WFBIX vs. VTINX
Compare and contrast key facts about iShares U.S. Aggregate Bond Index Fund (WFBIX) and Vanguard Target Retirement Income Fund (VTINX).
WFBIX is managed by Blackrock. It was launched on Jul 2, 1993. VTINX is managed by Vanguard. It was launched on Oct 27, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WFBIX or VTINX.
Key characteristics
| WFBIX | VTINX | |
|---|---|---|
| YTD Return | 2.28% | 7.42% |
| 1Y Return | 11.37% | 16.92% |
| 3Y Return (Ann) | -1.93% | 1.51% |
| 5Y Return (Ann) | -0.03% | 4.22% |
| 10Y Return (Ann) | 1.47% | 4.41% |
| Sharpe Ratio | 1.94 | 3.19 |
| Sortino Ratio | 2.88 | 4.96 |
| Omega Ratio | 1.35 | 1.64 |
| Calmar Ratio | 0.67 | 1.39 |
| Martin Ratio | 7.96 | 22.59 |
| Ulcer Index | 1.48% | 0.74% |
| Daily Std Dev | 6.08% | 5.25% |
| Max Drawdown | -18.35% | -19.96% |
| Current Drawdown | -7.95% | -0.94% |
Correlation
The correlation between WFBIX and VTINX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
WFBIX vs. VTINX - Performance Comparison
In the year-to-date period, WFBIX achieves a 2.28% return, which is significantly lower than VTINX's 7.42% return. Over the past 10 years, WFBIX has underperformed VTINX with an annualized return of 1.47%, while VTINX has yielded a comparatively higher 4.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WFBIX vs. VTINX - Expense Ratio Comparison
WFBIX has a 0.05% expense ratio, which is lower than VTINX's 0.08% 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%.
Risk-Adjusted Performance
WFBIX vs. VTINX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index Fund (WFBIX) and Vanguard Target Retirement Income Fund (VTINX). 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.
Dividends
WFBIX vs. VTINX - Dividend Comparison
WFBIX's dividend yield for the trailing twelve months is around 3.51%, less than VTINX's 4.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.51% | 3.16% | 2.60% | 2.23% | 2.65% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% | 2.56% | 5.61% |
VTINX Vanguard Target Retirement Income Fund | 4.24% | 4.01% | 3.08% | 8.63% | 3.42% | 2.62% | 4.19% | 2.51% | 2.27% | 3.53% | 2.16% | 3.20% |
Drawdowns
WFBIX vs. VTINX - Drawdown Comparison
The maximum WFBIX drawdown since its inception was -18.35%, smaller than the maximum VTINX drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for WFBIX and VTINX. For additional features, visit the drawdowns tool.
Volatility
WFBIX vs. VTINX - Volatility Comparison
iShares U.S. Aggregate Bond Index Fund (WFBIX) has a higher volatility of 1.42% compared to Vanguard Target Retirement Income Fund (VTINX) at 1.01%. This indicates that WFBIX's price experiences larger fluctuations and is considered to be riskier than VTINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.