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Vanguard Total International Bond ETF (BNDX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US92203J4076

CUSIP

92203J407

Issuer

Vanguard

Inception Date

May 31, 2013

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Barclays Global Aggregate ex-USD Float-Adjusted Index (Hedged)

Asset Class

Bond

Expense Ratio

BNDX has an expense ratio of 0.07%, which is considered low.


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


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Returns By Period

Vanguard Total International Bond ETF (BNDX) returned 0.67% year-to-date (YTD) and 5.02% over the past 12 months. Over the past 10 years, BNDX returned 1.98% annually, underperforming the S&P 500 benchmark at 10.69%.


BNDX

YTD

0.67%

1M

0.35%

6M

1.14%

1Y

5.02%

5Y*

-0.05%

10Y*

1.98%

^GSPC (Benchmark)

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

Monthly Returns

The table below presents the monthly returns of BNDX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.24%0.88%-1.18%1.72%-0.96%0.67%
2024-0.58%-0.54%1.12%-1.40%0.29%0.63%2.13%0.51%1.25%-0.72%1.67%-0.77%3.57%
20232.36%-1.50%2.56%0.21%0.14%0.01%-0.13%0.21%-1.75%-0.15%3.43%3.21%8.77%
2022-1.38%-1.26%-2.23%-3.00%-0.67%-1.72%3.22%-3.61%-2.89%0.55%2.43%-2.75%-12.76%
2021-0.63%-1.66%-0.01%-0.19%0.00%0.37%1.49%-0.43%-1.08%-0.44%1.06%-0.75%-2.29%
20201.89%0.67%-2.91%1.91%0.41%0.54%0.95%-0.76%0.85%0.35%0.39%0.36%4.65%
20191.00%0.21%1.76%0.17%1.28%1.57%1.25%2.11%-0.42%-0.49%-0.48%-0.31%7.87%
2018-0.57%0.26%1.15%-0.14%-0.23%0.60%0.14%0.05%-0.24%0.07%0.52%1.17%2.81%
2017-0.98%0.88%-0.03%0.49%0.73%-0.54%0.16%0.93%-0.40%0.62%0.23%0.27%2.40%
20161.30%1.26%0.75%-0.26%0.75%1.95%0.82%0.07%0.01%-1.26%-1.25%0.43%4.61%
20151.79%-0.18%0.49%-1.03%-0.52%-1.35%1.28%-0.70%0.81%0.59%0.19%-0.14%1.19%
20141.43%0.48%0.32%0.60%0.74%0.61%0.50%1.37%-0.13%0.61%0.91%0.98%8.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, BNDX is among the top 17% of 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 BNDX is 8383
Overall Rank
The Sharpe Ratio Rank of BNDX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 8787
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 International Bond ETF (BNDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Vanguard Total International Bond ETF Sharpe ratios as of May 13, 2025 (values are recalculated daily):

  • 1-Year: 1.35
  • 5-Year: -0.01
  • 10-Year: 0.49
  • All Time: 0.60

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Vanguard Total International Bond ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History


Vanguard Total International Bond ETF doesn't pay dividends

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Total International Bond 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 International Bond ETF was 16.23%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Vanguard Total International Bond ETF drawdown is 3.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.23%Dec 14, 2020467Oct 20, 2022
-5.89%Mar 9, 20208Mar 18, 202093Jul 30, 2020101
-3.89%Apr 16, 201539Jun 10, 2015161Jan 29, 2016200
-3.38%Aug 31, 201672Dec 12, 2016228Nov 7, 2017300
-2.66%Jun 6, 201364Sep 5, 201341Nov 1, 2013105

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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