^FVX vs. BND
Compare and contrast key facts about Treasury Yield 5 Years (^FVX) and Vanguard Total Bond Market ETF (BND).
BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FVX or BND.
Key characteristics
| ^FVX | BND | |
|---|---|---|
| YTD Return | -10.83% | 5.06% |
| 1Y Return | -22.52% | 10.19% |
| 3Y Return (Ann) | 63.38% | -1.71% |
| 5Y Return (Ann) | 14.29% | 0.63% |
| 10Y Return (Ann) | 6.80% | 1.88% |
| Sharpe Ratio | -0.95 | 1.58 |
| Daily Std Dev | 26.09% | 6.34% |
| Max Drawdown | -97.53% | -18.84% |
| Current Drawdown | -56.64% | -6.07% |
Correlation
The correlation between ^FVX and BND is -0.78. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
^FVX vs. BND - Performance Comparison
In the year-to-date period, ^FVX achieves a -10.83% return, which is significantly lower than BND's 5.06% return. Over the past 10 years, ^FVX has outperformed BND with an annualized return of 6.80%, while BND has yielded a comparatively lower 1.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^FVX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) and Vanguard Total Bond Market ETF (BND). 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.
Drawdowns
^FVX vs. BND - Drawdown Comparison
The maximum ^FVX drawdown since its inception was -97.53%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for ^FVX and BND. For additional features, visit the drawdowns tool.
Volatility
^FVX vs. BND - Volatility Comparison
Treasury Yield 5 Years (^FVX) has a higher volatility of 6.86% compared to Vanguard Total Bond Market ETF (BND) at 1.17%. This indicates that ^FVX's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.