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SSFI vs. AGZD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSFI vs. AGZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD). The values are adjusted to include any dividend payments, if applicable.

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SSFI vs. AGZD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SSFI
Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF
-0.10%6.62%1.10%4.26%-12.82%0.75%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
1.07%4.35%6.64%7.15%1.17%-0.11%

Returns By Period

In the year-to-date period, SSFI achieves a -0.10% return, which is significantly lower than AGZD's 1.07% return.


SSFI

1D
0.02%
1M
-1.18%
YTD
-0.10%
6M
0.38%
1Y
3.24%
3Y*
2.93%
5Y*
10Y*

AGZD

1D
-0.17%
1M
0.89%
YTD
1.07%
6M
2.46%
1Y
5.39%
3Y*
6.07%
5Y*
4.09%
10Y*
3.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSFI vs. AGZD - Expense Ratio Comparison

SSFI has a 0.81% expense ratio, which is higher than AGZD's 0.23% expense ratio.


Return for Risk

SSFI vs. AGZD — Risk / Return Rank

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

SSFI
SSFI Risk / Return Rank: 3535
Overall Rank
SSFI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SSFI Sortino Ratio Rank: 3131
Sortino Ratio Rank
SSFI Omega Ratio Rank: 2828
Omega Ratio Rank
SSFI Calmar Ratio Rank: 4545
Calmar Ratio Rank
SSFI Martin Ratio Rank: 3434
Martin Ratio Rank

AGZD
AGZD Risk / Return Rank: 8787
Overall Rank
AGZD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
AGZD Sortino Ratio Rank: 8686
Sortino Ratio Rank
AGZD Omega Ratio Rank: 8080
Omega Ratio Rank
AGZD Calmar Ratio Rank: 9595
Calmar Ratio Rank
AGZD Martin Ratio Rank: 9393
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.

SSFI vs. AGZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) 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.


SSFIAGZDDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.58

-0.86

Sortino ratio

Return per unit of downside risk

1.01

2.36

-1.35

Omega ratio

Gain probability vs. loss probability

1.13

1.32

-0.19

Calmar ratio

Return relative to maximum drawdown

1.39

4.31

-2.92

Martin ratio

Return relative to average drawdown

3.79

14.52

-10.73

SSFI vs. AGZD - Sharpe Ratio Comparison

The current SSFI Sharpe Ratio is 0.71, which is lower than the AGZD Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of SSFI and AGZD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSFIAGZDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.58

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.63

-0.68

Correlation

The correlation between SSFI and AGZD is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SSFI vs. AGZD - Dividend Comparison

SSFI's dividend yield for the trailing twelve months is around 3.38%, less than AGZD's 4.07% yield.


TTM20252024202320222021202020192018201720162015
SSFI
Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF
3.38%3.51%3.64%3.97%1.87%0.71%0.00%0.00%0.00%0.00%0.00%0.00%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
4.07%4.12%3.96%6.07%8.61%1.66%2.28%2.83%2.62%2.31%1.81%1.66%

Drawdowns

SSFI vs. AGZD - Drawdown Comparison

The maximum SSFI drawdown since its inception was -16.07%, which is greater than AGZD's maximum drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for SSFI and AGZD.


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Drawdown Indicators


SSFIAGZDDifference

Max Drawdown

Largest peak-to-trough decline

-16.07%

-8.46%

-7.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-1.14%

-1.47%

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

-2.55%

-0.17%

-2.38%

Average Drawdown

Average peak-to-trough decline

-7.77%

-0.78%

-6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.34%

+0.62%

Volatility

SSFI vs. AGZD - Volatility Comparison

Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) has a higher volatility of 1.60% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 0.74%. This indicates that SSFI'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


SSFIAGZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

0.74%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

2.06%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

4.58%

3.47%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

3.56%

+2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.81%

3.79%

+2.02%