Vanguard Total International Bond ETF (BNDX)
BNDX, or the Vanguard Total International Bond ETF, is an exchange-traded fund (ETF) managed by Vanguard. It is designed to track the investment results of the Barclays Global Aggregate ex-USD Float-Adjusted Index (Hedged), which consists of a broad range of investment-grade bonds from around the world. This index is designed to provide investors with exposure to the global bond market, excluding U.S. dollar-denominated bonds. The index is also hedged to reduce the impact of currency fluctuations on returns.
BNDX was launched on May 31, 2013, and has a 0.07% expense ratio, which is considered low compared to other ETFs in the market, making it a low-cost option for those who want to diversify their portfolio and seek income from bonds.
BNDX is a passive ETF, which means that it tracks the performance of the underlying index rather than actively seeking to outperform it.
ETF Info
ISIN | US92203J4076 |
---|---|
CUSIP | 92203J407 |
Issuer | Vanguard |
Inception Date | May 31, 2013 |
Region | Developed Markets (Broad) |
Category | Total Bond Market |
Index Tracked | Barclays Global Aggregate ex-USD Float-Adjusted Index (Hedged) |
ETF Home Page | advisors.vanguard.com |
Asset Class | Bond |
Expense Ratio
The Vanguard Total International Bond ETF has an expense ratio of 0.07% which is considered to be low.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in Vanguard Total International Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
Vanguard Total International Bond ETF had a return of 6.03% year-to-date (YTD) and 2.53% in the last 12 months. Over the past 10 years, Vanguard Total International Bond ETF had an annualized return of 2.10%, while the S&P 500 had an annualized return of 9.87%, indicating that Vanguard Total International Bond ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 6.03% | 19.67% |
1 month | 3.48% | 8.42% |
6 months | 2.47% | 7.29% |
1 year | 2.53% | 12.71% |
5 years (annualized) | 0.64% | 10.75% |
10 years (annualized) | 2.10% | 9.87% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 0.14% | 0.01% | -0.13% | 0.21% | -1.75% | -0.15% | 3.43% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 0.55 | ||||
^GSPC S&P 500 | 0.91 |
Dividend History
Vanguard Total International Bond ETF granted a 2.10% dividend yield in the last twelve months. The annual payout for that period amounted to $1.04 per share.
Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $1.04 | $0.72 | $2.06 | $0.65 | $1.93 | $1.63 | $1.21 | $1.03 | $0.86 | $0.82 | $0.43 |
Dividend yield | 2.10% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard Total International Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | $0.00 | $0.06 | $0.06 | $0.07 | $0.07 | $0.07 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | |
2022 | $0.00 | $0.05 | $0.03 | $0.04 | $0.04 | $0.04 | $0.04 | $0.05 | $0.05 | $0.05 | $0.05 | $0.28 |
2021 | $0.00 | $0.05 | $0.05 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $1.65 |
2020 | $0.00 | $0.05 | $0.04 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.18 |
2019 | $0.00 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $1.40 |
2018 | $0.00 | $0.05 | $0.04 | $0.05 | $0.04 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $1.15 |
2017 | $0.00 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.74 |
2016 | $0.00 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.05 | $0.06 | $0.06 | $0.06 | $0.47 |
2015 | $0.00 | $0.07 | $0.06 | $0.06 | $0.06 | $0.05 | $0.06 | $0.05 | $0.06 | $0.06 | $0.08 | $0.25 |
2014 | $0.00 | $0.06 | $0.06 | $0.07 | $0.07 | $0.06 | $0.06 | $0.08 | $0.06 | $0.06 | $0.07 | $0.18 |
2013 | $0.05 | $0.07 | $0.05 | $0.07 | $0.06 | $0.12 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-16.23% | Dec 14, 2020 | 467 | Oct 20, 2022 | — | — | — |
-5.89% | Mar 9, 2020 | 8 | Mar 18, 2020 | 93 | Jul 30, 2020 | 101 |
-3.89% | Apr 16, 2015 | 39 | Jun 10, 2015 | 161 | Jan 29, 2016 | 200 |
-3.38% | Aug 31, 2016 | 72 | Dec 12, 2016 | 228 | Nov 7, 2017 | 300 |
-2.66% | Jun 6, 2013 | 64 | Sep 5, 2013 | 41 | Nov 1, 2013 | 105 |
Volatility Chart
The current Vanguard Total International Bond ETF volatility is 1.67%, 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.
Alternatives
Portfolios with Vanguard Total International Bond ETF
Portfolio Name | YTD Return | 10Y Return | Div. Yield | 10Y Volatility | Max. Drawdown | Expense Ratio | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
---|---|---|---|---|---|---|---|---|---|---|---|
7Twelve Portfolio | 7.64% | 4.90% | 2.41% | 9.87% | -22.46% | 0.14% | 0.57 | ||||
Bogleheads Four-fund Portfolio | 14.85% | 7.51% | 2.20% | 13.69% | -28.24% | 0.04% | 0.93 | ||||
Roger Gibson Five Asset Portfolio | 7.61% | 5.26% | 2.42% | 11.96% | -27.82% | 0.22% | 0.37 |