PortfoliosLab logo
Vanguard Total Bond Market ETF (BND)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9219378356

CUSIP

921937835

Issuer

Vanguard

Inception Date

Apr 3, 2007

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Barclays Capital U.S. Aggregate Bond Index

Asset Class

Bond

Expense Ratio

BND has an expense ratio of 0.03%, which is considered low.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Total Bond Market ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
68.52%
291.05%
BND (Vanguard Total Bond Market ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Total Bond Market ETF (BND) returned 2.13% year-to-date (YTD) and 5.43% over the past 12 months. Over the past 10 years, BND returned 1.49% annually, underperforming the S&P 500 benchmark at 10.43%.


BND

YTD

2.13%

1M

0.32%

6M

1.30%

1Y

5.43%

5Y*

-0.86%

10Y*

1.49%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BND is 73, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BND is 7373
Overall Rank
The Sharpe Ratio Rank of BND is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BND is 7676
Omega Ratio Rank
The Calmar Ratio Rank of BND is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7070
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

The charts below present risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current Vanguard Total Bond Market ETF 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.

Use the chart below to compare the Sharpe ratio of Vanguard Total Bond Market ETF 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 (Vanguard Total Bond Market ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Total Bond Market ETF provided a 3.76% dividend yield over the last twelve months, with an annual payout of $2.72 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.50$2.00$2.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$2.72$2.64$2.27$1.87$1.67$1.95$2.28$2.23$2.08$2.03$2.08$2.29

Dividend yield

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 displays the monthly dividend distributions for Vanguard Total Bond Market ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


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 (Vanguard Total Bond Market ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Total Bond Market ETF. 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 Vanguard Total Bond Market ETF was 18.84%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Vanguard Total Bond Market ETF 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 Vanguard Total Bond Market ETF 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 (Vanguard Total Bond Market ETF)
Benchmark (^GSPC)