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BND vs. SILJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BND vs. SILJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) and Amplify Junior Silver Miners ETF (SILJ). 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 -0.07% return, which is significantly higher than SILJ's -4.81% return. Over the past 10 years, BND has underperformed SILJ with an annualized return of 1.53%, while SILJ has yielded a comparatively higher 8.17% annualized return.


BND

1D
-0.03%
1M
-0.67%
YTD
-0.07%
6M
0.23%
1Y
4.87%
3Y*
3.89%
5Y*
-0.05%
10Y*
1.53%

SILJ

1D
-0.08%
1M
-17.04%
YTD
-4.81%
6M
7.21%
1Y
79.14%
3Y*
43.26%
5Y*
11.05%
10Y*
8.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BND vs. SILJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BND
Vanguard Total Bond Market ETF
-0.07%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%
SILJ
Amplify Junior Silver Miners ETF
-4.81%183.89%6.39%-5.21%-15.42%-23.21%33.00%57.06%-27.95%-5.65%

Correlation

The correlation between BND and SILJ is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.22

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

0.22

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

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2012

0.21

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Return for Risk

BND vs. SILJ — Risk / Return Rank

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

BND
BND Risk / Return Rank: 4040
Overall Rank
BND Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BND Sortino Ratio Rank: 4343
Sortino Ratio Rank
BND Omega Ratio Rank: 3838
Omega Ratio Rank
BND Calmar Ratio Rank: 4040
Calmar Ratio Rank
BND Martin Ratio Rank: 3838
Martin Ratio Rank

SILJ
SILJ Risk / Return Rank: 4343
Overall Rank
SILJ Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SILJ Sortino Ratio Rank: 3939
Sortino Ratio Rank
SILJ Omega Ratio Rank: 4444
Omega Ratio Rank
SILJ Calmar Ratio Rank: 5151
Calmar Ratio Rank
SILJ Martin Ratio Rank: 3838
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. SILJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and Amplify Junior Silver Miners ETF (SILJ). 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.


BNDSILJDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.23

1.26

-0.02

Calmar ratioReturn relative to maximum drawdown

1.83

2.29

-0.46

Martin ratioReturn relative to average drawdown

5.43

5.48

-0.05

BND vs. SILJ - Sharpe Ratio Comparison

The current BND Sharpe Ratio is 1.32, which is comparable to the SILJ Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of BND and SILJ, 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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Sharpe Ratios by Period


BNDSILJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.43

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.25

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.18

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.07

+0.51

Drawdowns

BND vs. SILJ - Drawdown Comparison

The maximum BND drawdown since its inception was -18.58%, smaller than the maximum SILJ drawdown of -79.04%. Use the drawdown chart below to compare losses from any high point for BND and SILJ.


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Drawdown Indicators


BNDSILJDifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-79.04%

+60.46%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-34.71%

+32.03%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

-34.71%

+28.79%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-55.47%

+37.56%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

-70.06%

+51.48%

Current Drawdown

Current decline from peak

-2.70%

-34.64%

+31.94%

Average Drawdown

Average peak-to-trough decline

-3.06%

-41.42%

+38.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

14.49%

-13.59%

Volatility

BND vs. SILJ - Volatility Comparison

The current volatility for Vanguard Total Bond Market ETF (BND) is 1.20%, while Amplify Junior Silver Miners ETF (SILJ) has a volatility of 20.06%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDSILJDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

20.06%

-18.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

46.73%

-44.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

55.89%

-52.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

44.60%

-38.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

46.33%

-40.80%

BND vs. SILJ - Expense Ratio Comparison

BND has a 0.03% expense ratio, which is lower than SILJ's 0.69% expense ratio.


Dividends

BND vs. SILJ - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.98%, more than SILJ's 2.10% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.98%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
SILJ
Amplify Junior Silver Miners ETF
2.10%2.00%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%

Frequently Asked Questions


BND and SILJ have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SILJ has higher volatility (20.06%) compared to BND (1.20%). In terms of maximum drawdown, BND dropped -18.58% vs SILJ's -79.04%.

On 10-year performance, SILJ leads with 8.17% vs 1.53% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SILJ has performed better with a 8.17% return vs 1.53%. 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 0.69% for SILJ.

BND has the higher dividend yield at 3.98%, compared with 2.10% for SILJ.

BND is categorized as Total Bond Market, while SILJ is Silver. BND tracks Bloomberg U.S. Aggregate Float Adjusted Index, while SILJ tracks Nasdaq Junior Silver Miners Index. They also come from different issuers: Vanguard and Amplify. Their fees differ too: 0.03% for BND and 0.69% for SILJ.

SILJ currently has the higher Sharpe Ratio (1.43 vs 1.32), 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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