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BINC vs. BNDW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BINC and BNDW is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BINC vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Flexible Income ETF (BINC) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BINC:

2.34

BNDW:

1.21

Sortino Ratio

BINC:

3.16

BNDW:

1.71

Omega Ratio

BINC:

1.51

BNDW:

1.20

Calmar Ratio

BINC:

2.80

BNDW:

0.48

Martin Ratio

BINC:

12.30

BNDW:

4.28

Ulcer Index

BINC:

0.54%

BNDW:

1.16%

Daily Std Dev

BINC:

2.88%

BNDW:

4.27%

Max Drawdown

BINC:

-2.37%

BNDW:

-17.22%

Current Drawdown

BINC:

-0.19%

BNDW:

-5.14%

Returns By Period

In the year-to-date period, BINC achieves a 1.82% return, which is significantly higher than BNDW's 1.31% return.


BINC

YTD

1.82%

1M

2.21%

6M

2.21%

1Y

6.67%

5Y*

N/A

10Y*

N/A

BNDW

YTD

1.31%

1M

0.55%

6M

1.08%

1Y

5.14%

5Y*

-0.45%

10Y*

N/A

*Annualized

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BINC vs. BNDW - Expense Ratio Comparison

BINC has a 0.40% expense ratio, which is higher than BNDW's 0.06% expense ratio.


Risk-Adjusted Performance

BINC vs. BNDW — Risk-Adjusted Performance Rank

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

BINC
The Risk-Adjusted Performance Rank of BINC is 9696
Overall Rank
The Sharpe Ratio Rank of BINC is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BINC is 9696
Sortino Ratio Rank
The Omega Ratio Rank of BINC is 9696
Omega Ratio Rank
The Calmar Ratio Rank of BINC is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BINC is 9595
Martin Ratio Rank

BNDW
The Risk-Adjusted Performance Rank of BNDW is 7777
Overall Rank
The Sharpe Ratio Rank of BNDW is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDW is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BNDW is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BNDW is 5353
Calmar Ratio Rank
The Martin Ratio Rank of BNDW is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BINC vs. BNDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Flexible Income ETF (BINC) and Vanguard Total World Bond ETF (BNDW). 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.


The current BINC Sharpe Ratio is 2.34, which is higher than the BNDW Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of BINC and BNDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BINC vs. BNDW - Dividend Comparison

BINC's dividend yield for the trailing twelve months is around 6.49%, more than BNDW's 4.02% yield.


TTM2024202320222021202020192018
BINC
BlackRock Flexible Income ETF
6.49%6.13%3.13%0.00%0.00%0.00%0.00%0.00%
BNDW
Vanguard Total World Bond ETF
4.02%3.90%3.73%2.02%2.58%1.56%3.05%1.66%

Drawdowns

BINC vs. BNDW - Drawdown Comparison

The maximum BINC drawdown since its inception was -2.37%, smaller than the maximum BNDW drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for BINC and BNDW. For additional features, visit the drawdowns tool.


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Volatility

BINC vs. BNDW - Volatility Comparison

The current volatility for BlackRock Flexible Income ETF (BINC) is 0.91%, while Vanguard Total World Bond ETF (BNDW) has a volatility of 1.24%. This indicates that BINC experiences smaller price fluctuations and is considered to be less risky than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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