolio. Their fees differ too: 0.12% for AGGY and 0.20% for NTSX.
NTSX currently has the higher Sharpe Ratio (2.06 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.
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