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BND vs. AVEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BND vs. AVEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) and Avantis Emerging Markets Equity ETF (AVEM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BND achieves a 0.52% return, which is significantly lower than AVEM's 25.08% return.


BND

1D
-0.12%
1M
0.42%
YTD
0.52%
6M
0.91%
1Y
4.40%
3Y*
4.17%
5Y*
0.03%
10Y*
1.58%

AVEM

1D
0.42%
1M
1.46%
YTD
25.08%
6M
27.86%
1Y
45.20%
3Y*
24.04%
5Y*
9.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BND vs. AVEM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BND
Vanguard Total Bond Market ETF
0.52%7.08%1.38%5.65%-13.11%-1.86%7.71%0.98%
AVEM
Avantis Emerging Markets Equity ETF
25.08%34.48%7.49%15.30%-18.15%5.16%14.39%10.40%

Correlation

The correlation between BND and AVEM is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.23

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

0.17

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2019

0.11

Over the past year, BND and AVEM have become more correlated (0.34) than their long-term average of 0.11, meaning their price movements have been converging.

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Return for Risk

BND vs. AVEM — Risk / Return Rank

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

BND
BND Risk / Return Rank: 3737
Overall Rank
BND Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3838
Sortino Ratio Rank
BND Omega Ratio Rank: 3535
Omega Ratio Rank
BND Calmar Ratio Rank: 3737
Calmar Ratio Rank
BND Martin Ratio Rank: 3535
Martin Ratio Rank

AVEM
AVEM Risk / Return Rank: 7777
Overall Rank
AVEM Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AVEM Sortino Ratio Rank: 7272
Sortino Ratio Rank
AVEM Omega Ratio Rank: 7979
Omega Ratio Rank
AVEM Calmar Ratio Rank: 7777
Calmar Ratio Rank
AVEM Martin Ratio Rank: 7979
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 vs. AVEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and Avantis Emerging Markets Equity ETF (AVEM). 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.


BNDAVEMDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.21

1.40

-0.20

Calmar ratioReturn relative to maximum drawdown

1.65

3.46

-1.81

Martin ratioReturn relative to average drawdown

4.81

13.15

-8.35

BND vs. AVEM - Sharpe Ratio Comparison

The current BND Sharpe Ratio is 1.18, which is lower than the AVEM Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of BND and AVEM, 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 vs. AVEM - Drawdown Comparison

The maximum BND drawdown since its inception was -18.58%, smaller than the maximum AVEM drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for BND and AVEM.


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Drawdown Indicators


BNDAVEMDifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-36.05%

+17.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-13.13%

+10.45%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

-18.02%

+12.10%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-33.88%

+15.97%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-2.12%

-3.33%

+1.21%

Average Drawdown

Average peak-to-trough decline

-3.06%

-10.07%

+7.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

3.45%

-2.53%

Volatility

BND vs. AVEM - Volatility Comparison

The current volatility for Vanguard Total Bond Market ETF (BND) is 1.28%, while Avantis Emerging Markets Equity ETF (AVEM) has a volatility of 10.91%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than AVEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDAVEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

10.91%

-9.63%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

18.79%

-16.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

21.17%

-17.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

18.71%

-12.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

20.76%

-15.23%

BND vs. AVEM - Expense Ratio Comparison

BND has a 0.03% expense ratio, which is lower than AVEM's 0.33% expense ratio.


Dividends

BND vs. AVEM - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.96%, more than AVEM's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
AVEM
Avantis Emerging Markets Equity ETF
2.59%2.45%3.17%3.06%2.77%2.61%1.60%0.35%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

Frequently Asked Questions


BND and AVEM have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVEM has higher volatility (10.91%) compared to BND (1.28%). In terms of maximum drawdown, BND dropped -18.58% vs AVEM's -36.05%.

On 5-year performance, AVEM leads with 9.66% vs 0.03% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVEM has performed better with a 9.66% return vs 0.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.33% for AVEM.

BND has the higher dividend yield at 3.96%, compared with 2.59% for AVEM.

BND is categorized as Total Bond Market, while AVEM is Emerging Markets Equities. They also come from different issuers: Vanguard and Avantis. Their fees differ too: 0.03% for BND and 0.33% for AVEM.

AVEM currently has the higher Sharpe Ratio (2.15 vs 1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BND and AVEM

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