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BND vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BNDBNDX
YTD Return-0.56%0.10%
1Y Return2.53%5.42%
3Y Return (Ann)-2.48%-1.80%
5Y Return (Ann)0.33%0.34%
10Y Return (Ann)1.50%2.19%
Sharpe Ratio0.351.08
Daily Std Dev6.69%4.97%
Max Drawdown-18.84%-16.23%
Current Drawdown-11.09%-7.29%

Correlation

0.72
-1.001.00

The correlation between BND and BNDX is 0.72, 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.

Performance

BND vs. BNDX - Performance Comparison

In the year-to-date period, BND achieves a -0.56% return, which is significantly lower than BNDX's 0.10% return. Over the past 10 years, BND has underperformed BNDX with an annualized return of 1.50%, while BNDX has yielded a comparatively higher 2.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10.00%15.00%20.00%25.00%OctoberNovemberDecember2024FebruaryMarch
16.99%
26.33%
BND
BNDX

Compare stocks, funds, or ETFs


Vanguard Total Bond Market ETF

Vanguard Total International Bond ETF

BND vs. BNDX - Expense Ratio Comparison

BND has a 0.03% expense ratio, which is lower than BNDX's 0.07% expense ratio.

BNDX
Vanguard Total International Bond ETF
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BND vs. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and Vanguard Total International Bond ETF (BNDX). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BND
Vanguard Total Bond Market ETF
0.35
BNDX
Vanguard Total International Bond ETF
1.08

BND vs. BNDX - Sharpe Ratio Comparison

The current BND Sharpe Ratio is 0.35, which is lower than the BNDX Sharpe Ratio of 1.08. The chart below compares the 12-month rolling Sharpe Ratio of BND and BNDX.


Rolling 12-month Sharpe Ratio0.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.35
1.08
BND
BNDX

Dividends

BND vs. BNDX - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.22%, less than BNDX's 4.53% yield.


TTM20232022202120202019201820172016201520142013
BND
Vanguard Total Bond Market ETF
3.22%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
BNDX
Vanguard Total International Bond ETF
4.53%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%

Drawdowns

BND vs. BNDX - Drawdown Comparison

The maximum BND drawdown since its inception was -18.84%, which is greater than BNDX's maximum drawdown of -16.23%. The drawdown chart below compares losses from any high point along the way for BND and BNDX


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%OctoberNovemberDecember2024FebruaryMarch
-11.09%
-7.29%
BND
BNDX

Volatility

BND vs. BNDX - Volatility Comparison

Vanguard Total Bond Market ETF (BND) has a higher volatility of 1.24% compared to Vanguard Total International Bond ETF (BNDX) at 0.95%. This indicates that BND's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%OctoberNovemberDecember2024FebruaryMarch
1.24%
0.95%
BND
BNDX