WISEX vs. VBTIX
Compare and contrast key facts about Azzad Wise Capital Fund (WISEX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX).
WISEX is managed by Azzad Fund. It was launched on Apr 1, 2010. VBTIX is managed by Vanguard. It was launched on Sep 18, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WISEX or VBTIX.
Key characteristics
| WISEX | VBTIX | |
|---|---|---|
| YTD Return | 4.74% | 1.27% |
| 1Y Return | 6.62% | 7.15% |
| 3Y Return (Ann) | 1.77% | -2.31% |
| 5Y Return (Ann) | 2.21% | -0.29% |
| 10Y Return (Ann) | 1.92% | 1.36% |
| Sharpe Ratio | 5.28 | 1.15 |
| Sortino Ratio | 9.29 | 1.70 |
| Omega Ratio | 2.52 | 1.20 |
| Calmar Ratio | 5.47 | 0.43 |
| Martin Ratio | 35.60 | 3.87 |
| Ulcer Index | 0.19% | 1.70% |
| Daily Std Dev | 1.27% | 5.69% |
| Max Drawdown | -5.49% | -19.01% |
| Current Drawdown | -0.31% | -9.30% |
Correlation
The correlation between WISEX and VBTIX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
WISEX vs. VBTIX - Performance Comparison
In the year-to-date period, WISEX achieves a 4.74% return, which is significantly higher than VBTIX's 1.27% return. Over the past 10 years, WISEX has outperformed VBTIX with an annualized return of 1.92%, while VBTIX has yielded a comparatively lower 1.36% 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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WISEX vs. VBTIX - Expense Ratio Comparison
WISEX has a 0.89% expense ratio, which is higher than VBTIX's 0.04% expense ratio.
Risk-Adjusted Performance
WISEX vs. VBTIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Azzad Wise Capital Fund (WISEX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). 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
WISEX vs. VBTIX - Dividend Comparison
WISEX's dividend yield for the trailing twelve months is around 3.37%, less than VBTIX's 3.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WISEX Azzad Wise Capital Fund | 3.37% | 2.63% | 1.50% | 1.19% | 1.16% | 1.84% | 1.23% | 1.12% | 0.98% | 0.67% | 0.77% | 2.49% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.61% | 3.12% | 2.54% | 1.91% | 2.25% | 2.74% | 2.78% | 2.53% | 2.49% | 2.51% | 2.57% | 2.56% |
Drawdowns
WISEX vs. VBTIX - Drawdown Comparison
The maximum WISEX drawdown since its inception was -5.49%, smaller than the maximum VBTIX drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for WISEX and VBTIX. For additional features, visit the drawdowns tool.
Volatility
WISEX vs. VBTIX - Volatility Comparison
The current volatility for Azzad Wise Capital Fund (WISEX) is 0.39%, while Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) has a volatility of 1.65%. This indicates that WISEX experiences smaller price fluctuations and is considered to be less risky than VBTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.