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WISEX vs. VBTIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0-0.0

Performance

WISEX vs. VBTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Azzad Wise Capital Fund (WISEX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
1.85%
0.48%
WISEX
VBTIX

Key characteristics

Sharpe Ratio

WISEX:

3.20

VBTIX:

0.25

Sortino Ratio

WISEX:

4.72

VBTIX:

0.39

Omega Ratio

WISEX:

1.83

VBTIX:

1.05

Calmar Ratio

WISEX:

4.48

VBTIX:

0.10

Martin Ratio

WISEX:

15.77

VBTIX:

0.65

Ulcer Index

WISEX:

0.27%

VBTIX:

2.09%

Daily Std Dev

WISEX:

1.31%

VBTIX:

5.41%

Max Drawdown

WISEX:

-5.28%

VBTIX:

-19.01%

Current Drawdown

WISEX:

-0.93%

VBTIX:

-9.98%

Returns By Period

Over the past 10 years, WISEX has outperformed VBTIX with an annualized return of 1.90%, while VBTIX has yielded a comparatively lower 1.12% annualized return.


WISEX

YTD

0.00%

1M

-0.93%

6M

1.85%

1Y

4.18%

5Y*

2.09%

10Y*

1.90%

VBTIX

YTD

-0.42%

1M

-2.48%

6M

0.48%

1Y

1.45%

5Y*

-0.61%

10Y*

1.12%

*Annualized

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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.


Expense ratio chart for WISEX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%
Expense ratio chart for VBTIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

WISEX vs. VBTIX — Risk-Adjusted Performance Rank

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

WISEX
The Risk-Adjusted Performance Rank of WISEX is 9696
Overall Rank
The Sharpe Ratio Rank of WISEX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of WISEX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of WISEX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of WISEX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of WISEX is 9595
Martin Ratio Rank

VBTIX
The Risk-Adjusted Performance Rank of VBTIX is 1919
Overall Rank
The Sharpe Ratio Rank of VBTIX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of VBTIX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of VBTIX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of VBTIX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of VBTIX is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for WISEX, currently valued at 3.20, compared to the broader market-1.000.001.002.003.004.003.200.25
The chart of Sortino ratio for WISEX, currently valued at 4.72, compared to the broader market-2.000.002.004.006.008.0010.004.720.39
The chart of Omega ratio for WISEX, currently valued at 1.83, compared to the broader market0.501.001.502.002.503.003.501.831.05
The chart of Calmar ratio for WISEX, currently valued at 4.48, compared to the broader market0.005.0010.004.480.10
The chart of Martin ratio for WISEX, currently valued at 15.77, compared to the broader market0.0020.0040.0060.0015.770.65
WISEX
VBTIX

The current WISEX Sharpe Ratio is 3.20, which is higher than the VBTIX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of WISEX and VBTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00AugustSeptemberOctoberNovemberDecember2025
3.20
0.25
WISEX
VBTIX

Dividends

WISEX vs. VBTIX - Dividend Comparison

WISEX's dividend yield for the trailing twelve months is around 3.18%, less than VBTIX's 3.38% yield.


TTM20242023202220212020201920182017201620152014
WISEX
Azzad Wise Capital Fund
3.18%3.18%2.63%1.50%1.19%1.16%1.84%1.23%1.12%0.98%0.67%0.77%
VBTIX
Vanguard Total Bond Market Index Fund Institutional Shares
3.38%3.36%3.12%2.54%1.91%2.25%2.74%2.78%2.53%2.49%2.51%2.57%

Drawdowns

WISEX vs. VBTIX - Drawdown Comparison

The maximum WISEX drawdown since its inception was -5.28%, 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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.93%
-9.98%
WISEX
VBTIX

Volatility

WISEX vs. VBTIX - Volatility Comparison

The current volatility for Azzad Wise Capital Fund (WISEX) is 0.53%, while Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) has a volatility of 1.20%. 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.


0.50%1.00%1.50%2.00%AugustSeptemberOctoberNovemberDecember2025
0.53%
1.20%
WISEX
VBTIX