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BNDP vs. WABF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNDP vs. WABF - Performance Comparison

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

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BNDP vs. WABF - Yearly Performance Comparison


2026 (YTD)2025
BNDP
Vanguard Core-Plus Bond Index ETF
-0.18%0.10%
WABF
Western Asset Bond ETF
-0.24%0.12%

Returns By Period

In the year-to-date period, BNDP achieves a -0.18% return, which is significantly higher than WABF's -0.24% return.


BNDP

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

WABF

1D
0.60%
1M
-2.05%
YTD
-0.24%
6M
0.84%
1Y
4.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BNDP vs. WABF - Expense Ratio Comparison

BNDP has a 0.05% expense ratio, which is lower than WABF's 0.35% expense ratio.


Return for Risk

BNDP vs. WABF — Risk / Return Rank

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

BNDP

WABF
WABF Risk / Return Rank: 5050
Overall Rank
WABF Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
WABF Sortino Ratio Rank: 5151
Sortino Ratio Rank
WABF Omega Ratio Rank: 4747
Omega Ratio Rank
WABF Calmar Ratio Rank: 5050
Calmar Ratio Rank
WABF Martin Ratio Rank: 4646
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. WABF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core-Plus Bond Index ETF (BNDP) and Western Asset Bond ETF (WABF). 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. WABF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BNDPWABFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

1.02

-1.09

Correlation

The correlation between BNDP and WABF is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BNDP vs. WABF - Dividend Comparison

BNDP's dividend yield for the trailing twelve months is around 1.32%, less than WABF's 5.10% yield.


TTM202520242023
BNDP
Vanguard Core-Plus Bond Index ETF
1.32%0.24%0.00%0.00%
WABF
Western Asset Bond ETF
4.64%5.67%6.25%1.46%

Drawdowns

BNDP vs. WABF - Drawdown Comparison

The maximum BNDP drawdown since its inception was -2.56%, smaller than the maximum WABF drawdown of -5.36%. Use the drawdown chart below to compare losses from any high point for BNDP and WABF.


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Drawdown Indicators


BNDPWABFDifference

Max Drawdown

Largest peak-to-trough decline

-2.56%

-5.36%

+2.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.57%

Current Drawdown

Current decline from peak

-1.82%

-2.05%

+0.23%

Average Drawdown

Average peak-to-trough decline

-0.54%

-1.51%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

Volatility

BNDP vs. WABF - Volatility Comparison


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Volatility by Period


BNDPWABFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.63%

4.85%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.63%

6.17%

-2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.63%

6.17%

-2.54%