WFBIX vs. TRLVX
WFBIX (iShares U.S. Aggregate Bond Index Fund) and TRLVX (SEI Institutional Managed Trust Core Fixed Income Fund) are both Intermediate Core Bond funds from BlackRock. Over the past 10 years, WFBIX returned 1.68%/yr vs 1.24%/yr for TRLVX. Their correlation of 0.91 means they have usually moved in the same direction. WFBIX charges 0.05%/yr vs 0.66%/yr for TRLVX.
Performance
WFBIX vs. TRLVX - Performance Comparison
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Returns By Period
In the year-to-date period, WFBIX achieves a -0.91% return, which is significantly higher than TRLVX's -1.32% return. Over the past 10 years, WFBIX has outperformed TRLVX with an annualized return of 1.68%, while TRLVX has yielded a comparatively lower 1.24% annualized return.
WFBIX
- 1D
- -0.22%
- 1M
- -1.55%
- 6M
- -1.01%
- YTD
- -0.91%
- 1Y
- 1.47%
- 3Y*
- 5.11%
- 5Y*
- 0.31%
- 10Y*
- 1.68%
- ALL TIME*
- 4.15%
TRLVX
- 1D
- -0.32%
- 1M
- -1.68%
- 6M
- -1.41%
- YTD
- -1.32%
- 1Y
- 0.98%
- 3Y*
- 3.48%
- 5Y*
- -1.19%
- 10Y*
- 1.24%
- ALL TIME*
- 4.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WFBIX vs. TRLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFBIX iShares U.S. Aggregate Bond Index Fund | -0.91% | 7.16% | 1.43% | 9.65% | -13.03% | -1.79% | 7.40% | 8.72% | -0.08% | 3.39% |
TRLVX SEI Institutional Managed Trust Core Fixed Income Fund | -1.32% | 7.06% | 0.83% | 5.92% | -15.66% | -1.63% | 9.04% | 9.25% | -0.47% | 4.15% |
Correlation
The correlation between WFBIX and TRLVX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 1993 | 0.91 |
The correlation between WFBIX and TRLVX has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.
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Return for Risk
WFBIX vs. TRLVX — Risk / Return Rank
WFBIX
TRLVX
WFBIX vs. TRLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index Fund (WFBIX) and SEI Institutional Managed Trust Core Fixed Income Fund (TRLVX). 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 | TRLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.08 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 0.56 | +0.23 |
| Martin ratioReturn relative to average drawdown | 1.91 | 1.34 | +0.56 |
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Drawdowns
WFBIX vs. TRLVX - Drawdown Comparison
The maximum WFBIX drawdown since its inception was -18.68%, smaller than the maximum TRLVX drawdown of -20.98%. Use the drawdown chart below to compare losses from any high point for WFBIX and TRLVX.
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Drawdown Indicators
| WFBIX | TRLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.68% | -20.98% | +2.30% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -3.29% | +0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -5.08% | -5.80% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -17.75% | -20.65% | +2.90% |
Max Drawdown (10Y)Largest decline over 10 years | -18.68% | -20.98% | +2.30% |
Current DrawdownCurrent decline from peak | -2.81% | -6.39% | +3.58% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -2.50% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.37% | -0.12% |
Volatility
WFBIX vs. TRLVX - Volatility Comparison
iShares U.S. Aggregate Bond Index Fund (WFBIX) has a higher volatility of 1.01% compared to SEI Institutional Managed Trust Core Fixed Income Fund (TRLVX) at 0.96%. This indicates that WFBIX's price experiences larger fluctuations and is considered to be riskier than TRLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFBIX | TRLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 0.96% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 3.01% | 3.11% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.83% | 3.99% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.41% | 6.38% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.17% | 5.25% | -0.08% |
WFBIX vs. TRLVX - Expense Ratio Comparison
WFBIX has a 0.05% expense ratio, which is lower than TRLVX's 0.66% expense ratio.
Dividends
WFBIX vs. TRLVX - Dividend Comparison
WFBIX's dividend yield for the trailing twelve months is around 3.66%, more than TRLVX's 3.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRLVX SEI Institutional Managed Trust Core Fixed Income Fund | 3.39% | 3.52% | 4.01% | 3.38% | 1.80% | 1.90% | 5.98% | 3.73% | 2.77% | 2.36% | 4.46% | 3.64% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.66% | 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 0.96, WFBIX and TRLVX 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 (1.01%) compared to TRLVX (0.96%). In terms of maximum drawdown, WFBIX dropped -18.68% vs TRLVX's -20.98%.
WFBIX currently has the higher Sharpe Ratio (0.62 vs 0.46), 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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