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BNDW vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BNDW and BND is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BNDW vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Bond ETF (BNDW) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BNDW:

1.16

BND:

0.89

Sortino Ratio

BNDW:

1.58

BND:

1.19

Omega Ratio

BNDW:

1.19

BND:

1.14

Calmar Ratio

BNDW:

0.44

BND:

0.34

Martin Ratio

BNDW:

3.91

BND:

2.05

Ulcer Index

BNDW:

1.17%

BND:

2.09%

Daily Std Dev

BNDW:

4.26%

BND:

5.29%

Max Drawdown

BNDW:

-17.22%

BND:

-18.84%

Current Drawdown

BNDW:

-5.06%

BND:

-7.65%

Returns By Period

In the year-to-date period, BNDW achieves a 1.40% return, which is significantly lower than BND's 1.87% return.


BNDW

YTD

1.40%

1M

-0.18%

6M

1.40%

1Y

4.90%

3Y*

1.93%

5Y*

-0.52%

10Y*

N/A

BND

YTD

1.87%

1M

-0.12%

6M

1.43%

1Y

4.65%

3Y*

1.48%

5Y*

-1.06%

10Y*

1.45%

*Annualized

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Vanguard Total World Bond ETF

Vanguard Total Bond Market ETF

BNDW vs. BND - Expense Ratio Comparison

BNDW has a 0.06% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

BNDW vs. BND — Risk-Adjusted Performance Rank

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

BNDW
The Risk-Adjusted Performance Rank of BNDW is 7676
Overall Rank
The Sharpe Ratio Rank of BNDW is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDW is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BNDW is 7878
Omega Ratio Rank
The Calmar Ratio Rank of BNDW is 5151
Calmar Ratio Rank
The Martin Ratio Rank of BNDW is 8080
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 6262
Overall Rank
The Sharpe Ratio Rank of BND is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BND is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BND is 4242
Calmar Ratio Rank
The Martin Ratio Rank of BND is 5757
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.

BNDW vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Bond ETF (BNDW) and Vanguard Total Bond Market ETF (BND). 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.


The current BNDW Sharpe Ratio is 1.16, which is higher than the BND Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of BNDW and BND, 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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Dividends

BNDW vs. BND - Dividend Comparison

BNDW's dividend yield for the trailing twelve months is around 4.02%, more than BND's 3.77% yield.


TTM20242023202220212020201920182017201620152014
BNDW
Vanguard Total World Bond ETF
4.02%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.77%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

BNDW vs. BND - Drawdown Comparison

The maximum BNDW drawdown since its inception was -17.22%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for BNDW and BND. For additional features, visit the drawdowns tool.


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Volatility

BNDW vs. BND - Volatility Comparison

The current volatility for Vanguard Total World Bond ETF (BNDW) is 1.26%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.42%. This indicates that BNDW experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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