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BND

Last updated Sep 23, 2023

Asset Allocation


BND 100%BondBond
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market100%

Performance

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 Quarterly


0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
-3.15%
7.69%
BND
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the BND returned 0.08% Year-To-Date and 1.20% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.55%9.05%12.97%17.44%8.37%9.90%
BND-1.33%-3.22%-0.66%0.03%0.14%1.12%
BND
Vanguard Total Bond Market ETF
-1.33%-3.22%-0.66%0.03%0.14%1.12%

Sharpe Ratio

The current BND Sharpe ratio is -0.07. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.004.00-0.07

The Sharpe ratio of BND is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.03
0.89
BND
Benchmark (^GSPC)
Portfolio components

Dividend yield

BND granted a 3.03% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
BND3.03%2.65%2.06%2.36%2.97%3.15%2.93%2.97%3.12%3.46%3.56%4.26%
BND
Vanguard Total Bond Market ETF
3.03%2.65%2.06%2.36%2.97%3.15%2.93%2.97%3.12%3.46%3.56%4.26%

Expense Ratio

The BND has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.03%
0.00%2.15%

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BND
Vanguard Total Bond Market ETF
-0.03

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-15.93%
-9.57%
BND
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the BND. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the BND is 18.84%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.


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 Chart

The current BND volatility is 1.60%, 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.


1.00%2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
1.60%
3.36%
BND
Benchmark (^GSPC)
Portfolio components