RFAYX vs. WFBIX
Compare and contrast key facts about Russell Investments Investment Grade Bond Fund (RFAYX) and iShares U.S. Aggregate Bond Index Fund (WFBIX).
RFAYX is managed by Russell. It was launched on Mar 29, 2000. WFBIX is managed by BlackRock. It was launched on Jul 2, 1993.
Performance
RFAYX vs. WFBIX - Performance Comparison
Loading graphics...
RFAYX vs. WFBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RFAYX Russell Investments Investment Grade Bond Fund | -0.40% | 7.47% | 1.57% | 4.85% | -14.80% | -1.09% | 9.10% | 9.03% | -0.56% | 3.57% |
WFBIX iShares U.S. Aggregate Bond Index Fund | -0.46% | 7.16% | 1.43% | 9.65% | -13.03% | -1.79% | 7.40% | 8.72% | -0.08% | 3.39% |
Returns By Period
In the year-to-date period, RFAYX achieves a -0.40% return, which is significantly higher than WFBIX's -0.46% return. Over the past 10 years, RFAYX has underperformed WFBIX with an annualized return of 1.62%, while WFBIX has yielded a comparatively higher 1.98% annualized return.
RFAYX
- 1D
- 0.44%
- 1M
- -2.12%
- YTD
- -0.40%
- 6M
- 0.60%
- 1Y
- 4.09%
- 3Y*
- 3.35%
- 5Y*
- -0.15%
- 10Y*
- 1.62%
WFBIX
- 1D
- 0.44%
- 1M
- -2.37%
- YTD
- -0.46%
- 6M
- 0.51%
- 1Y
- 3.81%
- 3Y*
- 4.74%
- 5Y*
- 0.97%
- 10Y*
- 1.98%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RFAYX vs. WFBIX - Expense Ratio Comparison
RFAYX has a 0.32% expense ratio, which is higher than WFBIX's 0.05% expense ratio.
Return for Risk
RFAYX vs. WFBIX — Risk / Return Rank
RFAYX
WFBIX
RFAYX vs. WFBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Investment Grade Bond Fund (RFAYX) 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.
| RFAYX | WFBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.97 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.38 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.73 | +0.01 |
Martin ratioReturn relative to average drawdown | 5.27 | 4.89 | +0.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RFAYX | WFBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.97 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.15 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.38 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.94 | -0.19 |
Correlation
The correlation between RFAYX and WFBIX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RFAYX vs. WFBIX - Dividend Comparison
RFAYX's dividend yield for the trailing twelve months is around 5.35%, more than WFBIX's 3.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RFAYX Russell Investments Investment Grade Bond Fund | 5.35% | 5.19% | 4.74% | 3.71% | 1.25% | 2.50% | 5.27% | 3.46% | 2.67% | 1.57% | 5.45% | 4.09% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.54% | 3.78% | 3.68% | 6.82% | 2.60% | 2.04% | 2.43% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% |
Drawdowns
RFAYX vs. WFBIX - Drawdown Comparison
The maximum RFAYX drawdown since its inception was -19.61%, roughly equal to the maximum WFBIX drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for RFAYX and WFBIX.
Loading graphics...
Drawdown Indicators
| RFAYX | WFBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.61% | -18.68% | -0.93% |
Max Drawdown (1Y)Largest decline over 1 year | -2.82% | -2.80% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -19.61% | -17.84% | -1.77% |
Max Drawdown (10Y)Largest decline over 10 years | -19.61% | -18.68% | -0.93% |
Current DrawdownCurrent decline from peak | -4.74% | -2.37% | -2.37% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -2.27% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.99% | -0.06% |
Volatility
RFAYX vs. WFBIX - Volatility Comparison
The current volatility for Russell Investments Investment Grade Bond Fund (RFAYX) is 1.43%, while iShares U.S. Aggregate Bond Index Fund (WFBIX) has a volatility of 1.58%. This indicates that RFAYX 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.
Loading graphics...
Volatility by Period
| RFAYX | WFBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 1.58% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.36% | 2.59% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.13% | 4.42% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.88% | 6.37% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.89% | 5.15% | -0.26% |