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TMH vs. AGZD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMH vs. AGZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toyota Motor Corporation ADRhedged (TMH) 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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Returns By Period


TMH

1D
0.63%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

AGZD

1D
-0.02%
1M
0.09%
YTD
2.26%
6M
2.23%
1Y
5.68%
3Y*
5.78%
5Y*
4.31%
10Y*
3.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMH vs. AGZD - Yearly Performance Comparison


Correlation

The correlation between TMH and AGZD is -0.33, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 28, 2026

-0.33

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Return for Risk

TMH vs. AGZD — Risk / Return Rank

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

TMH

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


AGZD
AGZD Risk / Return Rank: 8282
Overall Rank
AGZD Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AGZD Sortino Ratio Rank: 7575
Sortino Ratio Rank
AGZD Omega Ratio Rank: 7575
Omega Ratio Rank
AGZD Calmar Ratio Rank: 9696
Calmar Ratio Rank
AGZD Martin Ratio Rank: 9494
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.

TMH vs. AGZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation ADRhedged (TMH) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TMHAGZDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

7.80

Martin ratioReturn relative to average drawdown

22.95

TMH vs. AGZD - Sharpe Ratio Comparison


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Drawdowns

TMH vs. AGZD - Drawdown Comparison

The maximum TMH drawdown since its inception was -10.20%, which is greater than AGZD's maximum drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for TMH and AGZD.


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Drawdown Indicators


TMHAGZDDifference

Max Drawdown

Largest peak-to-trough decline

-10.20%

-8.46%

-1.74%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

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

-9.63%

-0.58%

-9.05%

Average Drawdown

Average peak-to-trough decline

-5.98%

-0.77%

-5.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

Volatility

TMH vs. AGZD - Volatility Comparison


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Volatility by Period


TMHAGZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

25.57%

2.83%

+22.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.57%

3.60%

+21.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.57%

3.72%

+21.85%

TMH vs. AGZD - Expense Ratio Comparison

TMH has a 0.19% expense ratio, which is lower than AGZD's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TMH vs. AGZD - Dividend Comparison

TMH's dividend yield for the trailing twelve months is around 5.24%, more than AGZD's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TMH
Toyota Motor Corporation ADRhedged
5.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TMH and AGZD have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TMH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TMH is cheaper with a 0.19% expense ratio, compared with 0.23% for AGZD.

TMH has the higher dividend yield at 5.24%, compared with 3.99% for AGZD.

TMH is categorized as Consumer Discretionary Equities, while AGZD is Nontraditional Bonds. TMH tracks Toyota Motor Corporation Local Shares Total Return, while AGZD tracks Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. They also come from different issuers: ADRhedged and WisdomTree. Their fees differ too: 0.19% for TMH and 0.23% for AGZD.

Portfolio Optimizer

Find the right allocation for TMH and AGZD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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