WFBIX vs. VBTLX
WFBIX (iShares U.S. Aggregate Bond Index Fund) and VBTLX (Vanguard Total Bond Market Index Fund Admiral Shares) are both mutual funds - WFBIX is a Intermediate Core Bond fund managed by BlackRock, while VBTLX is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Over the past 10 years, WFBIX returned 1.93%/yr vs 1.57%/yr for VBTLX. Their correlation of 0.92 suggests significant overlap in exposure. WFBIX charges 0.05%/yr vs 0.04%/yr for VBTLX.
Performance
WFBIX vs. VBTLX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with WFBIX having a 0.43% return and VBTLX slightly lower at 0.42%. Over the past 10 years, WFBIX has outperformed VBTLX with an annualized return of 1.93%, while VBTLX has yielded a comparatively lower 1.57% annualized return.
WFBIX
- 1D
- 0.22%
- 1M
- 0.89%
- YTD
- 0.43%
- 6M
- 0.76%
- 1Y
- 4.76%
- 3Y*
- 5.37%
- 5Y*
- 0.78%
- 10Y*
- 1.93%
VBTLX
- 1D
- 0.31%
- 1M
- 0.97%
- YTD
- 0.42%
- 6M
- 0.76%
- 1Y
- 4.68%
- 3Y*
- 4.08%
- 5Y*
- 0.02%
- 10Y*
- 1.57%
WFBIX vs. VBTLX - 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% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.42% | 7.17% | 1.26% | 5.74% | -13.16% | -1.81% | 7.72% | 8.73% | -0.25% | 3.56% |
Correlation
The correlation between WFBIX and VBTLX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2001 | 0.92 |
The correlation between WFBIX and VBTLX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
WFBIX vs. VBTLX — Risk / Return Rank
WFBIX
VBTLX
WFBIX vs. VBTLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index Fund (WFBIX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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 | VBTLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.63 | -0.04 |
| Martin ratioReturn relative to average drawdown | 4.46 | 4.63 | -0.17 |
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Drawdowns
WFBIX vs. VBTLX - Drawdown Comparison
The maximum WFBIX drawdown since its inception was -18.68%, roughly equal to the maximum VBTLX drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for WFBIX and VBTLX.
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Drawdown Indicators
| WFBIX | VBTLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.68% | -18.81% | +0.13% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -2.89% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -6.09% | -6.00% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -17.84% | -18.14% | +0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -18.68% | -18.81% | +0.13% |
Current DrawdownCurrent decline from peak | -1.50% | -2.18% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -2.67% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 1.01% | +0.06% |
Volatility
WFBIX vs. VBTLX - Volatility Comparison
iShares U.S. Aggregate Bond Index Fund (WFBIX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) have volatilities of 1.22% and 1.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFBIX | VBTLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 1.21% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 2.86% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.91% | 3.90% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.41% | 6.01% | +0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.17% | 4.99% | +0.18% |
WFBIX vs. VBTLX - Expense Ratio Comparison
WFBIX has a 0.05% expense ratio, which is higher than VBTLX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
WFBIX vs. VBTLX - Dividend Comparison
WFBIX's dividend yield for the trailing twelve months is around 3.91%, less than VBTLX's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.98% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
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
With a correlation of 0.96, WFBIX and VBTLX 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 (1.22%) compared to VBTLX (1.21%). In terms of maximum drawdown, WFBIX dropped -18.68% vs VBTLX's -18.81%.
WFBIX currently has the higher Sharpe Ratio (1.22 vs 1.21), 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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