BNDD vs. VGIT
Compare and contrast key facts about Quadratic Deflation ETF (BNDD) and Vanguard Intermediate-Term Treasury ETF (VGIT).
BNDD and VGIT 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. VGIT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 3-10 Year Government Float Adjusted Index. It was launched on Nov 19, 2009.
Performance
BNDD vs. VGIT - Performance Comparison
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BNDD vs. VGIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BNDD Quadratic Deflation ETF | 3.22% | -8.17% | -6.65% | 4.02% | -17.48% | 5.54% |
VGIT Vanguard Intermediate-Term Treasury ETF | -0.03% | 7.34% | 1.39% | 4.28% | -10.53% | -1.54% |
Returns By Period
In the year-to-date period, BNDD achieves a 3.22% return, which is significantly higher than VGIT's -0.03% return.
BNDD
- 1D
- -0.66%
- 1M
- 0.24%
- YTD
- 3.22%
- 6M
- -0.19%
- 1Y
- -5.11%
- 3Y*
- -4.63%
- 5Y*
- —
- 10Y*
- —
VGIT
- 1D
- 0.20%
- 1M
- -1.66%
- YTD
- -0.03%
- 6M
- 1.07%
- 1Y
- 4.13%
- 3Y*
- 3.29%
- 5Y*
- 0.32%
- 10Y*
- 1.32%
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BNDD vs. VGIT - Expense Ratio Comparison
BNDD has a 1.04% expense ratio, which is higher than VGIT's 0.04% expense ratio.
Return for Risk
BNDD vs. VGIT — Risk / Return Rank
BNDD
VGIT
BNDD vs. VGIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quadratic Deflation ETF (BNDD) 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.
| BNDD | VGIT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.41 | 1.09 | -1.50 |
Sortino ratioReturn per unit of downside risk | -0.48 | 1.63 | -2.11 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.19 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.78 | -2.15 |
Martin ratioReturn relative to average drawdown | -0.56 | 5.53 | -6.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BNDD | VGIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.41 | 1.09 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.06 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.35 | 0.50 | -0.86 |
Correlation
The correlation between BNDD and VGIT is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BNDD vs. VGIT - Dividend Comparison
BNDD's dividend yield for the trailing twelve months is around 3.64%, less than VGIT's 3.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNDD Quadratic Deflation ETF | 3.64% | 3.82% | 3.85% | 4.30% | 43.17% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.81% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
Drawdowns
BNDD vs. VGIT - Drawdown Comparison
The maximum BNDD drawdown since its inception was -30.87%, which is greater than VGIT's maximum drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for BNDD and VGIT.
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Drawdown Indicators
| BNDD | VGIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.87% | -16.05% | -14.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -2.42% | -8.51% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.05% | — |
Current DrawdownCurrent decline from peak | -27.28% | -1.97% | -25.31% |
Average DrawdownAverage peak-to-trough decline | -19.03% | -3.54% | -15.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.26% | 0.78% | +6.48% |
Volatility
BNDD vs. VGIT - Volatility Comparison
Quadratic Deflation ETF (BNDD) has a higher volatility of 3.52% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.33%. This indicates that BNDD'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
| BNDD | VGIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 1.33% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 2.28% | +5.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.44% | 3.81% | +8.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.55% | 5.36% | +8.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.55% | 4.50% | +9.05% |