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BND.TO vs. VTABX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BND.TO vs. VTABX

Last updated Jun 24, 2026

BND.TO (Purpose Global Bond Fund) and VTABX (Vanguard Total International Bond Index Fund Admiral Shares) are both Global Bonds funds. BND.TO is actively managed, while VTABX is passively managed. Over the past 10 years, BND.TO returned 3.04%/yr vs 2.80%/yr for VTABX. At a 0.08 correlation, their price movements are largely independent.

Performance

BND.TO vs. VTABX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Global Bond Fund (BND.TO) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BND.TO is traded in CAD, while VTABX is traded in USD. To make them comparable, the VTABX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BND.TO achieves a 1.55% return, which is significantly lower than VTABX's 4.46% return. Over the past 10 years, BND.TO has outperformed VTABX with an annualized return of 3.04%, while VTABX has yielded a comparatively lower 2.80% annualized return.

BND.TO

1D
0.22%
1M
1.11%
YTD
1.55%
6M
1.75%
1Y
5.96%
3Y*
7.48%
5Y*
3.28%
10Y*
3.04%

VTABX

1D
0.37%
1M
3.83%
YTD
4.46%
6M
4.26%
1Y
5.40%
3Y*
6.89%
5Y*
3.32%
10Y*
2.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BND.TO vs. VTABX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BND.TO
Purpose Global Bond Fund		1.55%7.26%7.49%8.45%-7.80%2.62%6.14%4.16%-0.91%1.72%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares		4.46%-1.74%12.72%6.19%-7.41%-2.27%2.06%4.35%11.63%-4.54%

Correlation

The correlation between BND.TO and VTABX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.18

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

0.09

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

0.09

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

0.08

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2015

0.08

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Purpose Global Bond Fund

Vanguard Total International Bond Index Fund Admiral Shares

Often compared with BND.TO:
BND.TO vs. SGOVBND.TO vs. SCHDBND.TO vs. SPYBND.TO vs. JEPIBND.TO vs. BNDBND.TO vs. SCHIBND.TO vs. FALN
Often compared with VTABX:
VTABX vs. VBTLXVTABX vs. BNDXVTABX vs. FBIIXVTABX vs. VBMPXVTABX vs. VTIAXVTABX vs. PFORXVTABX vs. SWAGX

Return for Risk

BND.TO vs. VTABX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BND.TO
BND.TO Risk / Return Rank: 5656
Overall Rank
BND.TO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BND.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
BND.TO Omega Ratio Rank: 6363
Omega Ratio Rank
BND.TO Calmar Ratio Rank: 4343
Calmar Ratio Rank
BND.TO Martin Ratio Rank: 5252
Martin Ratio Rank
VTABX
VTABX Risk / Return Rank: 99
Overall Rank
VTABX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VTABX Sortino Ratio Rank: 99
Sortino Ratio Rank
VTABX Omega Ratio Rank: 99
Omega Ratio Rank
VTABX Calmar Ratio Rank: 88
Calmar Ratio Rank
VTABX Martin Ratio Rank: 88
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.

BND.TO vs. VTABX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Global Bond Fund (BND.TO) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX). 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.

BND.TOVTABXDifference
Sharpe ratioReturn per unit of total volatility
1.91
1.12

+0.79

Sortino ratioReturn per unit of downside risk
2.79
1.62

+1.17

Omega ratioGain probability vs. loss probability

1.36

1.19

+0.17

Calmar ratioReturn relative to maximum drawdown

2.09

1.36

+0.73

Martin ratioReturn relative to average drawdown

8.59

2.80

+5.79

BND.TO vs. VTABX - Sharpe Ratio Comparison

The current BND.TO Sharpe Ratio is 1.91, which is higher than the VTABX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of BND.TO and VTABX, 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

BND.TO vs. VTABX - Drawdown Comparison

The maximum BND.TO drawdown since its inception was -16.55%, smaller than the maximum VTABX drawdown of -19.95%. Use the drawdown chart below to compare losses from any high point for BND.TO and VTABX.

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Drawdown Indicators

BND.TOVTABXDifference

Max Drawdown

Largest peak-to-trough decline

-16.55%

-19.95%

+3.40%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-4.28%

+1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-4.46%

-6.83%

+2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-12.43%

-13.38%

+0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-16.55%

-19.95%

+3.40%

Current Drawdown

Current decline from peak

-0.11%

-0.48%

+0.37%

Average Drawdown

Average peak-to-trough decline

-2.10%

-6.10%

+4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

2.07%

-1.37%

Volatility

BND.TO vs. VTABX - Volatility Comparison

Purpose Global Bond Fund (BND.TO) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX) have volatilities of 1.22% and 1.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BND.TOVTABXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.25%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

3.90%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.14%

5.20%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.10%

7.55%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.15%

7.48%

-2.33%

Dividends

BND.TO vs. VTABX - Dividend Comparison

BND.TO's dividend yield for the trailing twelve months is around 5.82%, more than VTABX's 4.44% yield.

PositionTTM20252024202320222021202020192018201720162015
BND.TO
Purpose Global Bond Fund		5.82%5.70%5.24%5.20%4.14%3.67%3.48%3.11%3.96%3.47%3.26%0.53%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares		4.44%4.36%4.33%4.39%1.48%3.70%1.08%4.28%3.00%2.23%1.80%1.64%

Frequently Asked Questions

BND.TO and VTABX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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