WFBIX vs. STMGX
WFBIX (iShares U.S. Aggregate Bond Index Fund) and STMGX (American Beacon Stephens Mid-Cap Growth Fund) are both mutual funds - WFBIX is a Intermediate Core Bond fund managed by BlackRock, while STMGX is a Mid Cap Growth Equities fund managed by American Beacon. Over the past 10 years, WFBIX returned 1.91%/yr vs 13.82%/yr for STMGX. At a correlation of -0.14, they often move in opposite directions. WFBIX charges 0.05%/yr vs 1.14%/yr for STMGX.
Performance
WFBIX vs. STMGX - Performance Comparison
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Returns By Period
In the year-to-date period, WFBIX achieves a 0.43% return, which is significantly lower than STMGX's 9.81% return. Over the past 10 years, WFBIX has underperformed STMGX with an annualized return of 1.91%, while STMGX has yielded a comparatively higher 13.82% annualized return.
WFBIX
- 1D
- 0.55%
- 1M
- 0.56%
- YTD
- 0.43%
- 6M
- 0.98%
- 1Y
- 4.88%
- 3Y*
- 5.33%
- 5Y*
- 0.82%
- 10Y*
- 1.91%
STMGX
- 1D
- 2.97%
- 1M
- 5.64%
- YTD
- 9.81%
- 6M
- 9.13%
- 1Y
- 18.86%
- 3Y*
- 16.21%
- 5Y*
- 6.27%
- 10Y*
- 13.82%
WFBIX vs. STMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFBIX iShares U.S. Aggregate Bond Index Fund | 0.43% | 7.16% | 1.43% | 9.65% | -13.03% | -1.79% | 7.40% | 8.72% | -0.08% | 3.39% |
STMGX American Beacon Stephens Mid-Cap Growth Fund | 9.81% | 12.98% | 13.16% | 25.22% | -28.31% | 12.29% | 39.82% | 31.31% | 1.71% | 27.97% |
Correlation
The correlation between WFBIX and STMGX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2006 | -0.14 |
The correlation between WFBIX and STMGX shifts across timeframes, from -0.14 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WFBIX vs. STMGX — Risk / Return Rank
WFBIX
STMGX
WFBIX vs. STMGX - 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 Beacon Stephens Mid-Cap Growth Fund (STMGX). 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.
| WFBIX | STMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.64 | -0.01 |
| Martin ratioReturn relative to average drawdown | 4.66 | 5.72 | -1.06 |
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Drawdowns
WFBIX vs. STMGX - Drawdown Comparison
The maximum WFBIX drawdown since its inception was -18.68%, smaller than the maximum STMGX drawdown of -57.58%. Use the drawdown chart below to compare losses from any high point for WFBIX and STMGX.
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Drawdown Indicators
| WFBIX | STMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.68% | -57.58% | +38.90% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -10.84% | +7.82% |
Max Drawdown (3Y)Largest decline over 3 years | -6.09% | -22.50% | +16.41% |
Max Drawdown (5Y)Largest decline over 5 years | -17.84% | -36.59% | +18.75% |
Max Drawdown (10Y)Largest decline over 10 years | -18.68% | -36.59% | +17.91% |
Current DrawdownCurrent decline from peak | -1.50% | -1.65% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -10.14% | +7.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 3.10% | -2.05% |
Volatility
WFBIX vs. STMGX - Volatility Comparison
The current volatility for iShares U.S. Aggregate Bond Index Fund (WFBIX) is 1.36%, while American Beacon Stephens Mid-Cap Growth Fund (STMGX) has a volatility of 6.41%. This indicates that WFBIX experiences smaller price fluctuations and is considered to be less risky than STMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFBIX | STMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 6.41% | -5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.88% | 13.49% | -10.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.95% | 16.90% | -12.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.41% | 20.92% | -14.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.17% | 20.92% | -15.75% |
WFBIX vs. STMGX - Expense Ratio Comparison
WFBIX has a 0.05% expense ratio, which is lower than STMGX's 1.14% expense ratio.
Dividends
WFBIX vs. STMGX - Dividend Comparison
WFBIX's dividend yield for the trailing twelve months is around 3.91%, less than STMGX's 31.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STMGX American Beacon Stephens Mid-Cap Growth Fund | 31.31% | 34.38% | 4.86% | 0.00% | 3.42% | 7.49% | 1.45% | 3.60% | 9.39% | 5.40% | 6.65% | 5.62% |
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
WFBIX and STMGX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STMGX has higher volatility (6.41%) compared to WFBIX (1.36%). In terms of maximum drawdown, WFBIX dropped -18.68% vs STMGX's -57.58%.
WFBIX currently has the higher Sharpe Ratio (1.25 vs 1.05), 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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