PortfoliosLab logoPortfoliosLab logo
ISIN
US9219378356
CUSIP
921937835
Issuer
Vanguard
Inception Date
Apr 3, 2007
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Bloomberg U.S. Aggregate Float Adjusted Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$394B

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

BND Performance Chart

Vanguard Total Bond Market ETF (BND) is up 0.7% since the beginning of the year. BND is currently trading at $73 per share. Investors who bought $1,000 worth of BND shares 5 years ago would now be looking at an investment worth $1,002.


Loading charts...

S&P 500 Index

Returns By Period

Vanguard Total Bond Market ETF (BND) has returned 0.65% so far this year and 4.66% over the past 12 months. Over the last ten years, BND has returned 1.60% per year, falling short of the S&P 500 Index benchmark, which averaged 13.54% annually.


Vanguard Total Bond Market ETF

1D
0.27%
1M
0.81%
YTD
0.65%
6M
0.69%
1Y
4.66%
3Y*
4.05%
5Y*
0.04%
10Y*
1.60%

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BND Monthly Returns History

Based on dividend-adjusted daily data since Apr 10, 2007, BND's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was Dec 2008 with a return of +5.1%, while the worst month was Sep 2022 at -4.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BND closed higher 52% of trading days. The best single day was Mar 13, 2020 with a return of +4.2%, while the worst single day was Mar 12, 2020 at -5.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.22%1.60%-1.74%0.15%0.28%0.17%0.65%
20250.60%2.16%0.01%0.40%-0.67%1.52%-0.27%1.15%1.10%0.60%0.60%-0.30%7.08%
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%-0.31%-1.86%

Benchmark Metrics

Vanguard Total Bond Market ETF has an annualized alpha of 3.27%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 10, 2007.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (11.23%) than losses (3.10%) - typical of diversified or defensive assets.
  • Beta of -0.00 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.27%
Beta
-0.00
0.00
Upside Capture
11.23%
Downside Capture
3.10%

Expense Ratio

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


Return for Risk

Risk / Return Rank

BND ranks 36 for risk / return — below 36% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


BND Risk / Return Rank: 3636
Overall Rank
BND Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3737
Sortino Ratio Rank
BND Omega Ratio Rank: 3434
Omega Ratio Rank
BND Calmar Ratio Rank: 3636
Calmar Ratio Rank
BND Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BNDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.22

1.35

-0.13

Calmar ratioReturn relative to maximum drawdown

1.77

2.66

-0.88

Martin ratioReturn relative to average drawdown

5.10

11.86

-6.77

Dividends

Dividend History

Vanguard Total Bond Market ETF provided a 3.95% dividend yield over the last twelve months, with an annual payout of $2.90 per share. The fund has been increasing its distributions for 4 consecutive years.


2.00%2.50%3.00%3.50%4.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.90$2.86$2.64$2.27$1.87$1.80$2.10$2.28$2.23$2.08$2.03$2.08

Dividend yield

3.95%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

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
2026$0.00$0.25$0.23$0.25$0.24$0.25$1.21
2025$0.00$0.23$0.22$0.24$0.24$0.24$0.24$0.24$0.24$0.24$0.24$0.49$2.86
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$0.41$1.80

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.


Loading charts...

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 18.58%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Vanguard Total Bond Market ETF drawdown is 1.99%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-18.58%Oct 2022
2y 2mo
5y 10moAug 2020 - now
Financial crisis2007–2009
-9.31%Oct 2008
24d2mo 6d
3moSep 2008 - Dec 2008
COVID crash2020
-8.67%Mar 2020
3d2mo 10d
2mo 13dMar 2020 - May 2020
2013 pullback2013
-5.18%Sep 2013
4mo 5d8mo 11d
1y 11dMay 2013 - May 2014
2016 pullback2016
-4.75%Dec 2016
5mo 7d8mo 24d
1y 1moJul 2016 - Sep 2017

Drawdown Indicators


BNDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-56.78%

+38.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-9.10%

+6.42%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

-18.90%

+12.98%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-25.43%

+7.52%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

-33.92%

+15.34%

Current Drawdown

Current decline from peak

-1.99%

-2.49%

+0.50%

Average Drawdown

Average peak-to-trough decline

-3.06%

-10.72%

+7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

2.03%

-1.10%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with BND

Add Vanguard Total Bond Market ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with BND