WOBDX vs. AGG
WOBDX (JPMorgan Core Bond Fund) and AGG (iShares Core U.S. Aggregate Bond ETF) are both funds - WOBDX is a Intermediate Core Bond fund managed by JPMorgan, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Over the past 10 years, WOBDX returned 1.83%/yr vs 1.54%/yr for AGG. Their correlation of 0.86 suggests significant overlap in exposure. WOBDX charges 0.50%/yr vs 0.03%/yr for AGG.
Performance
WOBDX vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, WOBDX achieves a 0.25% return, which is significantly lower than AGG's 0.47% return. Over the past 10 years, WOBDX has outperformed AGG with an annualized return of 1.83%, while AGG has yielded a comparatively lower 1.54% annualized return.
WOBDX
- 1D
- -0.29%
- 1M
- 0.54%
- YTD
- 0.25%
- 6M
- 0.30%
- 1Y
- 4.11%
- 3Y*
- 4.11%
- 5Y*
- 0.37%
- 10Y*
- 1.83%
AGG
- 1D
- 0.08%
- 1M
- 0.61%
- YTD
- 0.47%
- 6M
- 0.55%
- 1Y
- 4.33%
- 3Y*
- 3.96%
- 5Y*
- 0.07%
- 10Y*
- 1.54%
WOBDX vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WOBDX JPMorgan Core Bond Fund | 0.25% | 7.38% | 1.97% | 5.79% | -12.35% | -1.11% | 8.13% | 8.34% | 0.20% | 3.81% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.47% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between WOBDX and AGG is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2003 | 0.86 |
The correlation between WOBDX and AGG shifts across timeframes, from 0.86 (all time) to 0.97 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
WOBDX vs. AGG — Risk / Return Rank
WOBDX
AGG
WOBDX vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Bond Fund (WOBDX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| WOBDX | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.57 | -0.12 |
| Martin ratioReturn relative to average drawdown | 4.04 | 4.54 | -0.50 |
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Drawdowns
WOBDX vs. AGG - Drawdown Comparison
The maximum WOBDX drawdown since its inception was -16.65%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for WOBDX and AGG.
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Drawdown Indicators
| WOBDX | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.65% | -18.43% | +1.78% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -2.76% | -0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -5.96% | -6.11% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -16.65% | -17.82% | +1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -16.65% | -18.43% | +1.78% |
Current DrawdownCurrent decline from peak | -1.80% | -1.93% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -1.90% | -2.71% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 0.96% | +0.11% |
Volatility
WOBDX vs. AGG - Volatility Comparison
JPMorgan Core Bond Fund (WOBDX) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.07% and 1.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WOBDX | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 1.10% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.82% | 2.83% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 3.81% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.70% | 6.10% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.71% | 5.41% | -0.70% |
WOBDX vs. AGG - Expense Ratio Comparison
WOBDX has a 0.50% expense ratio, which is higher than AGG's 0.03% expense ratio.
Dividends
WOBDX vs. AGG - Dividend Comparison
WOBDX's dividend yield for the trailing twelve months is around 4.07%, more than AGG's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.98% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
WOBDX JPMorgan Core Bond Fund | 4.07% | 3.97% | 3.95% | 3.51% | 2.68% | 2.82% | 4.00% | 3.23% | 2.91% | 2.88% | 2.84% | 2.54% |
Frequently Asked Questions
With a correlation of 0.97, WOBDX and AGG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
AGG has higher volatility (1.10%) compared to WOBDX (1.07%). In terms of maximum drawdown, WOBDX dropped -16.65% vs AGG's -18.43%.
AGG currently has the higher Sharpe Ratio (1.14 vs 1.14), 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.
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