HOIBX vs. WFBIX
HOIBX (Homestead Intermediate Bond Fund) and WFBIX (iShares U.S. Aggregate Bond Index Fund) are both Intermediate Core Bond funds. Over the past 5 years, HOIBX returned 0.03%/yr vs 0.99%/yr for WFBIX. Their correlation of 0.92 suggests significant overlap in exposure. HOIBX charges 0.81%/yr vs 0.05%/yr for WFBIX.
Performance
HOIBX vs. WFBIX - Performance Comparison
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Returns By Period
In the year-to-date period, HOIBX achieves a 0.20% return, which is significantly lower than WFBIX's 0.43% return.
HOIBX
- 1D
- 0.00%
- 1M
- 0.53%
- YTD
- 0.20%
- 6M
- 0.07%
- 1Y
- 5.10%
- 3Y*
- 3.91%
- 5Y*
- 0.03%
- 10Y*
- —
WFBIX
- 1D
- 0.00%
- 1M
- 0.45%
- YTD
- 0.43%
- 6M
- 0.32%
- 1Y
- 5.35%
- 3Y*
- 5.33%
- 5Y*
- 0.99%
- 10Y*
- 1.96%
HOIBX vs. WFBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HOIBX Homestead Intermediate Bond Fund | 0.20% | 6.55% | 1.69% | 5.75% | -13.38% | -1.13% | 8.70% | 4.68% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 0.43% | 7.16% | 1.43% | 9.65% | -13.03% | -1.79% | 7.40% | 5.30% |
Correlation
The correlation between HOIBX and WFBIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.92 |
The correlation between HOIBX and WFBIX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
HOIBX vs. WFBIX — Risk / Return Rank
HOIBX
WFBIX
HOIBX vs. WFBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Homestead Intermediate Bond Fund (HOIBX) and iShares U.S. Aggregate Bond Index Fund (WFBIX). 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.
| HOIBX | WFBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.78 | -0.09 |
| Martin ratioReturn relative to average drawdown | 4.90 | 5.34 | -0.44 |
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
| HOIBX | WFBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.36 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.16 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.94 | -0.66 |
Drawdowns
HOIBX vs. WFBIX - Drawdown Comparison
The maximum HOIBX drawdown since its inception was -18.15%, roughly equal to the maximum WFBIX drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for HOIBX and WFBIX.
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Drawdown Indicators
| HOIBX | WFBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.15% | -18.68% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -3.03% | -3.02% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -5.97% | -6.09% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -18.15% | -17.84% | -0.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.68% | — |
Current DrawdownCurrent decline from peak | -2.08% | -1.50% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -2.26% | -3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 1.00% | +0.04% |
Volatility
HOIBX vs. WFBIX - Volatility Comparison
Homestead Intermediate Bond Fund (HOIBX) and iShares U.S. Aggregate Bond Index Fund (WFBIX) have volatilities of 1.38% and 1.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HOIBX | WFBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 1.34% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.96% | 2.83% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.09% | 3.97% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.93% | 6.40% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.54% | 5.17% | +0.37% |
HOIBX vs. WFBIX - Expense Ratio Comparison
HOIBX has a 0.81% expense ratio, which is higher than WFBIX's 0.05% expense ratio.
Dividends
HOIBX vs. WFBIX - Dividend Comparison
HOIBX's dividend yield for the trailing twelve months is around 3.68%, less than WFBIX's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HOIBX Homestead Intermediate Bond Fund | 3.68% | 3.68% | 3.68% | 2.67% | 2.15% | 1.30% | 3.02% | 2.01% | 0.00% | 0.00% | 0.00% | 0.00% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.91% | 3.78% | 3.68% | 6.82% | 2.60% | 2.04% | 2.43% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% |
Frequently Asked Questions
With a correlation of 0.90, HOIBX and WFBIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
HOIBX has higher volatility (1.38%) compared to WFBIX (1.34%). In terms of maximum drawdown, HOIBX dropped -18.15% vs WFBIX's -18.68%.
WFBIX currently has the higher Sharpe Ratio (1.36 vs 1.26), 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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