WFRPX vs. TLH
Compare and contrast key facts about Wealthfront Risk Parity Fund Class W (WFRPX) and iShares 10-20 Year Treasury Bond ETF (TLH).
WFRPX is managed by Wealthfront. It was launched on Jan 22, 2018. TLH is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 10-20 Year Treasury Bond Index. It was launched on Jan 11, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WFRPX or TLH.
Correlation
The correlation between WFRPX and TLH is 0.36, 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
WFRPX vs. TLH - Performance Comparison
Key characteristics
WFRPX:
0.20
TLH:
0.27
WFRPX:
0.34
TLH:
0.45
WFRPX:
1.05
TLH:
1.05
WFRPX:
0.08
TLH:
0.08
WFRPX:
0.48
TLH:
0.57
WFRPX:
4.43%
TLH:
5.26%
WFRPX:
10.64%
TLH:
11.14%
WFRPX:
-42.76%
TLH:
-41.14%
WFRPX:
-23.91%
TLH:
-31.92%
Returns By Period
In the year-to-date period, WFRPX achieves a -0.39% return, which is significantly lower than TLH's 2.76% return.
WFRPX
-0.39%
0.00%
-6.76%
1.37%
-5.33%
N/A
TLH
2.76%
2.73%
-4.53%
3.29%
-5.03%
-0.48%
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WFRPX vs. TLH - Expense Ratio Comparison
WFRPX has a 0.25% expense ratio, which is higher than TLH's 0.15% 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%.
Risk-Adjusted Performance
WFRPX vs. TLH — Risk-Adjusted Performance Rank
WFRPX
TLH
WFRPX vs. TLH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wealthfront Risk Parity Fund Class W (WFRPX) and iShares 10-20 Year Treasury Bond ETF (TLH). 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
WFRPX vs. TLH - Dividend Comparison
WFRPX's dividend yield for the trailing twelve months is around 5.20%, more than TLH's 4.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFRPX Wealthfront Risk Parity Fund Class W | 5.20% | 5.18% | 4.86% | 1.31% | 0.00% | 0.29% | 1.57% | 1.33% | 0.00% | 0.00% | 0.00% | 0.00% |
TLH iShares 10-20 Year Treasury Bond ETF | 4.18% | 4.28% | 3.83% | 2.78% | 1.50% | 2.65% | 2.31% | 2.17% | 1.83% | 1.91% | 2.13% | 2.12% |
Drawdowns
WFRPX vs. TLH - Drawdown Comparison
The maximum WFRPX drawdown since its inception was -42.76%, roughly equal to the maximum TLH drawdown of -41.14%. Use the drawdown chart below to compare losses from any high point for WFRPX and TLH. For additional features, visit the drawdowns tool.
Volatility
WFRPX vs. TLH - Volatility Comparison
The current volatility for Wealthfront Risk Parity Fund Class W (WFRPX) is 0.00%, while iShares 10-20 Year Treasury Bond ETF (TLH) has a volatility of 3.12%. This indicates that WFRPX experiences smaller price fluctuations and is considered to be less risky than TLH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.