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BNDSY vs. BNDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNDSY vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco de Sabadell SA ADR (BNDSY) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

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BNDSY vs. BNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNDSY
Banco de Sabadell SA ADR
-7.59%122.06%87.70%22.17%56.78%53.11%-64.32%4.76%-38.45%41.52%
BNDX
Vanguard Total International Bond ETF
0.02%2.86%3.57%8.77%-12.76%-2.29%4.65%7.87%2.81%2.40%

Returns By Period

In the year-to-date period, BNDSY achieves a -7.59% return, which is significantly lower than BNDX's 0.02% return. Over the past 10 years, BNDSY has outperformed BNDX with an annualized return of 12.73%, while BNDX has yielded a comparatively lower 1.75% annualized return.


BNDSY

1D
4.49%
1M
-6.94%
YTD
-7.59%
6M
-4.80%
1Y
36.51%
3Y*
62.70%
5Y*
56.94%
10Y*
12.73%

BNDX

1D
0.15%
1M
-1.65%
YTD
0.02%
6M
0.27%
1Y
2.71%
3Y*
3.88%
5Y*
0.20%
10Y*
1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BNDSY vs. BNDX — Risk / Return Rank

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

BNDSY
BNDSY Risk / Return Rank: 7373
Overall Rank
BNDSY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BNDSY Sortino Ratio Rank: 6464
Sortino Ratio Rank
BNDSY Omega Ratio Rank: 7171
Omega Ratio Rank
BNDSY Calmar Ratio Rank: 7979
Calmar Ratio Rank
BNDSY Martin Ratio Rank: 8080
Martin Ratio Rank

BNDX
BNDX Risk / Return Rank: 4040
Overall Rank
BNDX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 4040
Sortino Ratio Rank
BNDX Omega Ratio Rank: 3636
Omega Ratio Rank
BNDX Calmar Ratio Rank: 3838
Calmar Ratio Rank
BNDX Martin Ratio Rank: 4242
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.

BNDSY vs. BNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco de Sabadell SA ADR (BNDSY) and Vanguard Total International Bond ETF (BNDX). 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.


BNDSYBNDXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.85

-0.01

Sortino ratio

Return per unit of downside risk

1.37

1.19

+0.18

Omega ratio

Gain probability vs. loss probability

1.23

1.15

+0.08

Calmar ratio

Return relative to maximum drawdown

2.24

1.01

+1.23

Martin ratio

Return relative to average drawdown

6.40

4.10

+2.30

BNDSY vs. BNDX - Sharpe Ratio Comparison

The current BNDSY Sharpe Ratio is 0.84, which is comparable to the BNDX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of BNDSY and BNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BNDSYBNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.85

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.04

+0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.43

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.61

-0.54

Correlation

The correlation between BNDSY and BNDX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BNDSY vs. BNDX - Dividend Comparison

BNDSY's dividend yield for the trailing twelve months is around 4.49%, which matches BNDX's 4.46% yield.


TTM20252024202320222021202020192018201720162015
BNDSY
Banco de Sabadell SA ADR
4.49%7.49%6.27%4.98%5.77%0.00%3.79%3.65%4.86%3.15%3.25%13.20%
BNDX
Vanguard Total International Bond ETF
4.46%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%

Drawdowns

BNDSY vs. BNDX - Drawdown Comparison

The maximum BNDSY drawdown since its inception was -91.59%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for BNDSY and BNDX.


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Drawdown Indicators


BNDSYBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-91.59%

-16.23%

-75.36%

Max Drawdown (1Y)

Largest decline over 1 year

-19.62%

-2.93%

-16.69%

Max Drawdown (5Y)

Largest decline over 5 years

-37.56%

-15.86%

-21.70%

Max Drawdown (10Y)

Largest decline over 10 years

-86.83%

-16.23%

-70.60%

Current Drawdown

Current decline from peak

-11.17%

-1.99%

-9.18%

Average Drawdown

Average peak-to-trough decline

-45.21%

-3.10%

-42.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.86%

0.72%

+6.14%

Volatility

BNDSY vs. BNDX - Volatility Comparison

Banco de Sabadell SA ADR (BNDSY) has a higher volatility of 14.89% compared to Vanguard Total International Bond ETF (BNDX) at 1.74%. This indicates that BNDSY's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDSYBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.89%

1.74%

+13.15%

Volatility (6M)

Calculated over the trailing 6-month period

32.22%

2.29%

+29.93%

Volatility (1Y)

Calculated over the trailing 1-year period

44.12%

3.21%

+40.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.57%

4.81%

+50.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.06%

4.05%

+53.01%