MBSF vs. AGZD
MBSF (Regan Floating Rate MBS ETF) and AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) are both exchange-traded funds - MBSF is a Bank Loan fund actively managed by Regan, while AGZD is a Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. MBSF is actively managed, while AGZD is passively managed. Over the past year, MBSF returned 5.30% vs 5.51% for AGZD. Their -0.12 correlation means they have often moved in opposite directions in the past. MBSF charges 0.49%/yr vs 0.23%/yr for AGZD.
Performance
MBSF vs. AGZD - Performance Comparison
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Returns By Period
In the year-to-date period, MBSF achieves a 2.30% return, which is significantly lower than AGZD's 2.83% return.
MBSF
- 1D
- -0.13%
- 1M
- 0.25%
- 6M
- 1.88%
- YTD
- 2.30%
- 1Y
- 5.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.74%
AGZD
- 1D
- 0.24%
- 1M
- 0.50%
- 6M
- 2.10%
- YTD
- 2.83%
- 1Y
- 5.51%
- 3Y*
- 5.64%
- 5Y*
- 4.44%
- 10Y*
- 3.25%
- ALL TIME*
- 2.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.75M | $1.75M | $1.43M | |
| $1.54M | $1.34M | $1.61M |
MBSF vs. AGZD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MBSF Regan Floating Rate MBS ETF | 2.30% | 5.85% | 5.71% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.83% | 4.35% | 5.53% |
Correlation
The correlation between MBSF and AGZD is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.09 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2024 | -0.12 |
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Return for Risk
MBSF vs. AGZD — Risk / Return Rank
MBSF
AGZD
MBSF vs. AGZD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Regan Floating Rate MBS ETF (MBSF) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD). 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.
| MBSF | AGZD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.39 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 6.25 | 7.43 | -1.18 |
| Martin ratioReturn relative to average drawdown | 19.49 | 21.25 | -1.76 |
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Drawdowns
MBSF vs. AGZD - Drawdown Comparison
The maximum MBSF drawdown since its inception was -0.97%, smaller than the maximum AGZD drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for MBSF and AGZD.
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Drawdown Indicators
| MBSF | AGZD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.97% | -8.46% | +7.49% |
Max Drawdown (1Y)Largest decline over 1 year | -0.79% | -0.73% | -0.06% |
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 | -0.13% | -0.03% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -0.22% | -0.77% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 0.26% | 0.00% |
Volatility
MBSF vs. AGZD - Volatility Comparison
Regan Floating Rate MBS ETF (MBSF) has a higher volatility of 0.62% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 0.42%. This indicates that MBSF's price experiences larger fluctuations and is considered to be riskier than AGZD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MBSF | AGZD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.62% | 0.42% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 2.07% | 1.87% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.85% | 2.69% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.26% | 3.60% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.26% | 3.68% | -0.42% |
MBSF vs. AGZD - Expense Ratio Comparison
MBSF has a 0.49% expense ratio, which is higher than AGZD's 0.23% expense ratio.
Dividends
MBSF vs. AGZD - Dividend Comparison
MBSF's dividend yield for the trailing twelve months is around 4.43%, more than AGZD's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 3.97% | 4.12% | 3.96% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.81% | 1.66% |
MBSF Regan Floating Rate MBS ETF | 4.43% | 4.71% | 4.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MBSF and AGZD have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MBSF has higher volatility (0.62%) compared to AGZD (0.42%). In terms of maximum drawdown, MBSF dropped -0.97% vs AGZD's -8.46%.
On 1-year performance, AGZD leads with 5.51% vs 5.30% for MBSF. On fees, AGZD is cheaper at 0.23% per year. On volatility, AGZD has been the lower-risk option at 0.42%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AGZD has performed better with a 5.51% return vs 5.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGZD is cheaper with a 0.23% expense ratio, compared with 0.49% for MBSF.
MBSF has the higher dividend yield at 4.43%, compared with 3.97% for AGZD.
MBSF is categorized as Bank Loan, while AGZD is Nontraditional Bonds. They also come from different issuers: Regan and WisdomTree. Their fees differ too: 0.49% for MBSF and 0.23% for AGZD.
AGZD currently has the higher Sharpe Ratio (2.02 vs 1.74), 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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