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WFBIX vs. JIBEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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WFBIX vs. JIBEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFBIX
iShares U.S. Aggregate Bond Index Fund
-0.46%7.16%1.43%9.65%-13.03%-1.79%7.40%8.72%-0.08%3.39%
JIBEX
Johnson Institutional Intermediate Bond Fund
-0.38%7.39%2.58%5.46%-9.24%-1.72%7.20%7.54%0.41%2.81%

Returns By Period

In the year-to-date period, WFBIX achieves a -0.46% return, which is significantly lower than JIBEX's -0.38% return. Over the past 10 years, WFBIX has underperformed JIBEX with an annualized return of 1.98%, while JIBEX has yielded a comparatively higher 2.16% annualized return.


WFBIX

1D
0.44%
1M
-2.37%
YTD
-0.46%
6M
0.51%
1Y
3.81%
3Y*
4.74%
5Y*
0.97%
10Y*
1.98%

JIBEX

1D
0.34%
1M
-1.73%
YTD
-0.38%
6M
0.76%
1Y
4.30%
3Y*
4.14%
5Y*
1.10%
10Y*
2.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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: 5353
Overall Rank
WFBIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WFBIX Sortino Ratio Rank: 5050
Sortino Ratio Rank
WFBIX Omega Ratio Rank: 3838
Omega Ratio Rank
WFBIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
WFBIX Martin Ratio Rank: 5050
Martin Ratio Rank

JIBEX
JIBEX Risk / Return Rank: 8181
Overall Rank
JIBEX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
JIBEX Sortino Ratio Rank: 8383
Sortino Ratio Rank
JIBEX Omega Ratio Rank: 6969
Omega Ratio Rank
JIBEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
JIBEX Martin Ratio Rank: 8686
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.


WFBIXJIBEXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.45

-0.48

Sortino ratio

Return per unit of downside risk

1.38

2.15

-0.77

Omega ratio

Gain probability vs. loss probability

1.17

1.26

-0.09

Calmar ratio

Return relative to maximum drawdown

1.73

2.36

-0.63

Martin ratio

Return relative to average drawdown

4.89

9.06

-4.17

WFBIX vs. JIBEX - Sharpe Ratio Comparison

The current WFBIX Sharpe Ratio is 0.97, which is lower than the JIBEX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of WFBIX and JIBEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WFBIXJIBEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.45

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.25

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.61

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.32

+0.62

Correlation

The correlation between WFBIX and JIBEX 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.


Dividends

WFBIX vs. JIBEX - Dividend Comparison

WFBIX's dividend yield for the trailing twelve months is around 3.54%, less than JIBEX's 3.69% yield.


TTM20252024202320222021202020192018201720162015
WFBIX
iShares U.S. Aggregate Bond Index Fund
3.54%3.78%3.68%6.82%2.60%2.04%2.43%2.88%2.71%2.24%2.25%2.20%
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%

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

-2.80%

-2.06%

-0.74%

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

-2.37%

-1.73%

-0.64%

Average Drawdown

Average peak-to-trough decline

-2.27%

-3.65%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.54%

+0.45%

Volatility

WFBIX vs. JIBEX - Volatility Comparison

iShares U.S. Aggregate Bond Index Fund (WFBIX) has a higher volatility of 1.58% compared to Johnson Institutional Intermediate Bond Fund (JIBEX) at 1.09%. 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

1.58%

1.09%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

2.59%

1.79%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

3.04%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.37%

4.38%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.15%

3.57%

+1.58%