WDI vs. AGGH

In the year-to-date period, WDI achieves a 4.11% return, which is significantly higher than AGGH's 0.50% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WDI has a 1.73% expense ratio, which is higher than AGGH's 0.33% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Western Asset Diversified Income Fund (WDI) and Simplify Aggregate Bond ETF (AGGH). 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.

The current WDI Sharpe Ratio is 0.75, which is higher than the AGGH Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of WDI and AGGH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WDI's dividend yield for the trailing twelve months is around 12.52%, more than AGGH's 8.06% yield.

The maximum WDI drawdown since its inception was -32.45%, which is greater than AGGH's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for WDI and AGGH. For additional features, visit the drawdowns tool.

Western Asset Diversified Income Fund (WDI) has a higher volatility of 5.34% compared to Simplify Aggregate Bond ETF (AGGH) at 3.73%. This indicates that WDI's price experiences larger fluctuations and is considered to be riskier than AGGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.