WFBIX vs. AGG
Compare and contrast key facts about iShares U.S. Aggregate Bond Index Fund (WFBIX) and iShares Core U.S. Aggregate Bond ETF (AGG).
WFBIX is managed by Blackrock. It was launched on Jul 2, 1993. AGG is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Sep 22, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WFBIX or AGG.
Key characteristics
| WFBIX | AGG | |
|---|---|---|
| YTD Return | 2.28% | 2.35% |
| 1Y Return | 11.37% | 11.38% |
| 3Y Return (Ann) | -1.93% | -1.90% |
| 5Y Return (Ann) | -0.03% | -0.09% |
| 10Y Return (Ann) | 1.47% | 1.49% |
| Sharpe Ratio | 1.94 | 1.93 |
| Sortino Ratio | 2.88 | 2.83 |
| Omega Ratio | 1.35 | 1.34 |
| Calmar Ratio | 0.67 | 0.68 |
| Martin Ratio | 7.96 | 8.02 |
| Ulcer Index | 1.48% | 1.47% |
| Daily Std Dev | 6.08% | 6.13% |
| Max Drawdown | -18.35% | -18.43% |
| Current Drawdown | -7.95% | -8.00% |
Correlation
The correlation between WFBIX and AGG is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
WFBIX vs. AGG - Performance Comparison
The year-to-date returns for both investments are quite close, with WFBIX having a 2.28% return and AGG slightly higher at 2.35%. Both investments have delivered pretty close results over the past 10 years, with WFBIX having a 1.47% annualized return and AGG not far ahead at 1.49%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WFBIX vs. AGG - Expense Ratio Comparison
Both WFBIX and AGG have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
WFBIX vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index Fund (WFBIX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
Dividends
WFBIX vs. AGG - Dividend Comparison
WFBIX's dividend yield for the trailing twelve months is around 3.51%, less than AGG's 3.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.51% | 3.16% | 2.60% | 2.23% | 2.65% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% | 2.56% | 5.61% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.88% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
Drawdowns
WFBIX vs. AGG - Drawdown Comparison
The maximum WFBIX drawdown since its inception was -18.35%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for WFBIX and AGG. For additional features, visit the drawdowns tool.
Volatility
WFBIX vs. AGG - Volatility Comparison
iShares U.S. Aggregate Bond Index Fund (WFBIX) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.42% and 1.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.