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QDIBX vs. WFBIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDIBX vs. WFBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) and iShares U.S. Aggregate Bond Index Fund (WFBIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDIBX achieves a 0.11% return, which is significantly lower than WFBIX's 0.43% return.


QDIBX

1D
0.11%
1M
0.79%
YTD
0.11%
6M
0.34%
1Y
4.19%
3Y*
4.47%
5Y*
0.04%
10Y*

WFBIX

1D
0.22%
1M
0.89%
YTD
0.43%
6M
0.76%
1Y
4.76%
3Y*
5.37%
5Y*
0.78%
10Y*
1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDIBX vs. WFBIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QDIBX
Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans
0.11%7.72%1.66%6.71%-14.11%-0.17%6.77%-0.10%
WFBIX
iShares U.S. Aggregate Bond Index Fund
0.43%7.16%1.43%9.65%-13.03%-1.79%7.40%0.29%

Correlation

The correlation between QDIBX and WFBIX is 0.89, 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

0.89

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 Dec 13, 2019

0.89

The correlation between QDIBX and WFBIX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

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Return for Risk

QDIBX vs. WFBIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDIBX
QDIBX Risk / Return Rank: 1818
Overall Rank
QDIBX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
QDIBX Sortino Ratio Rank: 2020
Sortino Ratio Rank
QDIBX Omega Ratio Rank: 1818
Omega Ratio Rank
QDIBX Calmar Ratio Rank: 1818
Calmar Ratio Rank
QDIBX Martin Ratio Rank: 1616
Martin Ratio Rank

WFBIX
WFBIX Risk / Return Rank: 2121
Overall Rank
WFBIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WFBIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
WFBIX Omega Ratio Rank: 2020
Omega Ratio Rank
WFBIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
WFBIX Martin Ratio Rank: 1919
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.

QDIBX vs. WFBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) 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.

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.


QDIBXWFBIXDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.21

1.22

-0.01

Calmar ratioReturn relative to maximum drawdown

1.46

1.59

-0.13

Martin ratioReturn relative to average drawdown

4.09

4.46

-0.37

QDIBX vs. WFBIX - Sharpe Ratio Comparison

The current QDIBX Sharpe Ratio is 1.16, which is comparable to the WFBIX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of QDIBX and WFBIX, 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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Drawdowns

QDIBX vs. WFBIX - Drawdown Comparison

The maximum QDIBX drawdown since its inception was -19.63%, which is greater than WFBIX's maximum drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for QDIBX and WFBIX.


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Drawdown Indicators


QDIBXWFBIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.63%

-18.68%

-0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-3.02%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.37%

-6.09%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-19.63%

-17.84%

-1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-18.68%

Current Drawdown

Current decline from peak

-1.65%

-1.50%

-0.15%

Average Drawdown

Average peak-to-trough decline

-6.35%

-2.26%

-4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.07%

-0.01%

Volatility

QDIBX vs. WFBIX - Volatility Comparison

The current volatility for Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) is 1.01%, while iShares U.S. Aggregate Bond Index Fund (WFBIX) has a volatility of 1.22%. This indicates that QDIBX experiences smaller price fluctuations and is considered to be less risky than WFBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDIBXWFBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

1.22%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

2.87%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

3.91%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.59%

6.41%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.25%

5.17%

+1.08%

QDIBX vs. WFBIX - Expense Ratio Comparison

QDIBX has a 0.03% expense ratio, which is lower than WFBIX's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QDIBX vs. WFBIX - Dividend Comparison

QDIBX's dividend yield for the trailing twelve months is around 3.49%, less than WFBIX's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
QDIBX
Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans
3.49%3.50%3.55%3.65%2.51%1.80%3.25%0.00%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


QDIBX and WFBIX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WFBIX has higher volatility (1.22%) compared to QDIBX (1.01%). In terms of maximum drawdown, QDIBX dropped -19.63% vs WFBIX's -18.68%.

WFBIX currently has the higher Sharpe Ratio (1.22 vs 1.16), 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.

Portfolio Optimizer

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