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BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 100%BondBond
PositionCategory/SectorTarget Weight
BND
Vanguard Total Bond Market ETF
Total Bond Market
100%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BND, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


100.00%150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
68.52%
291.05%
BND
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND

Returns By Period

As of May 9, 2025, the BND returned 2.13% Year-To-Date and 1.49% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
BND2.13%0.32%1.30%5.43%-0.86%1.49%
BND
Vanguard Total Bond Market ETF
2.13%0.32%1.30%5.43%-0.86%1.49%
*Annualized

Monthly Returns

The table below presents the monthly returns of BND, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.60%2.16%0.01%0.40%-1.03%2.13%
2024-0.16%-1.36%0.85%-2.41%1.68%0.88%2.35%1.45%1.32%-2.46%1.07%-1.68%1.38%
20233.31%-2.67%2.68%0.59%-1.16%-0.22%-0.12%-0.66%-2.48%-1.52%4.54%3.55%5.65%
2022-2.06%-1.14%-2.75%-3.97%0.83%-1.66%2.38%-2.80%-4.18%-1.16%3.67%-0.81%-13.11%
2021-0.86%-1.55%-1.27%0.87%0.15%0.90%1.17%-0.19%-1.01%0.07%0.20%-0.46%-2.01%
20201.98%1.67%-1.43%2.76%0.67%0.67%1.45%-0.94%-0.10%-0.56%1.21%-0.01%7.54%
20191.11%-0.09%1.94%-0.03%1.83%1.25%0.15%2.77%-0.57%0.31%-0.04%-0.07%8.84%
2018-1.24%-1.04%0.69%-0.85%0.68%-0.04%-0.04%0.67%-0.55%-0.86%0.64%1.87%-0.11%
20170.19%0.62%-0.04%0.80%0.71%0.05%0.40%0.86%-0.47%-0.03%-0.11%0.54%3.57%
20161.20%0.85%0.88%0.41%-0.01%2.02%0.60%-0.31%0.11%-0.94%-2.57%0.33%2.52%
20152.40%-1.31%0.54%-0.32%-0.50%-1.11%0.88%-0.25%0.81%0.03%-0.39%-0.18%0.56%
20141.55%0.47%-0.17%0.80%1.05%0.08%-0.28%1.14%-0.57%0.72%0.83%0.06%5.82%

Expense Ratio

BND has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BND is 61, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BND is 6161
Overall Rank
The Sharpe Ratio Rank of BND is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 7878
Sortino Ratio Rank
The Omega Ratio Rank of BND is 7070
Omega Ratio Rank
The Calmar Ratio Rank of BND is 2727
Calmar Ratio Rank
The Martin Ratio Rank of BND is 5353
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.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BND
Vanguard Total Bond Market ETF
1.031.481.180.432.60

The current BND Sharpe ratio is 1.03. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of BND with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.03
0.48
BND
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

BND provided a 3.76% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio3.76%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
BND
Vanguard Total Bond Market ETF
3.76%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.23$0.22$0.24$0.24$0.93
2024$0.00$0.21$0.20$0.22$0.21$0.22$0.22$0.22$0.23$0.22$0.23$0.46$2.64
2023$0.00$0.18$0.16$0.18$0.18$0.19$0.18$0.19$0.20$0.19$0.20$0.41$2.27
2022$0.00$0.14$0.13$0.20$0.14$0.15$0.15$0.15$0.16$0.16$0.16$0.34$1.87
2021$0.00$0.14$0.13$0.19$0.13$0.13$0.13$0.14$0.14$0.13$0.13$0.28$1.67
2020$0.00$0.18$0.17$0.19$0.17$0.17$0.16$0.16$0.15$0.15$0.15$0.29$1.95
2019$0.00$0.20$0.18$0.20$0.19$0.19$0.19$0.19$0.19$0.18$0.19$0.37$2.28
2018$0.00$0.18$0.17$0.20$0.18$0.18$0.18$0.19$0.19$0.18$0.19$0.39$2.23
2017$0.00$0.17$0.16$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.38$2.08
2016$0.00$0.17$0.17$0.17$0.16$0.17$0.16$0.17$0.17$0.16$0.16$0.37$2.03
2015$0.00$0.17$0.16$0.19$0.16$0.17$0.16$0.17$0.17$0.16$0.17$0.40$2.08
2014$0.17$0.17$0.19$0.18$0.18$0.17$0.17$0.18$0.16$0.17$0.55$2.29

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.42%
-7.82%
BND
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the BND. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BND was 18.84%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current BND drawdown is 7.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.84%Aug 7, 2020556Oct 20, 2022
-9.31%Sep 16, 200819Oct 10, 200845Dec 15, 200864
-8.67%Mar 9, 20204Mar 12, 202049May 21, 202053
-5.18%May 3, 201387Sep 5, 2013173May 14, 2014260
-4.75%Jul 11, 2016112Dec 15, 2016180Sep 5, 2017292

Volatility

Volatility Chart

The current BND volatility is 1.73%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
1.73%
11.21%
BND
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCBNDPortfolio
^GSPC1.00-0.16-0.16
BND-0.161.001.00
Portfolio-0.161.001.00
The correlation results are calculated based on daily price changes starting from Apr 11, 2007