ANAZX vs. BNDX
Compare and contrast key facts about AB Global Bond Fund Class Z (ANAZX) and Vanguard Total International Bond ETF (BNDX).
ANAZX is managed by AllianceBernstein. It was launched on Oct 15, 2013. BNDX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). It was launched on May 31, 2013.
Performance
ANAZX vs. BNDX - Performance Comparison
Loading graphics...
ANAZX vs. BNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANAZX AB Global Bond Fund Class Z | -0.85% | 6.42% | 2.70% | 5.99% | -12.17% | -2.14% | 5.13% | 7.84% | 0.38% | 3.18% |
BNDX Vanguard Total International Bond ETF | 0.02% | 2.86% | 3.57% | 8.77% | -12.76% | -2.29% | 4.65% | 7.87% | 2.81% | 2.40% |
Returns By Period
In the year-to-date period, ANAZX achieves a -0.85% return, which is significantly lower than BNDX's 0.02% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: ANAZX at 1.75% and BNDX at 1.75%.
ANAZX
- 1D
- 0.15%
- 1M
- -2.28%
- YTD
- -0.85%
- 6M
- -0.33%
- 1Y
- 2.70%
- 3Y*
- 3.84%
- 5Y*
- 0.23%
- 10Y*
- 1.75%
BNDX
- 1D
- 0.15%
- 1M
- -1.65%
- YTD
- 0.02%
- 6M
- 0.27%
- 1Y
- 2.71%
- 3Y*
- 3.88%
- 5Y*
- 0.20%
- 10Y*
- 1.75%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ANAZX vs. BNDX - Expense Ratio Comparison
ANAZX has a 0.52% expense ratio, which is higher than BNDX's 0.07% expense ratio.
Return for Risk
ANAZX vs. BNDX — Risk / Return Rank
ANAZX
BNDX
ANAZX vs. BNDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Global Bond Fund Class Z (ANAZX) 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.
| ANAZX | BNDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.85 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.19 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.15 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.01 | +0.20 |
Martin ratioReturn relative to average drawdown | 4.88 | 4.10 | +0.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ANAZX | BNDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.85 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.04 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.43 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.61 | +0.05 |
Correlation
The correlation between ANAZX and BNDX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ANAZX vs. BNDX - Dividend Comparison
ANAZX's dividend yield for the trailing twelve months is around 3.73%, less than BNDX's 4.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANAZX AB Global Bond Fund Class Z | 3.73% | 4.89% | 3.67% | 2.53% | 8.39% | 2.73% | 2.64% | 3.71% | 3.17% | 2.53% | 3.27% | 4.06% |
BNDX Vanguard Total International Bond ETF | 4.46% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
Drawdowns
ANAZX vs. BNDX - Drawdown Comparison
The maximum ANAZX drawdown since its inception was -17.24%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for ANAZX and BNDX.
Loading graphics...
Drawdown Indicators
| ANAZX | BNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.24% | -16.23% | -1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -2.93% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -17.24% | -15.86% | -1.38% |
Max Drawdown (10Y)Largest decline over 10 years | -17.24% | -16.23% | -1.01% |
Current DrawdownCurrent decline from peak | -2.56% | -1.99% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -3.42% | -3.10% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 0.72% | +0.05% |
Volatility
ANAZX vs. BNDX - Volatility Comparison
The current volatility for AB Global Bond Fund Class Z (ANAZX) is 1.49%, while Vanguard Total International Bond ETF (BNDX) has a volatility of 1.74%. This indicates that ANAZX experiences smaller price fluctuations and is considered to be less risky than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ANAZX | BNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 1.74% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.18% | 2.29% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.43% | 3.21% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 4.81% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.72% | 4.05% | -0.33% |