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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 compared to other funds.


Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.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 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%JulyAugustSeptemberOctoberNovemberDecember
65.12%
305.43%
BND (Vanguard Total Bond Market ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Total Bond Market ETF had a return of 1.45% year-to-date (YTD) and 1.96% in the last 12 months. Over the past 10 years, Vanguard Total Bond Market ETF had an annualized return of 1.31%, while the S&P 500 had an annualized return of 11.01%, indicating that Vanguard Total Bond Market ETF did not perform as well as the benchmark.


BND

YTD

1.45%

1M

-0.19%

6M

1.21%

1Y

1.96%

5Y*

-0.35%

10Y*

1.31%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

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
2024-0.16%-1.36%0.85%-2.41%1.68%0.88%2.35%1.45%1.32%-2.46%1.07%1.45%
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%0.55%-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%
2013-0.69%0.54%0.08%1.02%-1.93%-1.65%0.38%-0.86%1.12%0.86%-0.29%-0.64%-2.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BND is 17, meaning it’s performing worse than 83% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BND is 1717
Overall Rank
The Sharpe Ratio Rank of BND is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 1717
Sortino Ratio Rank
The Omega Ratio Rank of BND is 1717
Omega Ratio Rank
The Calmar Ratio Rank of BND is 1515
Calmar Ratio Rank
The Martin Ratio Rank of BND is 1818
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 chart of Sharpe ratio for BND, currently valued at 0.40, compared to the broader market0.002.004.000.401.90
The chart of Sortino ratio for BND, currently valued at 0.58, compared to the broader market-2.000.002.004.006.008.0010.000.582.54
The chart of Omega ratio for BND, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.35
The chart of Calmar ratio for BND, currently valued at 0.16, compared to the broader market0.005.0010.0015.000.162.81
The chart of Martin ratio for BND, currently valued at 1.15, compared to the broader market0.0020.0040.0060.0080.00100.001.1512.39
BND
^GSPC

The current Vanguard Total Bond Market ETF Sharpe ratio is 0.40. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.40
1.90
BND (Vanguard Total Bond Market ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Total Bond Market ETF provided a 3.62% dividend yield over the last twelve months, with an annual payout of $2.62 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%2.20%2.40%2.60%2.80%3.00%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.62$2.27$1.87$1.67$1.95$2.28$2.23$2.08$2.03$2.08$2.29$2.23

Dividend yield

3.62%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.21$0.20$0.22$0.21$0.22$0.22$0.22$0.23$0.22$0.23$0.22$2.40
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$0.00$0.17$0.17$0.19$0.18$0.18$0.17$0.17$0.18$0.16$0.17$0.55$2.29
2013$0.17$0.16$0.31$0.16$0.16$0.17$0.17$0.17$0.17$0.18$0.42$2.23

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.29%
-3.58%
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 9.29%.


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 1.61%, 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%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.61%
3.64%
BND (Vanguard Total Bond Market ETF)
Benchmark (^GSPC)