AGZD vs. FFRAX
Compare and contrast key facts about WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) and Fidelity Advisor Floating Rate High Income Fund Class A (FFRAX).
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. FFRAX is managed by Fidelity. It was launched on Aug 16, 2000.
Performance
AGZD vs. FFRAX - Performance Comparison
Loading graphics...
AGZD vs. FFRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 1.07% | 4.35% | 6.64% | 7.15% | 1.17% | 0.69% | 0.31% | 4.65% | 0.18% | 2.62% |
FFRAX Fidelity Advisor Floating Rate High Income Fund Class A | -0.66% | 5.28% | 6.83% | 11.35% | -1.77% | 4.83% | 1.38% | 8.19% | -0.09% | 3.52% |
Returns By Period
In the year-to-date period, AGZD achieves a 1.07% return, which is significantly higher than FFRAX's -0.66% return. Over the past 10 years, AGZD has underperformed FFRAX with an annualized return of 3.11%, while FFRAX has yielded a comparatively higher 4.62% annualized return.
AGZD
- 1D
- -0.17%
- 1M
- 0.89%
- YTD
- 1.07%
- 6M
- 2.46%
- 1Y
- 5.39%
- 3Y*
- 6.07%
- 5Y*
- 4.09%
- 10Y*
- 3.11%
FFRAX
- 1D
- 0.11%
- 1M
- 0.34%
- YTD
- -0.66%
- 6M
- 0.65%
- 1Y
- 4.50%
- 3Y*
- 6.53%
- 5Y*
- 4.76%
- 10Y*
- 4.62%
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. FFRAX - Expense Ratio Comparison
AGZD has a 0.23% expense ratio, which is lower than FFRAX's 0.98% expense ratio.
Return for Risk
AGZD vs. FFRAX — Risk / Return Rank
AGZD
FFRAX
AGZD vs. FFRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) and Fidelity Advisor Floating Rate High Income Fund Class A (FFRAX). 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.
| AGZD | FFRAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.33 | +0.24 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.85 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.44 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 4.31 | 1.69 | +2.62 |
Martin ratioReturn relative to average drawdown | 14.52 | 8.19 | +6.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AGZD | FFRAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.33 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | 1.69 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 1.12 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.15 | -0.53 |
Correlation
The correlation between AGZD and FFRAX is 0.10, 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.
Dividends
AGZD vs. FFRAX - Dividend Comparison
AGZD's dividend yield for the trailing twelve months is around 4.07%, less than FFRAX's 6.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 4.07% | 4.12% | 3.96% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.81% | 1.66% |
FFRAX Fidelity Advisor Floating Rate High Income Fund Class A | 6.48% | 7.12% | 6.69% | 7.24% | 3.57% | 2.47% | 3.56% | 4.86% | 4.42% | 3.77% | 4.14% | 3.42% |
Drawdowns
AGZD vs. FFRAX - Drawdown Comparison
The maximum AGZD drawdown since its inception was -8.46%, smaller than the maximum FFRAX drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for AGZD and FFRAX.
Loading graphics...
Drawdown Indicators
| AGZD | FFRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.46% | -22.21% | +13.75% |
Max Drawdown (1Y)Largest decline over 1 year | -1.14% | -2.73% | +1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -2.23% | -6.02% | +3.79% |
Max Drawdown (10Y)Largest decline over 10 years | -8.46% | -22.21% | +13.75% |
Current DrawdownCurrent decline from peak | -0.17% | -0.77% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -0.78% | -1.03% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.58% | -0.24% |
Volatility
AGZD vs. FFRAX - Volatility Comparison
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) has a higher volatility of 0.74% compared to Fidelity Advisor Floating Rate High Income Fund Class A (FFRAX) at 0.67%. This indicates that AGZD's price experiences larger fluctuations and is considered to be riskier than FFRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AGZD | FFRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 0.67% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.06% | 1.70% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.47% | 3.33% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.56% | 2.84% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.79% | 4.12% | -0.33% |