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WFBIX vs. JIBEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFBIX vs. JIBEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Aggregate Bond Index Fund (WFBIX) and Johnson Institutional Intermediate Bond Fund (JIBEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WFBIX achieves a 0.10% return, which is significantly higher than JIBEX's -0.19% return. Over the past 10 years, WFBIX has underperformed JIBEX with an annualized return of 1.87%, while JIBEX has yielded a comparatively higher 2.02% 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%

JIBEX

1D
-0.20%
1M
0.28%
YTD
-0.19%
6M
0.01%
1Y
3.22%
3Y*
4.43%
5Y*
0.91%
10Y*
2.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFBIX vs. JIBEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
JIBEX
Johnson Institutional Intermediate Bond Fund
-0.19%7.39%2.58%5.46%-9.24%-1.72%7.20%7.54%0.41%2.81%

Correlation

The correlation between WFBIX and JIBEX is 0.91, 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

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2000

0.88

The correlation between WFBIX and JIBEX has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

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Return for Risk

WFBIX vs. JIBEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WFBIX
WFBIX Risk / Return Rank: 1818
Overall Rank
WFBIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
WFBIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
WFBIX Omega Ratio Rank: 1717
Omega Ratio Rank
WFBIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
WFBIX Martin Ratio Rank: 1717
Martin Ratio Rank

JIBEX
JIBEX Risk / Return Rank: 2121
Overall Rank
JIBEX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JIBEX Sortino Ratio Rank: 2424
Sortino Ratio Rank
JIBEX Omega Ratio Rank: 2121
Omega Ratio Rank
JIBEX Calmar Ratio Rank: 2121
Calmar Ratio Rank
JIBEX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WFBIX vs. JIBEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index Fund (WFBIX) and Johnson Institutional Intermediate Bond Fund (JIBEX). 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.


WFBIXJIBEXDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratioReturn relative to maximum drawdown

1.47

1.56

-0.08

Martin ratioReturn relative to average drawdown

4.11

4.31

-0.20

WFBIX vs. JIBEX - Sharpe Ratio Comparison

The current WFBIX Sharpe Ratio is 1.13, which is comparable to the JIBEX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of WFBIX and JIBEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WFBIX vs. JIBEX - Drawdown Comparison

The maximum WFBIX drawdown since its inception was -18.68%, which is greater than JIBEX's maximum drawdown of -13.85%. Use the drawdown chart below to compare losses from any high point for WFBIX and JIBEX.


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Drawdown Indicators


WFBIXJIBEXDifference

Max Drawdown

Largest peak-to-trough decline

-18.68%

-13.85%

-4.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

-2.21%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

-3.37%

-2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-17.84%

-13.81%

-4.03%

Max Drawdown (10Y)

Largest decline over 10 years

-18.68%

-13.85%

-4.83%

Current Drawdown

Current decline from peak

-1.82%

-1.54%

-0.28%

Average Drawdown

Average peak-to-trough decline

-2.26%

-3.63%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

0.80%

+0.28%

Volatility

WFBIX vs. JIBEX - Volatility Comparison

iShares U.S. Aggregate Bond Index Fund (WFBIX) has a higher volatility of 1.17% compared to Johnson Institutional Intermediate Bond Fund (JIBEX) at 0.95%. This indicates that WFBIX's price experiences larger fluctuations and is considered to be riskier than JIBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFBIXJIBEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

0.95%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

2.06%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

3.93%

2.75%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.41%

4.40%

+2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.18%

3.59%

+1.59%

WFBIX vs. JIBEX - Expense Ratio Comparison

WFBIX has a 0.05% expense ratio, which is lower than JIBEX's 0.25% 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. JIBEX - Dividend Comparison

WFBIX's dividend yield for the trailing twelve months is around 3.92%, more than JIBEX's 3.69% yield.


PositionTTM20252024202320222021202020192018201720162015
JIBEX
Johnson Institutional Intermediate Bond Fund
3.69%4.03%3.39%2.90%2.14%1.79%3.15%2.69%2.74%2.33%2.39%1.54%
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 0.91, WFBIX and JIBEX 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 JIBEX (0.95%). In terms of maximum drawdown, WFBIX dropped -18.68% vs JIBEX's -13.85%.

JIBEX currently has the higher Sharpe Ratio (1.25 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.

Portfolio Optimizer

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