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BND vs. VGIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BND vs. VGIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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 0.75% return, which is significantly higher than VGIT's -0.02% return. Over the past 10 years, BND has outperformed VGIT with an annualized return of 1.59%, while VGIT has yielded a comparatively lower 1.21% annualized return.


BND

1D
0.15%
1M
1.26%
YTD
0.75%
6M
0.83%
1Y
5.22%
3Y*
4.09%
5Y*
0.12%
10Y*
1.59%

VGIT

1D
0.17%
1M
0.94%
YTD
-0.02%
6M
0.04%
1Y
3.85%
3Y*
3.71%
5Y*
0.19%
10Y*
1.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BND vs. VGIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BND
Vanguard Total Bond Market ETF
0.75%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.02%7.34%1.39%4.28%-10.53%-2.64%7.71%6.19%1.35%1.70%

Correlation

The correlation between BND and VGIT is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.96

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

0.96

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

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.89

The correlation between BND and VGIT has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.

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Return for Risk

BND vs. VGIT — 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: 4242
Sortino Ratio Rank
BND Omega Ratio Rank: 3838
Omega Ratio Rank
BND Calmar Ratio Rank: 4040
Calmar Ratio Rank
BND Martin Ratio Rank: 3737
Martin Ratio Rank

VGIT
VGIT Risk / Return Rank: 3030
Overall Rank
VGIT Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 3434
Sortino Ratio Rank
VGIT Omega Ratio Rank: 3030
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2828
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2727
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. VGIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.


BNDVGITDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratioReturn relative to maximum drawdown

1.96

1.37

+0.59

Martin ratioReturn relative to average drawdown

5.67

3.80

+1.87

BND vs. VGIT - Sharpe Ratio Comparison

The current BND Sharpe Ratio is 1.41, which is comparable to the VGIT Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of BND and VGIT, 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. VGIT - Drawdown Comparison

The maximum BND drawdown since its inception was -18.58%, which is greater than VGIT's maximum drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for BND and VGIT.


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Drawdown Indicators


BNDVGITDifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-16.05%

-2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-2.83%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

-4.34%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-15.02%

-2.89%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

-16.05%

-2.53%

Current Drawdown

Current decline from peak

-1.90%

-1.96%

+0.06%

Average Drawdown

Average peak-to-trough decline

-3.06%

-3.52%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.02%

-0.10%

Volatility

BND vs. VGIT - Volatility Comparison

Vanguard Total Bond Market ETF (BND) has a higher volatility of 1.12% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.02%. This indicates that BND's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDVGITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

1.02%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

2.40%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

3.33%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

5.38%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

4.50%

+1.03%

BND vs. VGIT - Expense Ratio Comparison

Both BND and VGIT have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

BND vs. VGIT - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.95%, more than VGIT's 3.85% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.95%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.85%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%

Frequently Asked Questions


With a correlation of 0.95, BND and VGIT 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.

BND has higher volatility (1.12%) compared to VGIT (1.02%). In terms of maximum drawdown, BND dropped -18.58% vs VGIT's -16.05%.

On 10-year performance, BND leads with 1.59% vs 1.21% for VGIT. Both ETFs have the same 0.03% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BND has performed better with a 1.59% return vs 1.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND and VGIT have the same expense ratio: 0.03% per year.

BND has the higher dividend yield at 3.95%, compared with 3.85% for VGIT.

BND is categorized as Total Bond Market, while VGIT is Government Bonds. BND tracks Bloomberg U.S. Aggregate Float Adjusted Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index.

BND currently has the higher Sharpe Ratio (1.41 vs 1.16), 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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