SSFI vs. AGZD
SSFI (Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF) and AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) are both Nontraditional Bonds funds. SSFI is actively managed, while AGZD is passively managed. Over the past 3 years, SSFI returned 3.18%/yr vs 6.02%/yr for AGZD. At a correlation of -0.13, they often move in opposite directions. SSFI charges 0.81%/yr vs 0.23%/yr for AGZD.
Performance
SSFI vs. AGZD - Performance Comparison
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Returns By Period
In the year-to-date period, SSFI achieves a 0.20% return, which is significantly lower than AGZD's 2.22% return.
SSFI
- 1D
- -0.29%
- 1M
- 0.40%
- YTD
- 0.20%
- 6M
- -0.02%
- 1Y
- 4.52%
- 3Y*
- 3.18%
- 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%
SSFI vs. AGZD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SSFI Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF | 0.20% | 6.62% | 1.10% | 4.26% | -12.82% | 0.75% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.22% | 4.35% | 6.64% | 7.15% | 1.17% | -0.11% |
Correlation
The correlation between SSFI and AGZD is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2021 | -0.13 |
The correlation between SSFI and AGZD shifts across timeframes, from -0.13 (all time) to 0.06 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SSFI vs. AGZD — Risk / Return Rank
SSFI
AGZD
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.
| SSFI | AGZD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.36 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 6.09 | -4.37 |
| Martin ratioReturn relative to average drawdown | 5.48 | 19.08 | -13.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSFI | AGZD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.83 | -0.68 |
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 | -0.04 | 0.64 | -0.68 |
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
| SSFI | AGZD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.07% | -8.46% | -7.61% |
Max Drawdown (1Y)Largest decline over 1 year | -2.64% | -0.87% | -1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -6.72% | -1.71% | -5.01% |
Max Drawdown (5Y)Largest decline over 5 years | — | -2.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.46% | — |
Current DrawdownCurrent decline from peak | -2.27% | -0.39% | -1.88% |
Average DrawdownAverage peak-to-trough decline | -7.57% | -0.77% | -6.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 0.28% | +0.55% |
Volatility
SSFI vs. AGZD - Volatility Comparison
Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) has a higher volatility of 1.43% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 1.03%. 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
| SSFI | AGZD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 1.03% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 2.73% | 1.99% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.96% | 2.89% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.76% | 3.59% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.76% | 3.72% | +2.04% |
SSFI vs. AGZD - Expense Ratio Comparison
SSFI has a 0.81% expense ratio, which is higher than AGZD's 0.23% expense ratio.
Dividends
SSFI vs. AGZD - Dividend Comparison
SSFI's dividend yield for the trailing twelve months is around 3.37%, less 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% |
SSFI Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF | 3.37% | 3.51% | 3.64% | 3.97% | 1.87% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SSFI and AGZD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSFI has higher volatility (1.43%) compared to AGZD (1.03%). In terms of maximum drawdown, SSFI dropped -16.07% vs AGZD's -8.46%.
On 3-year performance, AGZD leads with 6.02% vs 3.18% for SSFI. On fees, AGZD is cheaper at 0.23% per year. On volatility, AGZD has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, AGZD has performed better with a 6.02% return vs 3.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGZD is cheaper with a 0.23% expense ratio, compared with 0.81% for SSFI.
AGZD has the higher dividend yield at 3.99%, compared with 3.37% for SSFI.
They also come from different issuers: Day Hagan and WisdomTree. Their fees differ too: 0.81% for SSFI and 0.23% for AGZD.
AGZD currently has the higher Sharpe Ratio (1.83 vs 1.15), 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.
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