AGZD vs MGF

Comparison between WISDOMTREE INTEREST RATE HEDGED U.S. AGGREGATE BOND FUND (AGZD, ETF) and MFS Government Markets Income Trust (MGF, ETF).

5-Year PerformanceAGZD has outperformed MGF, delivering a return of +4.4% compared to -1.2%

AGZD vs MGF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGZD(ETF)	MGF(ETF)
Net Assets	$100M	$100M
Expense Ratio	0.23%	N/A
Max Drawdown	14.53%	64.71%
Sharpe Ratio	0.61	-0.41
5Y Beta	0.01	0.05
5Y Dividends CAGR	14.16%	-7.75%

Net Assets

AGZD

$100M

Winner

MGF

$100M

Expense Ratio

AGZD

0.23%

MGF

N/A

Max Drawdown

Winner

AGZD

14.53%

MGF

64.71%

Sharpe Ratio

Winner

AGZD

0.61

MGF

-0.41

5Y Beta

Winner

AGZD

0.01

MGF

0.05

5Y Dividends CAGR

Winner

AGZD

14.16%

MGF

-7.75%

AGZD vs MGF - Historical Returns

Returns include dividend reinvestment.

Period	AGZD	MGF
1 month	+0.62%	-2.44%
3 months	+1.74%	-1.87%
6 months	+2.27%	-3.60%
1 year	+5.59%	-1.24%
5 years(CAGR)	+4.39%	-1.23%
10 years(CAGR)	+3.21%	+1.23%
Max(CAGR)	+2.51%	+4.13%

Winner

AGZD

+0.62%

MGF

-2.44%

Winner

AGZD

+1.74%

MGF

-1.87%

Winner

AGZD

+2.27%

MGF

-3.60%

Winner

AGZD

+5.59%

MGF

-1.24%

5Y(CAGR)

Winner

AGZD

+4.39%

MGF

-1.23%

10Y(CAGR)

Winner

AGZD

+3.21%

MGF

+1.23%

Max(CAGR)

AGZD

+2.51%

Winner

MGF

+4.13%

AGZD vs MGF - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	AGZD	MGF
2026	+2.47%	-3.25%
2025	+4.67%	+5.18%
2024	+6.78%	+4.18%
2023	+7.36%	+3.78%
2022	+0.97%	-15.17%
2021	+0.66%	+0.65%
2020	+0.21%	+7.32%
2019	+4.45%	+9.81%
2018	+0.45%	-0.14%
2017	+2.82%	+3.45%
2016	+2.42%	+2.52%
2015	-0.79%	-0.31%
2014	+0.49%	+6.04%
2013	-0.07%	-10.52%
2012	N/A	+5.17%
2011	N/A	+10.17%
2010	N/A	-0.19%
2009	N/A	+0.72%
2008	N/A	+26.75%
2007	N/A	+9.08%
2006	N/A	+6.49%
2005	N/A	+2.69%
2004	N/A	+3.30%
2003	N/A	+2.74%
2002	N/A	+15.23%
2001	N/A	+6.43%
2000	N/A	+17.98%
1999	N/A	-4.21%

AGZD vs MGF Drawdown Comparison

The maximum drawdown for AGZD was -8.46%, occurring on Mar 20, 2020. Recovery took 201 trading sessions.

The maximum drawdown for MGF was -22.85%, occurring on Oct 24, 2022. This drawdown has not yet recovered.

The current AGZD drawdown is -0.49%. The current MGF drawdown is -8.07%.

Rank	AGZD	MGF
#1	-8.46% Feb 20, 2020 - Dec 4, 2020	-22.85% Sep 17, 2021 - Oct 24, 2022
#2	-4.55% Apr 8, 2014 - Feb 15, 2017	-21.63% Sep 8, 2008 - Nov 28, 2008
#3	-2.23% Apr 6, 2022 - Nov 18, 2022	-19.20% Sep 5, 2012 - Aug 18, 2016
#4	-1.88% Feb 22, 2023 - Jun 2, 2023	-15.76% Dec 23, 2008 - Aug 21, 2009
#5	-1.71% Mar 3, 2025 - May 28, 2025	-15.30% Aug 23, 2010 - Jan 13, 2012
#6	-1.52% Nov 10, 2021 - Apr 5, 2022	-9.35% Mar 9, 2020 - Apr 13, 2020
#7	-1.38% Feb 12, 2014 - Mar 5, 2014	-9.12% Sep 23, 2009 - Mar 10, 2010
#8	-1.03% Sep 18, 2018 - Feb 13, 2019	-8.88% Mar 19, 2004 - Jan 18, 2005
#9	-1.00% Jan 13, 2023 - Feb 14, 2023	-8.02% May 27, 2008 - Sep 8, 2008
#10	-0.95% Feb 2, 2018 - Jul 19, 2018	-7.46% Mar 16, 2010 - Jun 7, 2010
#11	-0.90% Sep 21, 2023 - Nov 6, 2023	-7.25% May 23, 2003 - Feb 12, 2004
#12	-0.88% Jan 8, 2025 - Mar 3, 2025	-6.95% Aug 18, 2016 - Jan 31, 2019
#13	-0.87% Jun 11, 2025 - Jul 8, 2025	-6.19% Nov 14, 2007 - Jan 15, 2008
#14	-0.79% Mar 11, 2021 - Oct 19, 2021	-6.19% Nov 3, 1999 - Apr 10, 2000
#15	-0.77% Nov 27, 2023 - Dec 11, 2023	-6.15% Nov 2, 2001 - Feb 11, 2002

Correlation

Correlation between AGZD and MGF is 0.62 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.62

-101

Dividend Comparison (2000 - 2026)

AGZD vs MGF dividend yield comparison.

Year	AGZD	MGF
2026	1.59%	3.35%
2025	4.12%	7.65%
2024	3.96%	7.80%
2023	6.07%	7.82%
2022	8.61%	8.44%
2021	1.66%	7.71%
2020	2.28%	7.58%
2019	2.83%	7.50%
2018	2.62%	7.81%
2017	2.31%	7.92%
2016	1.81%	8.10%
2015	1.66%	8.05%
2014	1.69%	7.85%
2013	0.05%	8.24%
2012	0.00%	7.37%
2011	0.00%	7.33%
2010	0.00%	7.69%
2009	0.00%	6.96%
2008	0.00%	6.57%
2007	0.00%	5.92%
2006	0.00%	5.43%
2005	0.00%	5.00%
2004	0.00%	4.86%
2003	0.00%	5.25%
2002	0.00%	6.10%
2001	0.00%	6.50%
2000	0.00%	3.05%