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AGZD vs. ANGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGZD and ANGL is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

AGZD vs. ANGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
3.56%
4.63%
AGZD
ANGL

Key characteristics

Sharpe Ratio

AGZD:

1.66

ANGL:

1.32

Sortino Ratio

AGZD:

2.53

ANGL:

1.86

Omega Ratio

AGZD:

1.30

ANGL:

1.24

Calmar Ratio

AGZD:

8.08

ANGL:

1.27

Martin Ratio

AGZD:

24.29

ANGL:

7.80

Ulcer Index

AGZD:

0.29%

ANGL:

0.80%

Daily Std Dev

AGZD:

4.29%

ANGL:

4.69%

Max Drawdown

AGZD:

-8.45%

ANGL:

-35.07%

Current Drawdown

AGZD:

-0.37%

ANGL:

0.00%

Returns By Period

In the year-to-date period, AGZD achieves a 0.47% return, which is significantly lower than ANGL's 1.49% return. Over the past 10 years, AGZD has underperformed ANGL with an annualized return of 2.70%, while ANGL has yielded a comparatively higher 6.19% annualized return.


AGZD

YTD

0.47%

1M

0.74%

6M

3.57%

1Y

6.53%

5Y*

3.19%

10Y*

2.70%

ANGL

YTD

1.49%

1M

1.35%

6M

4.63%

1Y

7.51%

5Y*

4.39%

10Y*

6.19%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AGZD vs. ANGL - Expense Ratio Comparison

AGZD has a 0.23% expense ratio, which is lower than ANGL's 0.35% expense ratio.


ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
Expense ratio chart for ANGL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for AGZD: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

AGZD vs. ANGL — Risk-Adjusted Performance Rank

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

AGZD
The Risk-Adjusted Performance Rank of AGZD is 8282
Overall Rank
The Sharpe Ratio Rank of AGZD is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of AGZD is 7575
Sortino Ratio Rank
The Omega Ratio Rank of AGZD is 6969
Omega Ratio Rank
The Calmar Ratio Rank of AGZD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of AGZD is 9797
Martin Ratio Rank

ANGL
The Risk-Adjusted Performance Rank of ANGL is 5656
Overall Rank
The Sharpe Ratio Rank of ANGL is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ANGL is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ANGL is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ANGL is 5050
Calmar Ratio Rank
The Martin Ratio Rank of ANGL is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGZD vs. ANGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). 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 ratio
The chart of Sharpe ratio for AGZD, currently valued at 1.66, compared to the broader market0.002.004.001.661.32
The chart of Sortino ratio for AGZD, currently valued at 2.53, compared to the broader market0.005.0010.002.531.86
The chart of Omega ratio for AGZD, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.24
The chart of Calmar ratio for AGZD, currently valued at 8.08, compared to the broader market0.005.0010.0015.0020.008.081.27
The chart of Martin ratio for AGZD, currently valued at 24.29, compared to the broader market0.0020.0040.0060.0080.00100.00120.0024.297.80
AGZD
ANGL

The current AGZD Sharpe Ratio is 1.66, which is comparable to the ANGL Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of AGZD and ANGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.66
1.32
AGZD
ANGL

Dividends

AGZD vs. ANGL - Dividend Comparison

AGZD's dividend yield for the trailing twelve months is around 4.00%, less than ANGL's 6.26% yield.


TTM20242023202220212020201920182017201620152014
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
4.00%3.96%6.07%8.61%1.66%2.29%2.83%2.62%2.35%2.11%2.37%1.69%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.26%6.29%5.27%4.72%3.90%4.67%5.20%6.00%5.25%5.79%5.82%6.80%

Drawdowns

AGZD vs. ANGL - Drawdown Comparison

The maximum AGZD drawdown since its inception was -8.45%, smaller than the maximum ANGL drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for AGZD and ANGL. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February
-0.37%
0
AGZD
ANGL

Volatility

AGZD vs. ANGL - Volatility Comparison

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) has a higher volatility of 1.82% compared to VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) at 1.18%. This indicates that AGZD's price experiences larger fluctuations and is considered to be riskier than ANGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%SeptemberOctoberNovemberDecember2025February
1.82%
1.18%
AGZD
ANGL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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