AGZD vs. BND
Compare and contrast key facts about WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) and Vanguard Total Bond Market ETF (BND).
AGZD and BND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AGZD is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. It was launched on Dec 18, 2013. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007. Both AGZD and BND are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGZD or BND.
Performance
AGZD vs. BND - Performance Comparison
Returns By Period
In the year-to-date period, AGZD achieves a 6.19% return, which is significantly higher than BND's 1.55% return. Over the past 10 years, AGZD has outperformed BND with an annualized return of 2.56%, while BND has yielded a comparatively lower 1.40% annualized return.
AGZD
6.19%
1.14%
3.30%
7.84%
3.21%
2.56%
BND
1.55%
-1.53%
2.79%
6.33%
-0.32%
1.40%
Key characteristics
| AGZD | BND | |
|---|---|---|
| Sharpe Ratio | 2.01 | 1.25 |
| Sortino Ratio | 3.14 | 1.83 |
| Omega Ratio | 1.37 | 1.22 |
| Calmar Ratio | 10.22 | 0.48 |
| Martin Ratio | 30.92 | 4.20 |
| Ulcer Index | 0.25% | 1.70% |
| Daily Std Dev | 3.89% | 5.68% |
| Max Drawdown | -8.45% | -18.84% |
| Current Drawdown | 0.00% | -9.21% |
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AGZD vs. BND - Expense Ratio Comparison
AGZD has a 0.23% expense ratio, which is higher than BND's 0.03% 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%.
Correlation
The correlation between AGZD and BND is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
AGZD vs. BND - 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 Vanguard Total Bond Market ETF (BND). 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.
Dividends
AGZD vs. BND - Dividend Comparison
AGZD's dividend yield for the trailing twelve months is around 6.24%, more than BND's 3.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 6.24% | 6.07% | 8.61% | 1.66% | 2.29% | 2.83% | 2.62% | 2.35% | 1.95% | 2.37% | 1.69% | 0.05% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
AGZD vs. BND - Drawdown Comparison
The maximum AGZD drawdown since its inception was -8.45%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for AGZD and BND. For additional features, visit the drawdowns tool.
Volatility
AGZD vs. BND - Volatility Comparison
The current volatility for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) is 0.95%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.64%. This indicates that AGZD experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.