RMIF vs. AGZD

Last updated Jun 3, 2026

RMIF (LHA Risk-Managed Income ETF) and AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) are both exchange-traded funds - RMIF is a Multisector Bonds fund actively managed by Little Harbor Advisors, while AGZD is a Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. RMIF is actively managed, while AGZD is passively managed. Over the past year, RMIF returned 3.22% vs 5.26% for AGZD. At a 0.03 correlation, their price movements are largely independent. RMIF charges 1.38%/yr vs 0.23%/yr for AGZD.

Performance

RMIF vs. AGZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LHA Risk-Managed Income ETF (RMIF) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RMIF achieves a -0.73% return, which is significantly lower than AGZD's 2.22% return.

RMIF

• 1D: 0.08%
• 1M: 0.22%
• YTD: -0.73%
• 6M: -0.26%
• 1Y: 3.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AGZD

• 1D: -0.18%
• 1M: 0.67%
• YTD: 2.22%
• 6M: 2.64%
• 1Y: 5.26%
• 3Y*: 6.02%
• 5Y*: 4.32%
• 10Y*: 3.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RMIF vs. AGZD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RMIF LHA Risk-Managed Income ETF	-0.73%	4.36%	7.00%	4.16%
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	2.22%	4.35%	6.64%	4.77%

Correlation

The correlation between RMIF and AGZD is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (All Time) Calculated using the full available price history since Jun 12, 2023	0.03

Return for Risk

RMIF vs. AGZD — Risk / Return Rank

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

RMIF

RMIF Risk / Return Rank: 31
RMIF Sharpe Ratio Rank: 33
RMIF Sortino Ratio Rank: 33
RMIF Omega Ratio Rank: 34
RMIF Calmar Ratio Rank: 27
RMIF Martin Ratio Rank: 26

AGZD

AGZD Risk / Return Rank: 69
AGZD Sharpe Ratio Rank: 53
AGZD Sortino Ratio Rank: 56
AGZD Omega Ratio Rank: 58
AGZD Calmar Ratio Rank: 92
AGZD Martin Ratio Rank: 87

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.

RMIF vs. AGZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LHA Risk-Managed Income ETF (RMIF) 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.

	RMIF	AGZD	Difference
Sharpe ratio Return per unit of total volatility	1.23	1.83	-0.59
Sortino ratio Return per unit of downside risk	1.79	2.71	-0.92
Omega ratio Gain probability vs. loss probability	1.23	1.36	-0.13
Calmar ratio Return relative to maximum drawdown	1.35	6.09	-4.74
Martin ratio Return relative to average drawdown	3.76	19.08	-15.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RMIF vs. AGZD - Sharpe Ratio Comparison

The current RMIF Sharpe Ratio is 1.23, which is lower than the AGZD Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of RMIF and AGZD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RMIF	AGZD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	1.83	-0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.21	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.85	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.92	0.64	+1.27

Drawdowns

RMIF vs. AGZD - Drawdown Comparison

The maximum RMIF drawdown since its inception was -3.01%, smaller than the maximum AGZD drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for RMIF and AGZD.

Drawdown Indicators

	RMIF	AGZD	Difference
Max Drawdown Largest peak-to-trough decline	-3.01%	-8.46%	+5.45%
Max Drawdown (1Y) Largest decline over 1 year	-2.37%	-0.87%	-1.50%
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 Drawdown Current decline from peak	-1.19%	-0.39%	-0.80%
Average Drawdown Average peak-to-trough decline	-0.38%	-0.77%	+0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	0.28%	+0.57%

Volatility

RMIF vs. AGZD - Volatility Comparison

The current volatility for LHA Risk-Managed Income ETF (RMIF) is 0.74%, while WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) has a volatility of 1.03%. This indicates that RMIF experiences smaller price fluctuations and is considered to be less risky than AGZD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RMIF	AGZD	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.74%	1.03%	-0.29%
Volatility (6M) Calculated over the trailing 6-month period	1.99%	1.99%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	2.62%	2.89%	-0.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.59%	3.59%	-1.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.59%	3.72%	-1.13%

RMIF vs. AGZD - Expense Ratio Comparison

RMIF has a 1.38% expense ratio, which is higher than AGZD's 0.23% expense ratio.

Dividends

RMIF vs. AGZD - Dividend Comparison

RMIF's dividend yield for the trailing twelve months is around 5.29%, more than AGZD's 3.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	3.99%	4.12%	3.96%	6.07%	8.61%	1.66%	2.28%	2.83%	2.62%	2.31%	1.81%	1.66%
RMIF LHA Risk-Managed Income ETF	5.29%	5.70%	6.61%	3.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RMIF and AGZD in my portfolio?

RMIF and AGZD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RMIF or AGZD?

AGZD has higher volatility (1.03%) compared to RMIF (0.74%). In terms of maximum drawdown, RMIF dropped -3.01% vs AGZD's -8.46%.

Which ETF is better, RMIF or AGZD?

On 1-year performance, AGZD leads with 5.26% vs 3.22% for RMIF. On fees, AGZD is cheaper at 0.23% per year. On volatility, RMIF has been the lower-risk option at 0.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RMIF or AGZD?

Over the 1-year period, AGZD has performed better with a 5.26% return vs 3.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RMIF or AGZD?

AGZD is cheaper with a 0.23% expense ratio, compared with 1.38% for RMIF.

Which ETF pays a higher dividend yield, RMIF or AGZD?

RMIF has the higher dividend yield at 5.29%, compared with 3.99% for AGZD.

What is the main difference between RMIF and AGZD?

RMIF is categorized as Multisector Bonds, while AGZD is Nontraditional Bonds. They also come from different issuers: Little Harbor Advisors and WisdomTree. Their fees differ too: 1.38% for RMIF and 0.23% for AGZD.

Which has better risk-adjusted returns?

AGZD currently has the higher Sharpe Ratio (1.83 vs 1.23), 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.