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VBTIX vs. WISEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBTIX vs. WISEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) and Azzad Wise Capital Fund (WISEX). The values are adjusted to include any dividend payments, if applicable.

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VBTIX vs. WISEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBTIX
Vanguard Total Bond Market Index Fund Institutional Shares
-0.49%7.18%1.27%5.75%-13.15%-1.95%7.75%8.74%-0.24%3.56%
WISEX
Azzad Wise Capital Fund
-0.75%5.29%4.53%3.90%-3.37%1.99%3.52%5.23%-0.08%2.68%

Returns By Period

In the year-to-date period, VBTIX achieves a -0.49% return, which is significantly higher than WISEX's -0.75% return. Over the past 10 years, VBTIX has underperformed WISEX with an annualized return of 1.59%, while WISEX has yielded a comparatively higher 2.30% annualized return.


VBTIX

1D
0.52%
1M
-2.23%
YTD
-0.49%
6M
0.50%
1Y
3.78%
3Y*
3.45%
5Y*
0.25%
10Y*
1.59%

WISEX

1D
0.01%
1M
-1.91%
YTD
-0.75%
6M
0.15%
1Y
2.99%
3Y*
3.89%
5Y*
2.25%
10Y*
2.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBTIX vs. WISEX - Expense Ratio Comparison

VBTIX has a 0.04% expense ratio, which is lower than WISEX's 0.89% expense ratio.


Return for Risk

VBTIX vs. WISEX — Risk / Return Rank

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

VBTIX
VBTIX Risk / Return Rank: 5656
Overall Rank
VBTIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VBTIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
VBTIX Omega Ratio Rank: 4040
Omega Ratio Rank
VBTIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
VBTIX Martin Ratio Rank: 5353
Martin Ratio Rank

WISEX
WISEX Risk / Return Rank: 8787
Overall Rank
WISEX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
WISEX Sortino Ratio Rank: 9696
Sortino Ratio Rank
WISEX Omega Ratio Rank: 9696
Omega Ratio Rank
WISEX Calmar Ratio Rank: 7171
Calmar Ratio Rank
WISEX Martin Ratio Rank: 7878
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.

VBTIX vs. WISEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) and Azzad Wise Capital Fund (WISEX). 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.


VBTIXWISEXDifference

Sharpe ratio

Return per unit of total volatility

1.00

2.39

-1.39

Sortino ratio

Return per unit of downside risk

1.45

3.45

-2.00

Omega ratio

Gain probability vs. loss probability

1.18

1.57

-0.39

Calmar ratio

Return relative to maximum drawdown

1.79

1.60

+0.18

Martin ratio

Return relative to average drawdown

5.10

7.61

-2.51

VBTIX vs. WISEX - Sharpe Ratio Comparison

The current VBTIX Sharpe Ratio is 1.00, which is lower than the WISEX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of VBTIX and WISEX, 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


VBTIXWISEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

2.39

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.00

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.00

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.00

+0.94

Correlation

The correlation between VBTIX and WISEX is 0.02, 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.


Dividends

VBTIX vs. WISEX - Dividend Comparison

VBTIX's dividend yield for the trailing twelve months is around 3.63%, which matches WISEX's 3.64% yield.


TTM20252024202320222021202020192018201720162015
VBTIX
Vanguard Total Bond Market Index Fund Institutional Shares
3.63%3.88%3.69%3.12%2.61%1.81%2.41%2.75%2.58%2.56%2.54%2.84%
WISEX
Azzad Wise Capital Fund
3.64%3.56%3.59%2.20%1.54%1.42%1.31%1.84%1.66%1.11%0.99%0.47%

Drawdowns

VBTIX vs. WISEX - Drawdown Comparison

The maximum VBTIX drawdown since its inception was -18.90%, smaller than the maximum WISEX drawdown of -98.33%. Use the drawdown chart below to compare losses from any high point for VBTIX and WISEX.


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Drawdown Indicators


VBTIXWISEXDifference

Max Drawdown

Largest peak-to-trough decline

-18.90%

-98.33%

+79.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-1.92%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

-98.33%

+80.20%

Max Drawdown (10Y)

Largest decline over 10 years

-18.90%

-98.33%

+79.43%

Current Drawdown

Current decline from peak

-3.14%

-98.27%

+95.13%

Average Drawdown

Average peak-to-trough decline

-2.32%

-7.78%

+5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.40%

+0.56%

Volatility

VBTIX vs. WISEX - Volatility Comparison

Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) has a higher volatility of 1.55% compared to Azzad Wise Capital Fund (WISEX) at 0.48%. This indicates that VBTIX's price experiences larger fluctuations and is considered to be riskier than WISEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBTIXWISEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

0.48%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

0.89%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

1.30%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.99%

2,643.77%

-2,637.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

1,869.04%

-1,864.07%