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AGZD vs. JFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGZD vs. JFLX - 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 JPMorgan Flexible Debt ETF (JFLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGZD achieves a 2.38% return, which is significantly higher than JFLX's 1.82% return.


AGZD

1D
0.15%
1M
0.56%
YTD
2.38%
6M
2.79%
1Y
5.37%
3Y*
6.14%
5Y*
4.35%
10Y*
3.21%

JFLX

1D
0.00%
1M
0.73%
YTD
1.82%
6M
2.07%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGZD vs. JFLX - Yearly Performance Comparison


Correlation

The correlation between AGZD and JFLX is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 30, 2025

0.06

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Return for Risk

AGZD vs. JFLX — Risk / Return Rank

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

AGZD
AGZD Risk / Return Rank: 7171
Overall Rank
AGZD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AGZD Sortino Ratio Rank: 6060
Sortino Ratio Rank
AGZD Omega Ratio Rank: 6161
Omega Ratio Rank
AGZD Calmar Ratio Rank: 9292
Calmar Ratio Rank
AGZD Martin Ratio Rank: 8989
Martin Ratio Rank

JFLX
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGZD vs. JFLX - 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 JPMorgan Flexible Debt ETF (JFLX). 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.


AGZDJFLXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

6.22

Martin ratioReturn relative to average drawdown

19.58

AGZD vs. JFLX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AGZDJFLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.79

-1.14

Drawdowns

AGZD vs. JFLX - Drawdown Comparison

The maximum AGZD drawdown since its inception was -8.46%, which is greater than JFLX's maximum drawdown of -2.36%. Use the drawdown chart below to compare losses from any high point for AGZD and JFLX.


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Drawdown Indicators


AGZDJFLXDifference

Max Drawdown

Largest peak-to-trough decline

-8.46%

-2.36%

-6.10%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-8.46%

Current Drawdown

Current decline from peak

-0.24%

-0.14%

-0.10%

Average Drawdown

Average peak-to-trough decline

-0.77%

-0.40%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

Volatility

AGZD vs. JFLX - Volatility Comparison


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Volatility by Period


AGZDJFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

2.89%

2.59%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.59%

2.59%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

2.59%

+1.13%

AGZD vs. JFLX - Expense Ratio Comparison

AGZD has a 0.23% expense ratio, which is lower than JFLX's 0.45% expense ratio.


Dividends

AGZD vs. JFLX - Dividend Comparison

AGZD's dividend yield for the trailing twelve months is around 3.98%, more than JFLX's 3.28% yield.


PositionTTM20252024202320222021202020192018201720162015
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
3.98%4.12%3.96%6.07%8.61%1.66%2.28%2.83%2.62%2.31%1.81%1.66%
JFLX
JPMorgan Flexible Debt ETF
3.28%1.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AGZD and JFLX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AGZD is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGZD is cheaper with a 0.23% expense ratio, compared with 0.45% for JFLX.

AGZD has the higher dividend yield at 3.98%, compared with 3.28% for JFLX.

They also come from different issuers: WisdomTree and JPMorgan. Their fees differ too: 0.23% for AGZD and 0.45% for JFLX.

Portfolio Optimizer

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