WFBIX vs. TRSSX
WFBIX (iShares U.S. Aggregate Bond Index Fund) and TRSSX (T. Rowe Price Institutional Small Cap Stock Fund) are both mutual funds - WFBIX is a Intermediate Core Bond fund managed by BlackRock, while TRSSX is a Small Cap Growth Equities fund managed by T. Rowe Price. Over the past 10 years, WFBIX returned 1.91%/yr vs 11.86%/yr for TRSSX. At a correlation of -0.17, they often move in opposite directions. WFBIX charges 0.05%/yr vs 0.66%/yr for TRSSX.
Performance
WFBIX vs. TRSSX - 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 TRSSX's 12.55% return. Over the past 10 years, WFBIX has underperformed TRSSX with an annualized return of 1.91%, while TRSSX has yielded a comparatively higher 11.86% 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%
TRSSX
- 1D
- 3.51%
- 1M
- 0.85%
- YTD
- 12.55%
- 6M
- 10.15%
- 1Y
- 25.11%
- 3Y*
- 14.18%
- 5Y*
- 4.71%
- 10Y*
- 11.86%
WFBIX vs. TRSSX - 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% |
TRSSX T. Rowe Price Institutional Small Cap Stock Fund | 12.55% | 8.21% | 10.93% | 17.65% | -23.36% | 16.81% | 25.07% | 33.96% | -3.07% | 15.41% |
Correlation
The correlation between WFBIX and TRSSX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2000 | -0.17 |
The correlation between WFBIX and TRSSX shifts across timeframes, from -0.17 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WFBIX vs. TRSSX — Risk / Return Rank
WFBIX
TRSSX
WFBIX vs. TRSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index Fund (WFBIX) and T. Rowe Price Institutional Small Cap Stock Fund (TRSSX). 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 | TRSSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 2.18 | -0.56 |
| Martin ratioReturn relative to average drawdown | 4.66 | 8.21 | -3.55 |
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Drawdowns
WFBIX vs. TRSSX - Drawdown Comparison
The maximum WFBIX drawdown since its inception was -18.68%, smaller than the maximum TRSSX drawdown of -56.38%. Use the drawdown chart below to compare losses from any high point for WFBIX and TRSSX.
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Drawdown Indicators
| WFBIX | TRSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.68% | -56.38% | +37.70% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -10.73% | +7.71% |
Max Drawdown (3Y)Largest decline over 3 years | -6.09% | -30.88% | +24.79% |
Max Drawdown (5Y)Largest decline over 5 years | -17.84% | -32.12% | +14.28% |
Max Drawdown (10Y)Largest decline over 10 years | -18.68% | -37.85% | +19.17% |
Current DrawdownCurrent decline from peak | -1.50% | -0.22% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -9.00% | +6.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 2.82% | -1.77% |
Volatility
WFBIX vs. TRSSX - Volatility Comparison
The current volatility for iShares U.S. Aggregate Bond Index Fund (WFBIX) is 1.36%, while T. Rowe Price Institutional Small Cap Stock Fund (TRSSX) has a volatility of 6.59%. This indicates that WFBIX experiences smaller price fluctuations and is considered to be less risky than TRSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFBIX | TRSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 6.59% | -5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 2.88% | 14.59% | -11.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.95% | 18.49% | -14.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.41% | 22.31% | -15.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.17% | 21.59% | -16.42% |
WFBIX vs. TRSSX - Expense Ratio Comparison
WFBIX has a 0.05% expense ratio, which is lower than TRSSX's 0.66% expense ratio.
Dividends
WFBIX vs. TRSSX - Dividend Comparison
WFBIX's dividend yield for the trailing twelve months is around 3.91%, less than TRSSX's 9.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRSSX T. Rowe Price Institutional Small Cap Stock Fund | 9.39% | 10.57% | 19.63% | 5.45% | 5.37% | 8.52% | 4.54% | 6.13% | 13.45% | 6.53% | 0.80% | 7.07% |
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 TRSSX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRSSX has higher volatility (6.59%) compared to WFBIX (1.36%). In terms of maximum drawdown, WFBIX dropped -18.68% vs TRSSX's -56.38%.
TRSSX currently has the higher Sharpe Ratio (1.27 vs 1.25), 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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