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BND vs. BTOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BND vs. BTOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) and iShares Total USD Fixed Income Market ETF (BTOT). 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 0.13% return, which is significantly lower than BTOT's 0.27% return.


BND

1D
0.03%
1M
-0.58%
6M
0.02%
YTD
0.13%
1Y
2.32%
3Y*
4.19%
5Y*
-0.20%
10Y*
1.44%
ALL TIME*
3.02%

BTOT

1D
0.36%
1M
-0.56%
6M
0.12%
YTD
0.27%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$518.24M$512.19M$593.29M
$45.45K$52.48K$76.64K

BND vs. BTOT - Yearly Performance Comparison


Correlation

The correlation between BND and BTOT is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

0.97

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Return for Risk

BND vs. BTOT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BND
BND Risk / Return Rank: 2424
Overall Rank
BND Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BND Sortino Ratio Rank: 2323
Sortino Ratio Rank
BND Omega Ratio Rank: 2222
Omega Ratio Rank
BND Calmar Ratio Rank: 2525
Calmar Ratio Rank
BND Martin Ratio Rank: 2424
Martin Ratio Rank

BTOT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BND vs. BTOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and iShares Total USD Fixed Income Market ETF (BTOT). 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.


BNDBTOTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.87

Martin ratioReturn relative to average drawdown

2.15

BND vs. BTOT - Sharpe Ratio Comparison


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Drawdowns

BND vs. BTOT - Drawdown Comparison

The maximum BND drawdown since its inception was -18.58%, which is greater than BTOT's maximum drawdown of -2.36%. Use the drawdown chart below to compare losses from any high point for BND and BTOT.


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Drawdown Indicators


BNDBTOTDifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-2.36%

-16.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

Max Drawdown (3Y)

Largest decline over 3 years

-4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-17.81%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-2.50%

-1.31%

-1.19%

Average Drawdown

Average peak-to-trough decline

-3.06%

-0.87%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

Volatility

BND vs. BTOT - Volatility Comparison


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Volatility by Period


BNDBTOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

3.63%

3.63%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

3.63%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

3.63%

+1.90%

BND vs. BTOT - Expense Ratio Comparison

BND has a 0.03% expense ratio, which is lower than BTOT's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BND vs. BTOT - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 4.03%, more than BTOT's 2.92% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
4.03%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
BTOT
iShares Total USD Fixed Income Market ETF
2.92%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, BND and BTOT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BND is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BND is cheaper with a 0.03% expense ratio, compared with 0.09% for BTOT.

BND has the higher dividend yield at 4.03%, compared with 2.92% for BTOT.

BND tracks Bloomberg U.S. Aggregate Float Adjusted Index, while BTOT tracks Bloomberg US Total Fixed Income Market Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for BND and 0.09% for BTOT.

Portfolio Optimizer

Find the right allocation for BND and BTOT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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