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^GSPC vs. BNDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

^GSPC vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Index (^GSPC) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^GSPC achieves a 8.02% return, which is significantly higher than BNDX's 0.85% return. Over the past 10 years, ^GSPC has outperformed BNDX with an annualized return of 13.53%, while BNDX has yielded a comparatively lower 1.69% annualized return.


^GSPC

1D
1.75%
1M
-0.09%
YTD
8.02%
6M
7.15%
1Y
22.78%
3Y*
19.45%
5Y*
11.73%
10Y*
13.53%

BNDX

1D
0.58%
1M
1.01%
YTD
0.85%
6M
0.99%
1Y
1.99%
3Y*
4.13%
5Y*
0.29%
10Y*
1.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^GSPC vs. BNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^GSPC
S&P 500 Index
8.02%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%
BNDX
Vanguard Total International Bond ETF
0.85%2.86%3.57%8.77%-12.76%-2.29%4.65%7.87%2.81%2.40%

Correlation

The correlation between ^GSPC and BNDX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2013

0.02

Over the past year, ^GSPC and BNDX have become more correlated (0.36) than their long-term average of 0.02, meaning their price movements have been converging.

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Return for Risk

^GSPC vs. BNDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^GSPC
^GSPC Risk / Return Rank: 7979
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7878
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 8181
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7474
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8484
Martin Ratio Rank

BNDX
BNDX Risk / Return Rank: 2020
Overall Rank
BNDX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 1919
Sortino Ratio Rank
BNDX Omega Ratio Rank: 1919
Omega Ratio Rank
BNDX Calmar Ratio Rank: 2020
Calmar Ratio Rank
BNDX Martin Ratio Rank: 2020
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.

^GSPC vs. BNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Index (^GSPC) and Vanguard Total International Bond ETF (BNDX). 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.

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.


^GSPCBNDXDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.68

Omega ratioGain probability vs. loss probability

1.34

1.10

+0.23

Calmar ratioReturn relative to maximum drawdown

2.52

0.68

+1.83

Martin ratioReturn relative to average drawdown

11.31

1.90

+9.41

^GSPC vs. BNDX - Sharpe Ratio Comparison

The current ^GSPC Sharpe Ratio is 1.85, which is higher than the BNDX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of ^GSPC and BNDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^GSPC vs. BNDX - Drawdown Comparison

The maximum ^GSPC drawdown since its inception was -56.78%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for ^GSPC and BNDX.


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Drawdown Indicators


^GSPCBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

-16.23%

-40.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-2.93%

-6.17%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

-2.93%

-15.97%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-15.86%

-9.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

-16.23%

-17.69%

Current Drawdown

Current decline from peak

-2.83%

-1.18%

-1.65%

Average Drawdown

Average peak-to-trough decline

-10.72%

-3.10%

-7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.05%

+0.97%

Volatility

^GSPC vs. BNDX - Volatility Comparison

S&P 500 Index (^GSPC) has a higher volatility of 4.44% compared to Vanguard Total International Bond ETF (BNDX) at 1.50%. This indicates that ^GSPC's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^GSPCBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

1.50%

+2.94%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

2.96%

+6.75%

Volatility (1Y)

Calculated over the trailing 1-year period

12.38%

3.47%

+8.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

4.89%

+12.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

4.10%

+13.99%

Frequently Asked Questions


^GSPC and BNDX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^GSPC has higher volatility (4.44%) compared to BNDX (1.50%). In terms of maximum drawdown, ^GSPC dropped -56.78% vs BNDX's -16.23%.

^GSPC currently has the higher Sharpe Ratio (1.85 vs 0.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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