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BND vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BND vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) and Vanguard Total Stock Market ETF (VTI). 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 lower than VTI's 9.05% return. Over the past 10 years, BND has underperformed VTI with an annualized return of 1.53%, while VTI has yielded a comparatively higher 14.84% 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%

VTI

1D
0.30%
1M
0.44%
YTD
9.05%
6M
8.94%
1Y
24.96%
3Y*
21.05%
5Y*
12.25%
10Y*
14.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BND vs. VTI - 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%
VTI
Vanguard Total Stock Market ETF
9.05%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between BND and VTI is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.25

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

0.19

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

0.05

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2007

-0.13

The correlation between BND and VTI shifts across timeframes, from -0.13 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BND vs. VTI — 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

VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6868
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and Vanguard Total Stock Market ETF (VTI). 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.


BNDVTIDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.23

1.36

-0.13

Calmar ratioReturn relative to maximum drawdown

1.83

2.81

-0.98

Martin ratioReturn relative to average drawdown

5.43

12.85

-7.42

BND vs. VTI - Sharpe Ratio Comparison

The current BND Sharpe Ratio is 1.32, which is lower than the VTI Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of BND and VTI, 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


BNDVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.02

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.71

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.81

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.50

+0.08

Drawdowns

BND vs. VTI - Drawdown Comparison

The maximum BND drawdown since its inception was -18.58%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BND and VTI.


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Drawdown Indicators


BNDVTIDifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-55.45%

+36.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-8.92%

+6.24%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

-19.30%

+13.38%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-25.36%

+7.45%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

-35.00%

+16.42%

Current Drawdown

Current decline from peak

-2.70%

-2.64%

-0.06%

Average Drawdown

Average peak-to-trough decline

-3.06%

-8.02%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.95%

-1.05%

Volatility

BND vs. VTI - Volatility Comparison

The current volatility for Vanguard Total Bond Market ETF (BND) is 1.20%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.88%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

3.88%

-2.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

9.55%

-6.86%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

12.44%

-8.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

17.44%

-11.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

18.33%

-12.80%

BND vs. VTI - Expense Ratio Comparison

Both BND and VTI 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. VTI - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.98%, more than VTI's 1.03% 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%
VTI
Vanguard Total Stock Market ETF
1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


BND and VTI have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTI has higher volatility (3.88%) compared to BND (1.20%). In terms of maximum drawdown, BND dropped -18.58% vs VTI's -55.45%.

On 10-year performance, VTI leads with 14.84% vs 1.53% for BND. Both ETFs have the same 0.03% expense ratio. 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, VTI has performed better with a 14.84% return vs 1.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

BND has the higher dividend yield at 3.98%, compared with 1.03% for VTI.

BND is categorized as Total Bond Market, while VTI is Large Cap Blend Equities. BND tracks Bloomberg U.S. Aggregate Float Adjusted Index, while VTI tracks CRSP US Total Market Index.

VTI currently has the higher Sharpe Ratio (2.02 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.

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