AGZD vs. NTSX
AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - AGZD is a Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. AGZD is passively managed, while NTSX is actively managed. Over the past 5 years, AGZD returned 4.31%/yr vs 8.80%/yr for NTSX. At a 0.09 correlation, their price movements are largely independent. AGZD charges 0.23%/yr vs 0.20%/yr for NTSX.
Performance
AGZD vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, AGZD achieves a 2.24% return, which is significantly lower than NTSX's 6.42% return.
AGZD
- 1D
- -0.02%
- 1M
- -0.37%
- YTD
- 2.24%
- 6M
- 2.20%
- 1Y
- 5.40%
- 3Y*
- 5.76%
- 5Y*
- 4.31%
- 10Y*
- 3.22%
NTSX
- 1D
- -0.25%
- 1M
- -1.39%
- YTD
- 6.42%
- 6M
- 4.81%
- 1Y
- 19.46%
- 3Y*
- 18.28%
- 5Y*
- 8.80%
- 10Y*
- —
AGZD vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.24% | 4.35% | 6.64% | 7.15% | 1.17% | 0.69% | 0.31% | 4.65% | -0.34% |
NTSX WisdomTree U.S. Efficient Core Fund | 6.42% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
Correlation
The correlation between AGZD and NTSX is 0.08, 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 (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.09 |
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Return for Risk
AGZD vs. NTSX — Risk / Return Rank
AGZD
NTSX
AGZD vs. NTSX - 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 WisdomTree U.S. Efficient Core Fund (NTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AGZD | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 7.41 | 2.13 | +5.27 |
| Martin ratioReturn relative to average drawdown | 21.64 | 9.03 | +12.61 |
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Drawdowns
AGZD vs. NTSX - Drawdown Comparison
The maximum AGZD drawdown since its inception was -8.46%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for AGZD and NTSX.
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Drawdown Indicators
| AGZD | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.46% | -31.34% | +22.88% |
Max Drawdown (1Y)Largest decline over 1 year | -0.73% | -9.16% | +8.43% |
Max Drawdown (3Y)Largest decline over 3 years | -1.71% | -16.82% | +15.11% |
Max Drawdown (5Y)Largest decline over 5 years | -2.23% | -31.34% | +29.11% |
Max Drawdown (10Y)Largest decline over 10 years | -8.46% | — | — |
Current DrawdownCurrent decline from peak | -0.60% | -3.05% | +2.45% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -6.76% | +5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 2.16% | -1.91% |
Volatility
AGZD vs. NTSX - Volatility Comparison
The current volatility for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) is 1.04%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 5.23%. This indicates that AGZD experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGZD | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 5.23% | -4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 1.98% | 10.51% | -8.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.83% | 13.05% | -10.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.60% | 17.17% | -13.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.72% | 18.28% | -14.56% |
AGZD vs. NTSX - Expense Ratio Comparison
AGZD has a 0.23% expense ratio, which is higher than NTSX's 0.20% 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%.
Dividends
AGZD vs. NTSX - Dividend Comparison
AGZD's dividend yield for the trailing twelve months is around 4.00%, more than NTSX's 1.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 4.00% | 4.12% | 3.96% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.81% | 1.66% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.11% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AGZD and NTSX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (5.23%) compared to AGZD (1.04%). In terms of maximum drawdown, AGZD dropped -8.46% vs NTSX's -31.34%.
On 5-year performance, NTSX leads with 8.80% vs 4.31% for AGZD. On fees, NTSX is cheaper at 0.20% per year. On volatility, AGZD has been the lower-risk option at 1.04%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NTSX has performed better with a 8.80% return vs 4.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSX is cheaper with a 0.20% expense ratio, compared with 0.23% for AGZD.
AGZD has the higher dividend yield at 4.00%, compared with 1.11% for NTSX.
AGZD is categorized as Nontraditional Bonds, while NTSX is Diversified Portfolio. Their fees differ too: 0.23% for AGZD and 0.20% for NTSX.
AGZD currently has the higher Sharpe Ratio (1.92 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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