BND.TO vs. VTABX
Compare and contrast key facts about Purpose Global Bond Fund (BND.TO) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX).
VTABX is managed by Vanguard. It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BND.TO or VTABX.
Key characteristics
| BND.TO | VTABX | |
|---|---|---|
| YTD Return | 0.67% | -0.67% |
| 1Y Return | 6.19% | 3.91% |
| 3Y Return (Ann) | 0.64% | -1.99% |
| 5Y Return (Ann) | 2.39% | 0.12% |
| Sharpe Ratio | 1.17 | 0.90 |
| Daily Std Dev | 4.94% | 4.45% |
| Max Drawdown | -16.55% | -16.16% |
| Current Drawdown | -0.62% | -8.12% |
Correlation
The correlation between BND.TO and VTABX is 0.10, 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
BND.TO vs. VTABX - Performance Comparison
In the year-to-date period, BND.TO achieves a 0.67% return, which is significantly higher than VTABX's -0.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BND.TO vs. VTABX - Expense Ratio Comparison
Risk-Adjusted Performance
BND.TO vs. VTABX - Risk-Adjusted Performance 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.
Dividends
BND.TO vs. VTABX - Dividend Comparison
BND.TO's dividend yield for the trailing twelve months is around 5.36%, more than VTABX's 4.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND.TO Purpose Global Bond Fund | 5.36% | 5.20% | 4.14% | 3.89% | 3.48% | 3.11% | 3.96% | 3.47% | 3.26% | 0.53% | 0.00% | 0.00% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.63% | 4.39% | 1.48% | 3.70% | 1.08% | 3.38% | 3.00% | 2.23% | 1.90% | 1.64% | 1.54% | 0.87% |
Drawdowns
BND.TO vs. VTABX - Drawdown Comparison
The maximum BND.TO drawdown since its inception was -16.55%, roughly equal to the maximum VTABX drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for BND.TO and VTABX. For additional features, visit the drawdowns tool.
Volatility
BND.TO vs. VTABX - Volatility Comparison
Purpose Global Bond Fund (BND.TO) has a higher volatility of 2.15% compared to Vanguard Total International Bond Index Fund Admiral Shares (VTABX) at 1.17%. This indicates that BND.TO's price experiences larger fluctuations and is considered to be riskier than VTABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.