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AGZD vs. VBIPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGZD vs. VBIPX - 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 Vanguard Short-Term Bond Index Fund Institutional Plus (VBIPX). 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 VBIPX's 0.22% return. Over the past 10 years, AGZD has outperformed VBIPX with an annualized return of 3.21%, while VBIPX has yielded a comparatively lower 1.89% annualized 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%

VBIPX

1D
-0.10%
1M
-0.04%
YTD
0.22%
6M
0.56%
1Y
3.46%
3Y*
4.33%
5Y*
1.51%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGZD vs. VBIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
2.38%4.35%6.64%7.15%1.17%0.69%0.31%4.65%0.18%2.62%
VBIPX
Vanguard Short-Term Bond Index Fund Institutional Plus
0.22%6.12%3.78%4.45%-5.68%-1.17%4.73%4.89%1.38%1.21%

Correlation

The correlation between AGZD and VBIPX is 0.01, 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

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

-0.10

Correlation (5Y)
Calculated over the trailing 5-year period

-0.19

Correlation (10Y)
Calculated over the trailing 10-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2013

-0.14

The correlation between AGZD and VBIPX shifts across timeframes, from -0.19 (5 years) to 0.01 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AGZD vs. VBIPX — 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

VBIPX
VBIPX Risk / Return Rank: 3838
Overall Rank
VBIPX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VBIPX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VBIPX Omega Ratio Rank: 3737
Omega Ratio Rank
VBIPX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VBIPX Martin Ratio Rank: 3535
Martin Ratio Rank
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. VBIPX - 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 Vanguard Short-Term Bond Index Fund Institutional Plus (VBIPX). 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.


AGZDVBIPXDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.37

1.32

+0.05

Calmar ratioReturn relative to maximum drawdown

6.22

2.39

+3.83

Martin ratioReturn relative to average drawdown

19.58

7.79

+11.79

AGZD vs. VBIPX - Sharpe Ratio Comparison

The current AGZD Sharpe Ratio is 1.87, which is comparable to the VBIPX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of AGZD and VBIPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AGZDVBIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.63

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

0.51

+0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.79

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.79

-0.14

Drawdowns

AGZD vs. VBIPX - Drawdown Comparison

The maximum AGZD drawdown since its inception was -8.46%, roughly equal to the maximum VBIPX drawdown of -8.72%. Use the drawdown chart below to compare losses from any high point for AGZD and VBIPX.


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Drawdown Indicators


AGZDVBIPXDifference

Max Drawdown

Largest peak-to-trough decline

-8.46%

-8.72%

+0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-1.54%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-1.71%

-1.54%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-2.23%

-8.69%

+6.46%

Max Drawdown (10Y)

Largest decline over 10 years

-8.46%

-8.72%

+0.26%

Current Drawdown

Current decline from peak

-0.24%

-0.72%

+0.48%

Average Drawdown

Average peak-to-trough decline

-0.77%

-1.19%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.47%

-0.19%

Volatility

AGZD vs. VBIPX - Volatility Comparison

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) has a higher volatility of 1.01% compared to Vanguard Short-Term Bond Index Fund Institutional Plus (VBIPX) at 0.68%. This indicates that AGZD's price experiences larger fluctuations and is considered to be riskier than VBIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGZDVBIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.68%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

1.60%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

2.89%

2.26%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.59%

2.96%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

2.40%

+1.32%

AGZD vs. VBIPX - Expense Ratio Comparison

AGZD has a 0.23% expense ratio, which is higher than VBIPX's 0.04% 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. VBIPX - Dividend Comparison

AGZD's dividend yield for the trailing twelve months is around 3.98%, less than VBIPX's 4.03% 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%
VBIPX
Vanguard Short-Term Bond Index Fund Institutional Plus
4.03%3.86%3.40%2.01%1.40%1.26%1.82%2.27%2.04%1.69%1.53%1.46%

Frequently Asked Questions


AGZD and VBIPX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGZD has higher volatility (1.01%) compared to VBIPX (0.68%). In terms of maximum drawdown, AGZD dropped -8.46% vs VBIPX's -8.72%.

AGZD currently has the higher Sharpe Ratio (1.87 vs 1.63), 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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