AGZD vs. VOO
Compare and contrast key facts about WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) and Vanguard S&P 500 ETF (VOO).
AGZD and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both AGZD and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGZD or VOO.
Performance
AGZD vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, AGZD achieves a 6.19% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, AGZD has underperformed VOO with an annualized return of 2.56%, while VOO has yielded a comparatively higher 13.12% annualized return.
AGZD
6.19%
1.14%
3.30%
7.84%
3.21%
2.56%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| AGZD | VOO | |
|---|---|---|
| Sharpe Ratio | 2.01 | 2.64 |
| Sortino Ratio | 3.14 | 3.53 |
| Omega Ratio | 1.37 | 1.49 |
| Calmar Ratio | 10.22 | 3.81 |
| Martin Ratio | 30.92 | 17.34 |
| Ulcer Index | 0.25% | 1.86% |
| Daily Std Dev | 3.89% | 12.20% |
| Max Drawdown | -8.45% | -33.99% |
| Current Drawdown | 0.00% | -2.16% |
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AGZD vs. VOO - Expense Ratio Comparison
AGZD has a 0.23% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between AGZD and VOO is 0.11, 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.
Risk-Adjusted Performance
AGZD vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
AGZD vs. VOO - Dividend Comparison
AGZD's dividend yield for the trailing twelve months is around 6.24%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 6.24% | 6.07% | 8.61% | 1.66% | 2.29% | 2.83% | 2.62% | 2.35% | 1.95% | 2.37% | 1.69% | 0.05% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
AGZD vs. VOO - Drawdown Comparison
The maximum AGZD drawdown since its inception was -8.45%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AGZD and VOO. For additional features, visit the drawdowns tool.
Volatility
AGZD vs. VOO - Volatility Comparison
The current volatility for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) is 0.95%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that AGZD experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.