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BNDSY vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BNDSY and BNDX is -0.08. 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.


-0.50.00.51.0-0.1

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.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-2.28%
1.41%
BNDSY
BNDX

Key characteristics

Sharpe Ratio

BNDSY:

2.45

BNDX:

0.74

Sortino Ratio

BNDSY:

2.68

BNDX:

1.08

Omega Ratio

BNDSY:

1.45

BNDX:

1.12

Calmar Ratio

BNDSY:

2.59

BNDX:

0.31

Martin Ratio

BNDSY:

12.98

BNDX:

3.69

Ulcer Index

BNDSY:

11.86%

BNDX:

0.76%

Daily Std Dev

BNDSY:

56.09%

BNDX:

3.77%

Max Drawdown

BNDSY:

-87.47%

BNDX:

-16.23%

Current Drawdown

BNDSY:

-10.53%

BNDX:

-5.30%

Returns By Period

Over the past 10 years, BNDSY has outperformed BNDX with an annualized return of 9.66%, while BNDX has yielded a comparatively lower 1.67% annualized return.


BNDSY

YTD

0.00%

1M

-2.53%

6M

-2.28%

1Y

68.79%

5Y*

39.20%

10Y*

9.66%

BNDX

YTD

-1.28%

1M

-1.73%

6M

1.41%

1Y

2.79%

5Y*

-0.25%

10Y*

1.67%

*Annualized

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Risk-Adjusted Performance

BNDSY vs. BNDX — Risk-Adjusted Performance Rank

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

BNDSY
The Risk-Adjusted Performance Rank of BNDSY is 9494
Overall Rank
The Sharpe Ratio Rank of BNDSY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDSY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BNDSY is 9494
Omega Ratio Rank
The Calmar Ratio Rank of BNDSY is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BNDSY is 9595
Martin Ratio Rank

BNDX
The Risk-Adjusted Performance Rank of BNDX is 3737
Overall Rank
The Sharpe Ratio Rank of BNDX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BNDSY vs. BNDX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for BNDSY, currently valued at 1.57, compared to the broader market-2.000.002.001.570.74
The chart of Sortino ratio for BNDSY, currently valued at 2.45, compared to the broader market-4.00-2.000.002.004.002.451.08
The chart of Omega ratio for BNDSY, currently valued at 1.48, compared to the broader market0.501.001.502.001.481.12
The chart of Calmar ratio for BNDSY, currently valued at 1.67, compared to the broader market0.002.004.006.001.670.31
The chart of Martin ratio for BNDSY, currently valued at 9.67, compared to the broader market0.0010.0020.009.673.69
BNDSY
BNDX

The current BNDSY Sharpe Ratio is 2.45, which is higher than the BNDX Sharpe Ratio of 0.74. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.57
0.74
BNDSY
BNDX

Dividends

BNDSY vs. BNDX - Dividend Comparison

BNDSY's dividend yield for the trailing twelve months is around 6.29%, more than BNDX's 4.23% yield.


TTM20242023202220212020201920182017201620152014
BNDSY
Banco de Sabadell SA ADR
6.29%6.29%4.37%5.57%0.00%5.08%2.82%7.01%2.76%4.40%14.60%0.57%
BNDX
Vanguard Total International Bond ETF
4.23%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%

Drawdowns

BNDSY vs. BNDX - Drawdown Comparison

The maximum BNDSY drawdown since its inception was -87.47%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.53%
-5.30%
BNDSY
BNDX

Volatility

BNDSY vs. BNDX - Volatility Comparison

Banco de Sabadell SA ADR (BNDSY) has a higher volatility of 3.00% compared to Vanguard Total International Bond ETF (BNDX) at 1.03%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
3.00%
1.03%
BNDSY
BNDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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