BFMCX vs. BND
Compare and contrast key facts about BlackRock Core Bond Portfolio (BFMCX) and Vanguard Total Bond Market ETF (BND).
BFMCX is managed by BlackRock. It was launched on Dec 9, 1992. BND is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Aggregate Float Adjusted Index. It was launched on Apr 3, 2007.
Performance
BFMCX vs. BND - Performance Comparison
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BFMCX vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BFMCX BlackRock Core Bond Portfolio | -0.83% | 7.43% | 0.66% | 5.32% | -14.35% | -1.52% | 8.32% | 9.85% | -0.28% | 3.16% |
BND Vanguard Total Bond Market ETF | 0.05% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Returns By Period
In the year-to-date period, BFMCX achieves a -0.83% return, which is significantly lower than BND's 0.05% return. Over the past 10 years, BFMCX has underperformed BND with an annualized return of 1.54%, while BND has yielded a comparatively higher 1.67% annualized return.
BFMCX
- 1D
- 0.49%
- 1M
- -2.72%
- YTD
- -0.83%
- 6M
- 0.16%
- 1Y
- 3.70%
- 3Y*
- 2.90%
- 5Y*
- -0.33%
- 10Y*
- 1.54%
BND
- 1D
- 0.22%
- 1M
- -1.74%
- YTD
- 0.05%
- 6M
- 0.95%
- 1Y
- 4.24%
- 3Y*
- 3.59%
- 5Y*
- 0.24%
- 10Y*
- 1.67%
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BFMCX vs. BND - Expense Ratio Comparison
BFMCX has a 0.44% expense ratio, which is higher than BND's 0.03% expense ratio.
Return for Risk
BFMCX vs. BND — Risk / Return Rank
BFMCX
BND
BFMCX vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Core Bond Portfolio (BFMCX) 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.
| BFMCX | BND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.99 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.41 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.81 | -0.31 |
Martin ratioReturn relative to average drawdown | 4.75 | 4.98 | -0.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BFMCX | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.99 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.04 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.30 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.59 | +0.28 |
Correlation
The correlation between BFMCX and BND is 0.84, 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
BFMCX vs. BND - Dividend Comparison
BFMCX's dividend yield for the trailing twelve months is around 3.92%, which matches BND's 3.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BFMCX BlackRock Core Bond Portfolio | 3.92% | 4.10% | 3.86% | 3.21% | 1.86% | 2.11% | 5.78% | 2.86% | 3.02% | 2.69% | 2.41% | 2.57% |
BND Vanguard Total Bond Market ETF | 3.91% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
Drawdowns
BFMCX vs. BND - Drawdown Comparison
The maximum BFMCX drawdown since its inception was -19.49%, roughly equal to the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for BFMCX and BND.
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Drawdown Indicators
| BFMCX | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.49% | -18.58% | -0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -3.19% | -2.44% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -19.32% | -17.91% | -1.41% |
Max Drawdown (10Y)Largest decline over 10 years | -19.49% | -18.58% | -0.91% |
Current DrawdownCurrent decline from peak | -4.73% | -2.58% | -2.15% |
Average DrawdownAverage peak-to-trough decline | -2.73% | -3.07% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 0.89% | +0.12% |
Volatility
BFMCX vs. BND - Volatility Comparison
BlackRock Core Bond Portfolio (BFMCX) has a higher volatility of 1.78% compared to Vanguard Total Bond Market ETF (BND) at 1.63%. This indicates that BFMCX'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
| BFMCX | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 1.63% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 2.52% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 4.30% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.10% | 6.00% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.03% | 5.52% | -0.49% |