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BNDP vs. VXUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNDP vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core-Plus Bond Index ETF (BNDP) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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BNDP vs. VXUS - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BNDP achieves a -0.18% return, which is significantly lower than VXUS's 3.51% return.


BNDP

1D
0.01%
1M
-1.44%
YTD
-0.18%
6M
1Y
3Y*
5Y*
10Y*

VXUS

1D
1.17%
1M
-5.23%
YTD
3.51%
6M
7.51%
1Y
29.24%
3Y*
15.95%
5Y*
7.57%
10Y*
9.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BNDP vs. VXUS - Expense Ratio Comparison

Both BNDP and VXUS have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

BNDP vs. VXUS — Risk / Return Rank

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

BNDP

VXUS
VXUS Risk / Return Rank: 8585
Overall Rank
VXUS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 8585
Sortino Ratio Rank
VXUS Omega Ratio Rank: 8585
Omega Ratio Rank
VXUS Calmar Ratio Rank: 8585
Calmar Ratio Rank
VXUS Martin Ratio Rank: 8484
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.

BNDP vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core-Plus Bond Index ETF (BNDP) and Vanguard Total International Stock ETF (VXUS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BNDP vs. VXUS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BNDPVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.35

-0.43

Correlation

The correlation between BNDP and VXUS is 0.44, 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

BNDP vs. VXUS - Dividend Comparison

BNDP's dividend yield for the trailing twelve months is around 1.32%, less than VXUS's 2.93% yield.


TTM20252024202320222021202020192018201720162015
BNDP
Vanguard Core-Plus Bond Index ETF
1.32%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.93%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Drawdowns

BNDP vs. VXUS - Drawdown Comparison

The maximum BNDP drawdown since its inception was -2.56%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for BNDP and VXUS.


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Drawdown Indicators


BNDPVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-2.56%

-35.97%

+33.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-1.82%

-7.26%

+5.44%

Average Drawdown

Average peak-to-trough decline

-0.54%

-8.29%

+7.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

Volatility

BNDP vs. VXUS - Volatility Comparison


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Volatility by Period


BNDPVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

Volatility (6M)

Calculated over the trailing 6-month period

11.54%

Volatility (1Y)

Calculated over the trailing 1-year period

3.63%

17.21%

-13.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.63%

15.81%

-12.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.63%

17.09%

-13.46%