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

ETF Info

ISINUS9219378356
CUSIP921937835
IssuerVanguard
Inception DateApr 3, 2007
RegionNorth America (U.S.)
CategoryTotal Bond Market
Index TrackedBarclays Capital U.S. Aggregate Bond Index
Home Pageadvisors.vanguard.com
Asset ClassBond

Expense Ratio

The Vanguard Total Bond Market ETF has an expense ratio of 0.03% which is considered to be low.


0.50%1.00%1.50%2.00%0.03%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with BND

Vanguard Total Bond Market ETF

Popular comparisons: BND vs. BNDX, BND vs. BNDW, BND vs. VBTLX, BND vs. AGG, BND vs. SCHZ, BND vs. BLV, BND vs. TLT, BND vs. BIV, BND vs. FBND, BND vs. VTIP

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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
4.86%
17.14%
BND (Vanguard Total Bond Market ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Total Bond Market ETF had a return of -2.35% year-to-date (YTD) and -0.56% in the last 12 months. Over the past 10 years, Vanguard Total Bond Market ETF had an annualized return of 1.24%, while the S&P 500 had an annualized return of 10.79%, indicating that Vanguard Total Bond Market ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-2.35%7.41%
1 month-1.48%-0.81%
6 months4.31%18.38%
1 year-0.56%23.57%
5 years (annualized)0.06%12.02%
10 years (annualized)1.24%10.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.16%-1.36%0.85%
2023-2.48%-1.52%4.54%3.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BND is 13, indicating that it is in the bottom 13% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of BND is 1313
Vanguard Total Bond Market ETF(BND)
The Sharpe Ratio Rank of BND is 1313Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 1212Sortino Ratio Rank
The Omega Ratio Rank of BND is 1212Omega Ratio Rank
The Calmar Ratio Rank of BND is 1414Calmar Ratio Rank
The Martin Ratio Rank of BND is 1313Martin 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.


BND
Sharpe ratio
The chart of Sharpe ratio for BND, currently valued at -0.09, compared to the broader market0.002.004.00-0.09
Sortino ratio
The chart of Sortino ratio for BND, currently valued at -0.08, compared to the broader market-2.000.002.004.006.008.0010.00-0.08
Omega ratio
The chart of Omega ratio for BND, currently valued at 0.99, compared to the broader market1.001.502.002.500.99
Calmar ratio
The chart of Calmar ratio for BND, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.0012.00-0.03
Martin ratio
The chart of Martin ratio for BND, currently valued at -0.22, compared to the broader market0.0020.0040.0060.0080.00-0.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.008.0010.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0020.0040.0060.0080.008.76

Sharpe Ratio

The current Vanguard Total Bond Market ETF Sharpe ratio is -0.09. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
-0.09
2.15
BND (Vanguard Total Bond Market ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Total Bond Market ETF granted a 3.34% dividend yield in the last twelve months. The annual payout for that period amounted to $2.38 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.38$2.27$1.87$1.67$1.95$2.28$2.23$2.08$2.03$2.08$2.29$2.23

Dividend yield

3.34%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.21$0.20
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
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
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
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
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
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
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
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
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
2014$0.00$0.17$0.17$0.19$0.18$0.18$0.17$0.17$0.18$0.16$0.17$0.55
2013$0.17$0.16$0.31$0.16$0.16$0.17$0.17$0.17$0.17$0.18$0.42

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-12.69%
-2.49%
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 12.69%.


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 1.78%, 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%NovemberDecember2024FebruaryMarchApril
1.78%
3.24%
BND (Vanguard Total Bond Market ETF)
Benchmark (^GSPC)