^IXIC vs. BND
^IXIC (NASDAQ Composite) is an index, while BND (Vanguard Total Bond Market ETF) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Over the past 10 years, ^IXIC returned 17.09%/yr vs 1.38%/yr for BND. Their -0.11 correlation means they have often moved in opposite directions in the past.
Performance
^IXIC vs. BND - Performance Comparison
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Returns By Period
In the year-to-date period, ^IXIC achieves a 8.09% return, which is significantly higher than BND's -0.28% return. Over the past 10 years, ^IXIC has outperformed BND with an annualized return of 17.09%, while BND has yielded a comparatively lower 1.38% annualized return.
^IXIC
- 1D
- 2.78%
- 1M
- -4.16%
- 6M
- 6.07%
- YTD
- 8.09%
- 1Y
- 18.90%
- 3Y*
- 20.53%
- 5Y*
- 11.35%
- 10Y*
- 17.09%
- ALL TIME*
- 10.47%
BND
- 1D
- 0.06%
- 1M
- -1.02%
- 6M
- -0.53%
- YTD
- -0.28%
- 1Y
- 2.92%
- 3Y*
- 3.79%
- 5Y*
- -0.37%
- 10Y*
- 1.38%
- ALL TIME*
- 3.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^IXIC NASDAQ Composite | $196.70T | $201.88T | $250.89T |
| $447.57M | $557.69M | $594.86M |
^IXIC vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^IXIC NASDAQ Composite | 8.09% | 20.36% | 28.64% | 43.42% | -33.10% | 21.39% | 43.64% | 35.23% | -3.88% | 28.24% |
BND Vanguard Total Bond Market ETF | -0.28% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Correlation
The correlation between ^IXIC and BND is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2007 | -0.11 |
The correlation between ^IXIC and BND shifts across timeframes, from -0.11 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
^IXIC vs. BND — Risk / Return Rank
^IXIC
BND
^IXIC vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) 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.
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.
| ^IXIC | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.14 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.10 | +0.34 |
| Martin ratioReturn relative to average drawdown | 4.79 | 2.77 | +2.02 |
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Drawdowns
^IXIC vs. BND - Drawdown Comparison
The maximum ^IXIC drawdown since its inception was -77.93%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for ^IXIC and BND.
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Drawdown Indicators
| ^IXIC | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.93% | -18.58% | -59.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -2.68% | -10.53% |
Max Drawdown (3Y)Largest decline over 3 years | -24.32% | -4.81% | -19.51% |
Max Drawdown (5Y)Largest decline over 5 years | -36.40% | -17.91% | -18.49% |
Max Drawdown (10Y)Largest decline over 10 years | -36.40% | -18.58% | -17.82% |
Current DrawdownCurrent decline from peak | -7.28% | -2.90% | -4.38% |
Average DrawdownAverage peak-to-trough decline | -21.35% | -3.06% | -18.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 1.06% | +2.90% |
Volatility
^IXIC vs. BND - Volatility Comparison
NASDAQ Composite (^IXIC) has a higher volatility of 5.64% compared to Vanguard Total Bond Market ETF (BND) at 0.96%. This indicates that ^IXIC'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.
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Volatility by Period
| ^IXIC | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 0.96% | +4.68% |
Volatility (6M)Calculated over the trailing 6-month period | 14.69% | 2.88% | +11.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 3.70% | +14.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.76% | 6.03% | +16.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 5.53% | +16.58% |
Frequently Asked Questions
^IXIC and BND have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^IXIC has higher volatility (5.64%) compared to BND (0.96%). In terms of maximum drawdown, ^IXIC dropped -77.93% vs BND's -18.58%.
^IXIC currently has the higher Sharpe Ratio (1.03 vs 0.79), 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.
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