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WFBIX vs. VTINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFBIX vs. VTINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Aggregate Bond Index Fund (WFBIX) and Vanguard Target Retirement Income Fund (VTINX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WFBIX achieves a 0.43% return, which is significantly lower than VTINX's 4.47% return. Over the past 10 years, WFBIX has underperformed VTINX with an annualized return of 1.93%, while VTINX has yielded a comparatively higher 5.31% 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%

VTINX

1D
0.49%
1M
0.98%
YTD
4.47%
6M
4.54%
1Y
11.60%
3Y*
9.10%
5Y*
4.22%
10Y*
5.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFBIX vs. VTINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VTINX
Vanguard Target Retirement Income Fund
4.47%11.31%6.66%10.66%-12.75%5.24%10.02%13.16%-1.98%7.46%

Correlation

The correlation between WFBIX and VTINX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2003

0.30

Over the past year, WFBIX and VTINX have become more correlated (0.61) than their long-term average of 0.30, meaning their price movements have been converging.

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Return for Risk

WFBIX vs. VTINX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WFBIX
WFBIX Risk / Return Rank: 2121
Overall Rank
WFBIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WFBIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
WFBIX Omega Ratio Rank: 2020
Omega Ratio Rank
WFBIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
WFBIX Martin Ratio Rank: 1919
Martin Ratio Rank

VTINX
VTINX Risk / Return Rank: 6767
Overall Rank
VTINX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTINX Sortino Ratio Rank: 7272
Sortino Ratio Rank
VTINX Omega Ratio Rank: 7474
Omega Ratio Rank
VTINX Calmar Ratio Rank: 5757
Calmar Ratio Rank
VTINX Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WFBIX vs. VTINX - 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 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.

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.


WFBIXVTINXDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

1.22

1.44

-0.22

Calmar ratioReturn relative to maximum drawdown

1.59

2.77

-1.19

Martin ratioReturn relative to average drawdown

4.46

11.98

-7.52

WFBIX vs. VTINX - Sharpe Ratio Comparison

The current WFBIX Sharpe Ratio is 1.22, which is lower than the VTINX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of WFBIX and VTINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WFBIX vs. VTINX - Drawdown Comparison

The maximum WFBIX drawdown since its inception was -18.68%, 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.


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Drawdown Indicators


WFBIXVTINXDifference

Max Drawdown

Largest peak-to-trough decline

-18.68%

-19.96%

+1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

-4.14%

+1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

-5.26%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-17.84%

-17.02%

-0.82%

Max Drawdown (10Y)

Largest decline over 10 years

-18.68%

-17.02%

-1.66%

Current Drawdown

Current decline from peak

-1.50%

-0.21%

-1.29%

Average Drawdown

Average peak-to-trough decline

-2.26%

-2.20%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.96%

+0.11%

Volatility

WFBIX vs. VTINX - Volatility Comparison

The current volatility for iShares U.S. Aggregate Bond Index Fund (WFBIX) is 1.22%, while Vanguard Target Retirement Income Fund (VTINX) has a volatility of 2.18%. This indicates that WFBIX experiences smaller price fluctuations and is considered to be less risky than VTINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFBIXVTINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

2.18%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

4.40%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.91%

5.18%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.41%

6.12%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.17%

5.76%

-0.59%

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%.


Dividends

WFBIX vs. VTINX - Dividend Comparison

WFBIX's dividend yield for the trailing twelve months is around 3.91%, less than VTINX's 4.81% yield.


PositionTTM20252024202320222021202020192018201720162015
VTINX
Vanguard Target Retirement Income Fund
4.81%5.02%5.89%4.01%3.08%8.63%3.42%2.62%4.19%1.56%2.27%3.53%
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 VTINX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTINX has higher volatility (2.18%) compared to WFBIX (1.22%). In terms of maximum drawdown, WFBIX dropped -18.68% vs VTINX's -19.96%.

VTINX currently has the higher Sharpe Ratio (2.22 vs 1.22), 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.

Portfolio Optimizer

Find the right allocation for WFBIX and VTINX

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