AGZD vs. JFLX
AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) and JFLX (JPMorgan Flexible Debt ETF) are both Nontraditional Bonds funds. AGZD is passively managed, while JFLX is actively managed. At a 0.06 correlation, their price movements are largely independent. AGZD charges 0.23%/yr vs 0.45%/yr for JFLX.
Performance
AGZD vs. JFLX - Performance Comparison
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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*
- —
AGZD vs. JFLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.38% | 1.15% |
JFLX JPMorgan Flexible Debt ETF | 1.82% | 1.26% |
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
AGZD
JFLX
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.
| AGZD | JFLX | Difference | |
|---|---|---|---|
| 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 | — | — |
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
| AGZD | JFLX | Difference | |
|---|---|---|---|
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
| AGZD | JFLX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.24% | -0.14% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -0.40% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | — | — |
Volatility
AGZD vs. JFLX - Volatility Comparison
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Volatility by Period
| AGZD | JFLX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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