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BND vs. IGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BND vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) and iShares Expanded Tech-Software Sector ETF (IGV). 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 0.08% return, which is significantly higher than IGV's -12.01% return. Over the past 10 years, BND has underperformed IGV with an annualized return of 1.43%, while IGV has yielded a comparatively higher 15.60% annualized return.


BND

1D
-0.25%
1M
-0.57%
6M
-0.09%
YTD
0.08%
1Y
3.77%
3Y*
3.82%
5Y*
-0.23%
10Y*
1.43%
ALL TIME*
3.03%

IGV

1D
0.19%
1M
4.37%
6M
-5.40%
YTD
-12.01%
1Y
-16.26%
3Y*
9.01%
5Y*
3.20%
10Y*
15.60%
ALL TIME*
9.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BND vs. IGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BND
Vanguard Total Bond Market ETF
0.08%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%
IGV
iShares Expanded Tech-Software Sector ETF
-12.01%5.56%23.41%58.56%-35.65%12.30%52.86%34.33%12.44%42.16%

Correlation

The correlation between BND and IGV is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.14

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

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

-0.08

The correlation between BND and IGV shifts across timeframes, from -0.08 (all time) to 0.17 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BND vs. IGV — Risk / Return Rank

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

BND
BND Risk / Return Rank: 3535
Overall Rank
BND Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3737
Sortino Ratio Rank
BND Omega Ratio Rank: 3333
Omega Ratio Rank
BND Calmar Ratio Rank: 3636
Calmar Ratio Rank
BND Martin Ratio Rank: 3434
Martin Ratio Rank

IGV
IGV Risk / Return Rank: 55
Overall Rank
IGV Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 55
Sortino Ratio Rank
IGV Omega Ratio Rank: 55
Omega Ratio Rank
IGV Calmar Ratio Rank: 66
Calmar Ratio Rank
IGV Martin Ratio Rank: 66
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. IGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and iShares Expanded Tech-Software Sector ETF (IGV). 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.


BNDIGVDifference
Sharpe ratioReturn per unit of total volatility

+1.59

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.18

0.92

+0.25

Calmar ratioReturn relative to maximum drawdown

1.41

-0.45

+1.86

Martin ratioReturn relative to average drawdown

3.81

-0.86

+4.68

BND vs. IGV - Sharpe Ratio Comparison

The current BND Sharpe Ratio is 1.02, which is higher than the IGV Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of BND and IGV, 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. IGV - Drawdown Comparison

The maximum BND drawdown since its inception was -18.58%, smaller than the maximum IGV drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for BND and IGV.


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Drawdown Indicators


BNDIGVDifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-63.45%

+44.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-36.61%

+33.93%

Max Drawdown (3Y)

Largest decline over 3 years

-5.59%

-36.61%

+31.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-45.85%

+27.94%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

-45.85%

+27.27%

Current Drawdown

Current decline from peak

-2.55%

-21.05%

+18.50%

Average Drawdown

Average peak-to-trough decline

-3.06%

-14.48%

+11.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

18.89%

-17.90%

Volatility

BND vs. IGV - Volatility Comparison

The current volatility for Vanguard Total Bond Market ETF (BND) is 1.08%, while iShares Expanded Tech-Software Sector ETF (IGV) has a volatility of 7.17%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDIGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

7.17%

-6.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

25.18%

-22.31%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

28.69%

-24.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

28.08%

-22.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

26.41%

-20.88%

BND vs. IGV - Expense Ratio Comparison

BND has a 0.03% expense ratio, which is lower than IGV's 0.39% expense ratio.


Dividends

BND vs. IGV - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 4.00%, more than IGV's 0.02% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
4.00%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
IGV
iShares Expanded Tech-Software Sector ETF
0.02%0.00%0.00%0.01%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%

Frequently Asked Questions


BND and IGV have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGV has higher volatility (7.17%) compared to BND (1.08%). In terms of maximum drawdown, BND dropped -18.58% vs IGV's -63.45%.

On 10-year performance, IGV leads with 15.60% vs 1.43% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGV has performed better with a 15.60% return vs 1.43%. 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 0.39% for IGV.

BND has the higher dividend yield at 4.00%, compared with 0.02% for IGV.

BND is categorized as Total Bond Market, while IGV is Technology Equities. BND tracks Bloomberg U.S. Aggregate Float Adjusted Index, while IGV tracks S&P North American Expanded Technology Software Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for BND and 0.39% for IGV.

BND currently has the higher Sharpe Ratio (1.02 vs -0.57), 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 IGV

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