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BNDC vs. VCLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNDC vs. VCLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Core Select Bond Fund (BNDC) and Vanguard Long-Term Corporate Bond ETF (VCLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BNDC achieves a 0.17% return, which is significantly lower than VCLT's 1.34% return.


BNDC

1D
0.06%
1M
0.05%
YTD
0.17%
6M
0.17%
1Y
5.00%
3Y*
3.77%
5Y*
-0.11%
10Y*

VCLT

1D
0.04%
1M
1.34%
YTD
1.34%
6M
0.62%
1Y
8.27%
3Y*
4.46%
5Y*
-1.50%
10Y*
2.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNDC vs. VCLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNDC
FlexShares Core Select Bond Fund
0.17%7.29%0.86%5.36%-13.54%-2.01%8.66%9.57%-1.49%3.97%
VCLT
Vanguard Long-Term Corporate Bond ETF
1.34%7.18%-1.90%11.17%-25.50%-1.73%13.27%23.89%-7.04%11.70%

Correlation

The correlation between BNDC and VCLT is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2016

0.78

The correlation between BNDC and VCLT shifts across timeframes, from 0.78 (all time) to 0.91 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BNDC vs. VCLT — Risk / Return Rank

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

BNDC
BNDC Risk / Return Rank: 3434
Overall Rank
BNDC Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BNDC Sortino Ratio Rank: 3636
Sortino Ratio Rank
BNDC Omega Ratio Rank: 3333
Omega Ratio Rank
BNDC Calmar Ratio Rank: 3232
Calmar Ratio Rank
BNDC Martin Ratio Rank: 3232
Martin Ratio Rank

VCLT
VCLT Risk / Return Rank: 2828
Overall Rank
VCLT Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2929
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2727
Omega Ratio Rank
VCLT Calmar Ratio Rank: 3131
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2525
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.

BNDC vs. VCLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Core Select Bond Fund (BNDC) and Vanguard Long-Term Corporate Bond ETF (VCLT). 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.


BNDCVCLTDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.05

+0.21

Sortino ratio

Return per unit of downside risk

1.90

1.53

+0.37

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.63

1.47

+0.16

Martin ratio

Return relative to average drawdown

4.88

3.63

+1.25

BNDC vs. VCLT - Sharpe Ratio Comparison

The current BNDC Sharpe Ratio is 1.26, which is comparable to the VCLT Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BNDC and VCLT, 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


BNDCVCLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.05

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

-0.12

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.40

-0.18

Drawdowns

BNDC vs. VCLT - Drawdown Comparison

The maximum BNDC drawdown since its inception was -18.80%, smaller than the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for BNDC and VCLT.


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Drawdown Indicators


BNDCVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-18.80%

-34.31%

+15.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-5.25%

+2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-6.30%

-13.03%

+6.73%

Max Drawdown (5Y)

Largest decline over 5 years

-18.60%

-34.31%

+15.71%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

-3.25%

-14.06%

+10.81%

Average Drawdown

Average peak-to-trough decline

-7.36%

-8.16%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

2.12%

-1.16%

Volatility

BNDC vs. VCLT - Volatility Comparison

The current volatility for FlexShares Core Select Bond Fund (BNDC) is 1.25%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 2.34%. This indicates that BNDC experiences smaller price fluctuations and is considered to be less risky than VCLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDCVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

2.34%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

5.81%

-3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.00%

7.93%

-3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

12.78%

-6.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.06%

12.84%

-4.78%

BNDC vs. VCLT - Expense Ratio Comparison

BNDC has a 0.35% expense ratio, which is higher than VCLT's 0.04% expense ratio.


Dividends

BNDC vs. VCLT - Dividend Comparison

BNDC's dividend yield for the trailing twelve months is around 4.14%, less than VCLT's 5.53% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDC
FlexShares Core Select Bond Fund
4.14%4.16%3.81%3.19%2.64%1.72%2.61%2.89%2.86%2.50%0.64%0.00%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.53%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%

Frequently Asked Questions


BNDC and VCLT have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCLT has higher volatility (2.34%) compared to BNDC (1.25%). In terms of maximum drawdown, BNDC dropped -18.80% vs VCLT's -34.31%.

On 5-year performance, BNDC leads with -0.11% vs -1.50% for VCLT. On fees, VCLT is cheaper at 0.04% per year. On volatility, BNDC has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BNDC has performed better with a -0.11% return vs -1.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCLT is cheaper with a 0.04% expense ratio, compared with 0.35% for BNDC.

VCLT has the higher dividend yield at 5.53%, compared with 4.14% for BNDC.

BNDC is categorized as Intermediate Core Bond, while VCLT is Corporate Bonds. They also come from different issuers: Northern Trust and Vanguard. Their fees differ too: 0.35% for BNDC and 0.04% for VCLT.

BNDC currently has the higher Sharpe Ratio (1.26 vs 1.05), 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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