SEIX vs. AGZD
Compare and contrast key facts about Virtus Seix Senior Loan ETF (SEIX) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD).
SEIX and AGZD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SEIX is an actively managed fund by Virtus Investment Partners. It was launched on Apr 24, 2019. AGZD is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. It was launched on Dec 18, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEIX or AGZD.
Performance
SEIX vs. AGZD - Performance Comparison
Returns By Period
In the year-to-date period, SEIX achieves a 7.16% return, which is significantly higher than AGZD's 5.86% return.
SEIX
7.16%
0.51%
3.94%
9.00%
5.63%
N/A
AGZD
5.86%
0.83%
3.12%
7.21%
3.15%
2.51%
Key characteristics
| SEIX | AGZD | |
|---|---|---|
| Sharpe Ratio | 3.72 | 1.90 |
| Sortino Ratio | 5.38 | 2.94 |
| Omega Ratio | 2.13 | 1.35 |
| Calmar Ratio | 7.44 | 9.78 |
| Martin Ratio | 25.51 | 29.26 |
| Ulcer Index | 0.36% | 0.26% |
| Daily Std Dev | 2.48% | 3.94% |
| Max Drawdown | -17.51% | -8.45% |
| Current Drawdown | -0.04% | -0.31% |
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SEIX vs. AGZD - Expense Ratio Comparison
SEIX has a 0.57% expense ratio, which is higher than AGZD's 0.23% expense ratio.
Correlation
The correlation between SEIX and AGZD is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
SEIX vs. AGZD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Seix Senior Loan ETF (SEIX) 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.
Dividends
SEIX vs. AGZD - Dividend Comparison
SEIX's dividend yield for the trailing twelve months is around 7.71%, more than AGZD's 6.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEIX Virtus Seix Senior Loan ETF | 7.71% | 8.75% | 5.75% | 4.16% | 3.76% | 3.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 6.25% | 6.07% | 8.61% | 1.66% | 2.29% | 2.83% | 2.62% | 2.35% | 1.95% | 2.37% | 1.69% | 0.05% |
Drawdowns
SEIX vs. AGZD - Drawdown Comparison
The maximum SEIX drawdown since its inception was -17.51%, which is greater than AGZD's maximum drawdown of -8.45%. Use the drawdown chart below to compare losses from any high point for SEIX and AGZD. For additional features, visit the drawdowns tool.
Volatility
SEIX vs. AGZD - Volatility Comparison
The current volatility for Virtus Seix Senior Loan ETF (SEIX) is 0.27%, while WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) has a volatility of 1.11%. This indicates that SEIX 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.