WFBIX vs. BND
Compare and contrast key facts about iShares U.S. Aggregate Bond Index Fund (WFBIX) and Vanguard Total Bond Market ETF (BND).
WFBIX is managed by Blackrock. It was launched on Jul 2, 1993. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WFBIX or BND.
Key characteristics
WFBIX | BND | |
---|---|---|
YTD Return | 2.28% | 2.43% |
1Y Return | 11.37% | 11.29% |
3Y Return (Ann) | -1.93% | -1.96% |
5Y Return (Ann) | -0.03% | -0.12% |
10Y Return (Ann) | 1.47% | 1.47% |
Sharpe Ratio | 1.94 | 1.95 |
Sortino Ratio | 2.88 | 2.88 |
Omega Ratio | 1.35 | 1.35 |
Calmar Ratio | 0.67 | 0.66 |
Martin Ratio | 7.96 | 8.02 |
Ulcer Index | 1.48% | 1.46% |
Daily Std Dev | 6.08% | 5.99% |
Max Drawdown | -18.35% | -18.84% |
Current Drawdown | -7.95% | -8.41% |
Correlation
The correlation between WFBIX and BND is 0.88, 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. BND - Performance Comparison
In the year-to-date period, WFBIX achieves a 2.28% return, which is significantly lower than BND's 2.43% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: WFBIX at 1.47% and BND at 1.47%. 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. BND - Expense Ratio Comparison
WFBIX has a 0.05% expense ratio, which is higher than BND'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%.
Risk-Adjusted Performance
WFBIX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index Fund (WFBIX) and Vanguard Total Bond Market ETF (BND). 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. BND - Dividend Comparison
WFBIX's dividend yield for the trailing twelve months is around 3.51%, which matches BND's 3.50% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Vanguard Total Bond Market ETF | 3.50% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
WFBIX vs. BND - Drawdown Comparison
The maximum WFBIX drawdown since its inception was -18.35%, roughly equal to the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for WFBIX and BND. For additional features, visit the drawdowns tool.
Volatility
WFBIX vs. BND - Volatility Comparison
iShares U.S. Aggregate Bond Index Fund (WFBIX) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.42% and 1.39%, 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.