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

ETF Info

ISINUS92203J4076
CUSIP92203J407
IssuerVanguard
Inception DateMay 31, 2013
RegionDeveloped Markets (Broad)
CategoryTotal Bond Market
Index TrackedBarclays Global Aggregate ex-USD Float-Adjusted Index (Hedged)
Home Pageadvisors.vanguard.com
Asset ClassBond

Expense Ratio

The Vanguard Total International Bond ETF has an expense ratio of 0.07% which is considered to be low.


0.50%1.00%1.50%2.00%0.07%

Share Price Chart


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Compare to other instruments

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

Vanguard Total International Bond ETF

Popular comparisons: BNDX vs. BND, BNDX vs. BNDW, BNDX vs. IAGG, BNDX vs. IGOV, BNDX vs. SCHZ, BNDX vs. VWOB, BNDX vs. FBND, BNDX vs. VGSH, BNDX vs. BIV, BNDX vs. VTEB

Performance

Performance Chart

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.


0.00%50.00%100.00%150.00%200.00%OctoberNovemberDecember2024FebruaryMarch
26.33%
221.72%
BNDX (Vanguard Total International Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Total International Bond ETF had a return of 0.10% year-to-date (YTD) and 5.42% in the last 12 months. Over the past 10 years, Vanguard Total International Bond ETF had an annualized return of 2.19%, while the S&P 500 had an annualized return of 10.96%, indicating that Vanguard Total International Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.10%10.04%
1 month1.31%3.53%
6 months6.74%22.79%
1 year5.42%32.16%
5 years (annualized)0.34%13.15%
10 years (annualized)2.19%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.58%-0.54%
20230.21%-1.75%-0.15%3.43%3.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BNDX
Vanguard Total International Bond ETF
1.08
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Vanguard Total International Bond ETF Sharpe ratio is 1.08. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.08
2.76
BNDX (Vanguard Total International Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Total International Bond ETF granted a 4.53% dividend yield in the last twelve months. The annual payout for that period amounted to $2.23 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.23$2.18$0.72$2.06$0.65$1.93$1.63$1.21$1.03$0.86$0.82$0.43

Dividend yield

4.53%4.42%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.09
2023$0.00$0.06$0.06$0.07$0.07$0.07$0.08$0.08$0.08$0.08$0.08$1.44
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

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-7.29%
0
BNDX (Vanguard Total International Bond ETF)
Benchmark (^GSPC)

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 7.29%.


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 current Vanguard Total International Bond ETF volatility is 0.95%, 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%OctoberNovemberDecember2024FebruaryMarch
0.95%
2.82%
BNDX (Vanguard Total International Bond ETF)
Benchmark (^GSPC)