WFBIX vs. BFFAX
WFBIX (iShares U.S. Aggregate Bond Index Fund) and BFFAX (American Funds The Bond Fund of America Class F-3) are both Intermediate Core Bond funds. Over the past 5 years, WFBIX returned 0.89%/yr vs 0.00%/yr for BFFAX. Their correlation of 0.93 suggests significant overlap in exposure. WFBIX charges 0.05%/yr vs 0.20%/yr for BFFAX.
Performance
WFBIX vs. BFFAX - Performance Comparison
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Returns By Period
In the year-to-date period, WFBIX achieves a 0.32% return, which is significantly higher than BFFAX's 0.15% return.
WFBIX
- 1D
- 0.11%
- 1M
- -0.22%
- YTD
- 0.32%
- 6M
- 0.54%
- 1Y
- 4.88%
- 3Y*
- 5.29%
- 5Y*
- 0.89%
- 10Y*
- 1.96%
BFFAX
- 1D
- 0.18%
- 1M
- -0.24%
- YTD
- 0.15%
- 6M
- 0.53%
- 1Y
- 4.93%
- 3Y*
- 4.01%
- 5Y*
- 0.00%
- 10Y*
- —
WFBIX vs. BFFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFBIX iShares U.S. Aggregate Bond Index Fund | 0.32% | 7.16% | 1.43% | 9.65% | -13.03% | -1.79% | 7.40% | 8.72% | -0.08% | 3.31% |
BFFAX American Funds The Bond Fund of America Class F-3 | 0.15% | 7.54% | 1.54% | 4.39% | -13.00% | -0.97% | 11.12% | 8.17% | 0.22% | 3.07% |
Correlation
The correlation between WFBIX and BFFAX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.93 |
The correlation between WFBIX and BFFAX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
WFBIX vs. BFFAX — Risk / Return Rank
WFBIX
BFFAX
WFBIX vs. BFFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index Fund (WFBIX) and American Funds The Bond Fund of America Class F-3 (BFFAX). 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.
| WFBIX | BFFAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.52 | +0.03 |
| Martin ratioReturn relative to average drawdown | 4.59 | 4.50 | +0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WFBIX | BFFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.19 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.00 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.43 | +0.51 |
Drawdowns
WFBIX vs. BFFAX - Drawdown Comparison
The maximum WFBIX drawdown since its inception was -18.68%, which is greater than BFFAX's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for WFBIX and BFFAX.
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Drawdown Indicators
| WFBIX | BFFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.68% | -17.74% | -0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -3.08% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -6.09% | -6.10% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -17.84% | -17.74% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -18.68% | — | — |
Current DrawdownCurrent decline from peak | -1.61% | -1.65% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -4.69% | +2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 1.04% | -0.02% |
Volatility
WFBIX vs. BFFAX - Volatility Comparison
The current volatility for iShares U.S. Aggregate Bond Index Fund (WFBIX) is 1.31%, while American Funds The Bond Fund of America Class F-3 (BFFAX) has a volatility of 1.38%. This indicates that WFBIX experiences smaller price fluctuations and is considered to be less risky than BFFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFBIX | BFFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 1.38% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.80% | 2.84% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.97% | 3.97% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.40% | 5.96% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.17% | 4.99% | +0.18% |
WFBIX vs. BFFAX - Expense Ratio Comparison
WFBIX has a 0.05% expense ratio, which is lower than BFFAX's 0.20% 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
WFBIX vs. BFFAX - Dividend Comparison
WFBIX's dividend yield for the trailing twelve months is around 3.91%, less than BFFAX's 4.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BFFAX American Funds The Bond Fund of America Class F-3 | 4.50% | 4.48% | 4.67% | 3.28% | 2.46% | 1.98% | 5.38% | 3.80% | 2.72% | 2.01% | 0.00% | 0.00% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.91% | 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 0.96, WFBIX and BFFAX 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.
BFFAX has higher volatility (1.38%) compared to WFBIX (1.31%). In terms of maximum drawdown, WFBIX dropped -18.68% vs BFFAX's -17.74%.
BFFAX currently has the higher Sharpe Ratio (1.19 vs 1.19), 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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