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

Correlation

The correlation between BND and FXNAX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

BND vs. FXNAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) and Fidelity U.S. Bond Index Fund (FXNAX). The values are adjusted to include any dividend payments, if applicable.

26.00%28.00%30.00%32.00%34.00%NovemberDecember2025FebruaryMarchApril
33.07%
30.19%
BND
FXNAX

Key characteristics

Sharpe Ratio

BND:

1.33

FXNAX:

1.32

Sortino Ratio

BND:

1.93

FXNAX:

1.98

Omega Ratio

BND:

1.23

FXNAX:

1.23

Calmar Ratio

BND:

0.52

FXNAX:

0.50

Martin Ratio

BND:

3.43

FXNAX:

3.25

Ulcer Index

BND:

2.05%

FXNAX:

2.16%

Daily Std Dev

BND:

5.31%

FXNAX:

5.30%

Max Drawdown

BND:

-18.84%

FXNAX:

-19.64%

Current Drawdown

BND:

-6.87%

FXNAX:

-8.23%

Returns By Period

In the year-to-date period, BND achieves a 2.74% return, which is significantly higher than FXNAX's 2.06% return. Over the past 10 years, BND has outperformed FXNAX with an annualized return of 1.45%, while FXNAX has yielded a comparatively lower 1.27% annualized return.


BND

YTD

2.74%

1M

0.14%

6M

1.94%

1Y

7.37%

5Y*

-0.83%

10Y*

1.45%

FXNAX

YTD

2.06%

1M

-0.19%

6M

1.57%

1Y

7.01%

5Y*

-1.15%

10Y*

1.27%

*Annualized

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BND vs. FXNAX - Expense Ratio Comparison

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


Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%
Expense ratio chart for FXNAX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXNAX: 0.03%

Risk-Adjusted Performance

BND vs. FXNAX — Risk-Adjusted Performance Rank

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

BND
The Risk-Adjusted Performance Rank of BND is 8080
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7777
Martin Ratio Rank

FXNAX
The Risk-Adjusted Performance Rank of FXNAX is 7878
Overall Rank
The Sharpe Ratio Rank of FXNAX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FXNAX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FXNAX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FXNAX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FXNAX is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BND vs. FXNAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and Fidelity U.S. Bond Index Fund (FXNAX). 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.


The chart of Sharpe ratio for BND, currently valued at 1.40, compared to the broader market-1.000.001.002.003.004.00
BND: 1.40
FXNAX: 1.32
The chart of Sortino ratio for BND, currently valued at 2.03, compared to the broader market-2.000.002.004.006.008.00
BND: 2.03
FXNAX: 1.98
The chart of Omega ratio for BND, currently valued at 1.25, compared to the broader market0.501.001.502.002.50
BND: 1.25
FXNAX: 1.23
The chart of Calmar ratio for BND, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.0012.00
BND: 0.55
FXNAX: 0.50
The chart of Martin ratio for BND, currently valued at 3.58, compared to the broader market0.0020.0040.0060.00
BND: 3.58
FXNAX: 3.25

The current BND Sharpe Ratio is 1.33, which is comparable to the FXNAX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of BND and FXNAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.40
1.32
BND
FXNAX

Dividends

BND vs. FXNAX - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.69%, more than FXNAX's 3.12% yield.


TTM20242023202220212020201920182017201620152014
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
FXNAX
Fidelity U.S. Bond Index Fund
3.12%3.40%2.92%2.41%1.81%2.10%2.69%2.74%2.52%2.52%2.69%2.59%

Drawdowns

BND vs. FXNAX - Drawdown Comparison

The maximum BND drawdown since its inception was -18.84%, roughly equal to the maximum FXNAX drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for BND and FXNAX. For additional features, visit the drawdowns tool.


-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%NovemberDecember2025FebruaryMarchApril
-6.87%
-8.23%
BND
FXNAX

Volatility

BND vs. FXNAX - Volatility Comparison

Vanguard Total Bond Market ETF (BND) has a higher volatility of 2.19% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 2.01%. This indicates that BND's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.19%
2.01%
BND
FXNAX