WFBIX vs. VFTAX
WFBIX (iShares U.S. Aggregate Bond Index Fund) and VFTAX (Vanguard FTSE Social Index Fund Admiral Shares) are both mutual funds - WFBIX is a Intermediate Core Bond fund managed by BlackRock, while VFTAX is a Large Cap Blend Equities fund tracking the FTSE US Choice Index. Over the past 5 years, WFBIX returned 0.77%/yr vs 12.75%/yr for VFTAX. At a 0.06 correlation, their price movements are largely independent. WFBIX charges 0.05%/yr vs 0.14%/yr for VFTAX.
Performance
WFBIX vs. VFTAX - Performance Comparison
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Returns By Period
In the year-to-date period, WFBIX achieves a 0.10% return, which is significantly lower than VFTAX's 9.03% return.
WFBIX
- 1D
- -0.33%
- 1M
- 0.56%
- YTD
- 0.10%
- 6M
- 0.42%
- 1Y
- 4.19%
- 3Y*
- 5.22%
- 5Y*
- 0.77%
- 10Y*
- 1.87%
VFTAX
- 1D
- -0.59%
- 1M
- 0.12%
- YTD
- 9.03%
- 6M
- 8.02%
- 1Y
- 25.06%
- 3Y*
- 21.60%
- 5Y*
- 12.75%
- 10Y*
- —
WFBIX vs. VFTAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WFBIX iShares U.S. Aggregate Bond Index Fund | 0.10% | 7.16% | 1.43% | 9.65% | -13.03% | -1.79% | 7.40% | 7.68% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 9.03% | 17.25% | 25.97% | 31.78% | -24.22% | 27.70% | 22.63% | 23.59% |
Correlation
The correlation between WFBIX and VFTAX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2019 | 0.06 |
Over the past year, WFBIX and VFTAX have become more correlated (0.31) than their long-term average of 0.06, meaning their price movements have been converging.
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Return for Risk
WFBIX vs. VFTAX — Risk / Return Rank
WFBIX
VFTAX
WFBIX vs. VFTAX - 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 FTSE Social Index Fund Admiral Shares (VFTAX). 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 | VFTAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.34 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.24 | -0.76 |
| Martin ratioReturn relative to average drawdown | 4.11 | 9.24 | -5.13 |
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Drawdowns
WFBIX vs. VFTAX - Drawdown Comparison
The maximum WFBIX drawdown since its inception was -18.68%, smaller than the maximum VFTAX drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for WFBIX and VFTAX.
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Drawdown Indicators
| WFBIX | VFTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.68% | -34.20% | +15.52% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -11.84% | +8.82% |
Max Drawdown (3Y)Largest decline over 3 years | -6.09% | -20.18% | +14.09% |
Max Drawdown (5Y)Largest decline over 5 years | -17.84% | -29.12% | +11.28% |
Max Drawdown (10Y)Largest decline over 10 years | -18.68% | — | — |
Current DrawdownCurrent decline from peak | -1.82% | -2.36% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -6.25% | +3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 2.86% | -1.78% |
Volatility
WFBIX vs. VFTAX - Volatility Comparison
The current volatility for iShares U.S. Aggregate Bond Index Fund (WFBIX) is 1.17%, while Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) has a volatility of 5.48%. This indicates that WFBIX experiences smaller price fluctuations and is considered to be less risky than VFTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFBIX | VFTAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 5.48% | -4.31% |
Volatility (6M)Calculated over the trailing 6-month period | 2.89% | 11.22% | -8.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.93% | 14.07% | -10.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.41% | 18.49% | -12.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.18% | 20.79% | -15.61% |
WFBIX vs. VFTAX - Expense Ratio Comparison
WFBIX has a 0.05% expense ratio, which is lower than VFTAX's 0.14% expense ratio. Despite the difference, 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. VFTAX - Dividend Comparison
WFBIX's dividend yield for the trailing twelve months is around 3.92%, more than VFTAX's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.83% | 0.85% | 0.99% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.92% | 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 VFTAX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFTAX has higher volatility (5.48%) compared to WFBIX (1.17%). In terms of maximum drawdown, WFBIX dropped -18.68% vs VFTAX's -34.20%.
VFTAX currently has the higher Sharpe Ratio (1.88 vs 1.13), 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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