WFBIX vs. MFHQX
Compare and contrast key facts about iShares U.S. Aggregate Bond Index Fund (WFBIX) and BlackRock Total Return Fund (MFHQX).
WFBIX is managed by BlackRock. It was launched on Jul 2, 1993. MFHQX is managed by BlackRock. It was launched on Dec 7, 2001.
Performance
WFBIX vs. MFHQX - Performance Comparison
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WFBIX vs. MFHQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFBIX iShares U.S. Aggregate Bond Index Fund | -0.24% | 7.16% | 1.43% | 9.65% | -13.03% | -1.79% | 7.40% | 8.72% | -0.08% | 3.39% |
MFHQX BlackRock Total Return Fund | -0.77% | 7.16% | 0.09% | 4.60% | -15.06% | -1.65% | 7.85% | 8.74% | -1.86% | 3.07% |
Returns By Period
In the year-to-date period, WFBIX achieves a -0.24% return, which is significantly higher than MFHQX's -0.77% return. Over the past 10 years, WFBIX has outperformed MFHQX with an annualized return of 2.00%, while MFHQX has yielded a comparatively lower 1.00% annualized return.
WFBIX
- 1D
- 0.22%
- 1M
- -1.62%
- YTD
- -0.24%
- 6M
- 0.51%
- 1Y
- 3.70%
- 3Y*
- 4.82%
- 5Y*
- 0.96%
- 10Y*
- 2.00%
MFHQX
- 1D
- 0.20%
- 1M
- -3.70%
- YTD
- -0.77%
- 6M
- -0.04%
- 1Y
- 3.43%
- 3Y*
- 2.44%
- 5Y*
- -0.91%
- 10Y*
- 1.00%
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WFBIX vs. MFHQX - Expense Ratio Comparison
WFBIX has a 0.05% expense ratio, which is lower than MFHQX's 1.45% expense ratio.
Return for Risk
WFBIX vs. MFHQX — Risk / Return Rank
WFBIX
MFHQX
WFBIX vs. MFHQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index Fund (WFBIX) and BlackRock Total Return Fund (MFHQX). 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 | MFHQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.76 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.03 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.14 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 0.98 | +0.63 |
Martin ratioReturn relative to average drawdown | 4.49 | 3.34 | +1.15 |
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 | MFHQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.76 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | -0.15 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.20 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.41 | +0.54 |
Correlation
The correlation between WFBIX and MFHQX is 0.90, 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. MFHQX - Dividend Comparison
WFBIX's dividend yield for the trailing twelve months is around 3.53%, more than MFHQX's 3.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.53% | 3.78% | 3.68% | 6.82% | 2.60% | 2.04% | 2.43% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% |
MFHQX BlackRock Total Return Fund | 3.49% | 3.83% | 3.28% | 2.85% | 1.95% | 1.50% | 5.22% | 2.20% | 2.33% | 1.99% | 1.82% | 2.40% |
Drawdowns
WFBIX vs. MFHQX - Drawdown Comparison
The maximum WFBIX drawdown since its inception was -18.68%, smaller than the maximum MFHQX drawdown of -20.45%. Use the drawdown chart below to compare losses from any high point for WFBIX and MFHQX.
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Drawdown Indicators
| WFBIX | MFHQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.68% | -20.45% | +1.77% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -4.28% | +1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -17.84% | -20.21% | +2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -18.68% | -20.31% | +1.63% |
Current DrawdownCurrent decline from peak | -2.15% | -7.00% | +4.85% |
Average DrawdownAverage peak-to-trough decline | -2.27% | -4.23% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 1.25% | -0.25% |
Volatility
WFBIX vs. MFHQX - Volatility Comparison
The current volatility for iShares U.S. Aggregate Bond Index Fund (WFBIX) is 1.55%, while BlackRock Total Return Fund (MFHQX) has a volatility of 2.29%. This indicates that WFBIX experiences smaller price fluctuations and is considered to be less risky than MFHQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFBIX | MFHQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 2.29% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 3.29% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.42% | 4.96% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.37% | 6.21% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.15% | 5.08% | +0.07% |