Correlation
The correlation between BNDD and BND is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
BNDD vs. BND
Compare and contrast key facts about Quadratic Deflation ETF (BNDD) and Vanguard Total Bond Market ETF (BND).
BNDD and BND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BNDD is an actively managed fund by Quadratic. It was launched on Sep 16, 2021. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BNDD or BND.
Performance
BNDD vs. BND - Performance Comparison
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Key characteristics
BNDD:
-0.90
BND:
1.10
BNDD:
-1.24
BND:
1.60
BNDD:
0.85
BND:
1.19
BNDD:
-0.42
BND:
0.47
BNDD:
-1.65
BND:
2.79
BNDD:
7.59%
BND:
2.11%
BNDD:
13.27%
BND:
5.32%
BNDD:
-29.62%
BND:
-18.84%
BNDD:
-28.54%
BND:
-7.09%
Returns By Period
In the year-to-date period, BNDD achieves a -6.86% return, which is significantly lower than BND's 2.49% return.
BNDD
-6.86%
-2.37%
-11.70%
-11.83%
-5.48%
N/A
N/A
BND
2.49%
-0.67%
0.77%
5.82%
1.52%
-1.00%
1.54%
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BNDD vs. BND - Expense Ratio Comparison
BNDD has a 1.04% expense ratio, which is higher than BND's 0.03% expense ratio.
Risk-Adjusted Performance
BNDD vs. BND — Risk-Adjusted Performance Rank
BNDD
BND
BNDD vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Quadratic Deflation ETF (BNDD) and Vanguard Total Bond Market ETF (BND). 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.
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Dividends
BNDD vs. BND - Dividend Comparison
BNDD's dividend yield for the trailing twelve months is around 4.01%, more than BND's 3.74% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNDD Quadratic Deflation ETF | 4.01% | 3.85% | 4.30% | 43.17% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.74% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
Drawdowns
BNDD vs. BND - Drawdown Comparison
The maximum BNDD drawdown since its inception was -29.62%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for BNDD and BND.
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Volatility
BNDD vs. BND - Volatility Comparison
Quadratic Deflation ETF (BNDD) has a higher volatility of 2.90% compared to Vanguard Total Bond Market ETF (BND) at 1.52%. This indicates that BNDD's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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