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BND vs. MUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BND vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) and iShares National AMT-Free Muni Bond ETF (MUB). 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 MUB's 1.28% return. Over the past 10 years, BND has underperformed MUB with an annualized return of 1.58%, while MUB has yielded a comparatively higher 1.92% annualized return.


BND

1D
-0.12%
1M
0.45%
YTD
0.52%
6M
0.91%
1Y
4.77%
3Y*
4.17%
5Y*
0.03%
10Y*
1.58%

MUB

1D
-0.01%
1M
0.63%
YTD
1.28%
6M
1.80%
1Y
6.40%
3Y*
3.35%
5Y*
0.80%
10Y*
1.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BND vs. MUB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BND
Vanguard Total Bond Market ETF
0.52%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%
MUB
iShares National AMT-Free Muni Bond ETF
1.28%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%

Correlation

The correlation between BND and MUB is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.83

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

0.79

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

0.73

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

0.57

The correlation between BND and MUB shifts across timeframes, from 0.57 (all time) to 0.83 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BND vs. MUB — 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

MUB
MUB Risk / Return Rank: 6969
Overall Rank
MUB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 8181
Sortino Ratio Rank
MUB Omega Ratio Rank: 8585
Omega Ratio Rank
MUB Calmar Ratio Rank: 5151
Calmar Ratio Rank
MUB Martin Ratio Rank: 5151
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. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and iShares National AMT-Free Muni Bond ETF (MUB). 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.


BNDMUBDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.21

1.44

-0.24

Calmar ratioReturn relative to maximum drawdown

1.65

2.22

-0.57

Martin ratioReturn relative to average drawdown

4.81

7.77

-2.96

BND vs. MUB - Sharpe Ratio Comparison

The current BND Sharpe Ratio is 1.18, which is lower than the MUB Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of BND and MUB, 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. MUB - Drawdown Comparison

The maximum BND drawdown since its inception was -18.58%, which is greater than MUB's maximum drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for BND and MUB.


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Drawdown Indicators


BNDMUBDifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-13.68%

-4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-2.79%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

-5.34%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-11.88%

-6.03%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

-13.68%

-4.90%

Current Drawdown

Current decline from peak

-2.12%

-0.66%

-1.46%

Average Drawdown

Average peak-to-trough decline

-3.06%

-2.23%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.80%

+0.12%

Volatility

BND vs. MUB - Volatility Comparison

Vanguard Total Bond Market ETF (BND) has a higher volatility of 1.28% compared to iShares National AMT-Free Muni Bond ETF (MUB) at 1.01%. This indicates that BND's price experiences larger fluctuations and is considered to be riskier than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

1.01%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

2.25%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

2.90%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

4.06%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

4.92%

+0.61%

BND vs. MUB - Expense Ratio Comparison

BND has a 0.03% expense ratio, which is lower than MUB's 0.07% 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. MUB - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.96%, more than MUB's 3.17% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
MUB
iShares National AMT-Free Muni Bond ETF
3.17%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%

Frequently Asked Questions


BND and MUB have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BND has higher volatility (1.28%) compared to MUB (1.01%). In terms of maximum drawdown, BND dropped -18.58% vs MUB's -13.68%.

On 10-year performance, MUB leads with 1.92% vs 1.58% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, MUB has been the lower-risk option at 1.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MUB has performed better with a 1.92% return vs 1.58%. 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 0.07% for MUB.

BND has the higher dividend yield at 3.96%, compared with 3.17% for MUB.

BND is categorized as Total Bond Market, while MUB is Municipal Bonds. BND tracks Bloomberg U.S. Aggregate Float Adjusted Index, while MUB tracks S&P National AMT-Free Municipal Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for BND and 0.07% for MUB.

MUB currently has the higher Sharpe Ratio (2.16 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

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