WFBIX vs. AGG
WFBIX (iShares U.S. Aggregate Bond Index Fund) and AGG (iShares Core U.S. Aggregate Bond ETF) are both funds - WFBIX is a Intermediate Core Bond fund managed by BlackRock, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Over the past 10 years, WFBIX returned 1.87%/yr vs 1.54%/yr for AGG. Their correlation of 0.86 suggests significant overlap in exposure. WFBIX charges 0.05%/yr vs 0.03%/yr for AGG.
Performance
WFBIX vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, WFBIX achieves a 0.10% return, which is significantly lower than AGG's 0.47% return. Over the past 10 years, WFBIX has outperformed AGG with an annualized return of 1.87%, while AGG has yielded a comparatively lower 1.54% annualized return.
WFBIX
- 1D
- -0.33%
- 1M
- 0.56%
- YTD
- 0.10%
- 6M
- 0.42%
- 1Y
- 4.19%
- 3Y*
- 5.22%
- 5Y*
- 0.77%
- 10Y*
- 1.87%
AGG
- 1D
- 0.08%
- 1M
- 0.61%
- YTD
- 0.47%
- 6M
- 0.55%
- 1Y
- 4.33%
- 3Y*
- 3.96%
- 5Y*
- 0.07%
- 10Y*
- 1.54%
WFBIX vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFBIX iShares U.S. Aggregate Bond Index Fund | 0.10% | 7.16% | 1.43% | 9.65% | -13.03% | -1.79% | 7.40% | 8.72% | -0.08% | 3.39% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.47% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between WFBIX and AGG is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2003 | 0.86 |
The correlation between WFBIX and AGG has been stable across timeframes, ranging from 0.86 to 0.95 - a consistent structural relationship.
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Return for Risk
WFBIX vs. AGG — Risk / Return Rank
WFBIX
AGG
WFBIX vs. AGG - Risk-Adjusted Trends 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.
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.
| WFBIX | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.57 | -0.10 |
| Martin ratioReturn relative to average drawdown | 4.11 | 4.54 | -0.42 |
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Drawdowns
WFBIX vs. AGG - Drawdown Comparison
The maximum WFBIX drawdown since its inception was -18.68%, 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.
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Drawdown Indicators
| WFBIX | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.68% | -18.43% | -0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -2.76% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -6.09% | -6.11% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.84% | -17.82% | -0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -18.68% | -18.43% | -0.25% |
Current DrawdownCurrent decline from peak | -1.82% | -1.93% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -2.71% | +0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 0.96% | +0.12% |
Volatility
WFBIX vs. AGG - Volatility Comparison
iShares U.S. Aggregate Bond Index Fund (WFBIX) has a higher volatility of 1.17% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.10%. This indicates that WFBIX's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFBIX | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 1.10% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.89% | 2.83% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.93% | 3.81% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.41% | 6.10% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.18% | 5.41% | -0.23% |
WFBIX vs. AGG - Expense Ratio Comparison
WFBIX has a 0.05% expense ratio, which is higher than AGG's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
WFBIX vs. AGG - Dividend Comparison
WFBIX's dividend yield for the trailing twelve months is around 3.92%, less than AGG's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.98% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.92% | 3.78% | 3.68% | 6.82% | 2.60% | 2.04% | 2.43% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% |
Frequently Asked Questions
With a correlation of 0.93, WFBIX and AGG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
WFBIX has higher volatility (1.17%) compared to AGG (1.10%). In terms of maximum drawdown, WFBIX dropped -18.68% vs AGG's -18.43%.
AGG currently has the higher Sharpe Ratio (1.14 vs 1.13), 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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