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

Correlation

The correlation between BNDW and BNDX 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.


-0.50.00.51.00.9

Performance

BNDW vs. BNDX - Performance Comparison

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

7.00%8.00%9.00%10.00%11.00%AugustSeptemberOctoberNovemberDecember2025
8.94%
9.64%
BNDW
BNDX

Key characteristics

Sharpe Ratio

BNDW:

0.79

BNDX:

1.22

Sortino Ratio

BNDW:

1.15

BNDX:

1.80

Omega Ratio

BNDW:

1.13

BNDX:

1.21

Calmar Ratio

BNDW:

0.32

BNDX:

0.52

Martin Ratio

BNDW:

2.76

BNDX:

6.06

Ulcer Index

BNDW:

1.27%

BNDX:

0.76%

Daily Std Dev

BNDW:

4.44%

BNDX:

3.78%

Max Drawdown

BNDW:

-17.22%

BNDX:

-16.23%

Current Drawdown

BNDW:

-6.50%

BNDX:

-4.36%

Returns By Period

In the year-to-date period, BNDW achieves a -0.15% return, which is significantly higher than BNDX's -0.31% return.


BNDW

YTD

-0.15%

1M

-0.04%

6M

1.69%

1Y

3.55%

5Y*

-0.24%

10Y*

N/A

BNDX

YTD

-0.31%

1M

-0.24%

6M

2.71%

1Y

4.47%

5Y*

-0.04%

10Y*

1.75%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BNDW vs. BNDX - Expense Ratio Comparison

BNDW has a 0.06% expense ratio, which is lower than BNDX's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


BNDX
Vanguard Total International Bond ETF
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for BNDW: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

BNDW vs. BNDX — 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 2626
Overall Rank
The Sharpe Ratio Rank of BNDW is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDW is 2828
Sortino Ratio Rank
The Omega Ratio Rank of BNDW is 2626
Omega Ratio Rank
The Calmar Ratio Rank of BNDW is 1818
Calmar Ratio Rank
The Martin Ratio Rank of BNDW is 3030
Martin Ratio Rank

BNDX
The Risk-Adjusted Performance Rank of BNDX is 4343
Overall Rank
The Sharpe Ratio Rank of BNDX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 5252
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. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Bond ETF (BNDW) 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 BNDW, currently valued at 0.79, compared to the broader market0.002.004.000.791.22
The chart of Sortino ratio for BNDW, currently valued at 1.15, compared to the broader market0.005.0010.001.151.80
The chart of Omega ratio for BNDW, currently valued at 1.13, compared to the broader market1.002.003.001.131.21
The chart of Calmar ratio for BNDW, currently valued at 0.32, compared to the broader market0.005.0010.0015.0020.000.320.52
The chart of Martin ratio for BNDW, currently valued at 2.76, compared to the broader market0.0020.0040.0060.0080.00100.002.766.06
BNDW
BNDX

The current BNDW Sharpe Ratio is 0.79, which is lower than the BNDX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of BNDW 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.79
1.22
BNDW
BNDX

Dividends

BNDW vs. BNDX - Dividend Comparison

BNDW's dividend yield for the trailing twelve months is around 3.91%, less than BNDX's 4.19% yield.


TTM20242023202220212020201920182017201620152014
BNDW
Vanguard Total World Bond ETF
3.91%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%0.00%
BNDX
Vanguard Total International Bond ETF
4.19%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%

Drawdowns

BNDW vs. BNDX - Drawdown Comparison

The maximum BNDW drawdown since its inception was -17.22%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for BNDW and BNDX. For additional features, visit the drawdowns tool.


-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%AugustSeptemberOctoberNovemberDecember2025
-6.50%
-4.36%
BNDW
BNDX

Volatility

BNDW vs. BNDX - Volatility Comparison

Vanguard Total World Bond ETF (BNDW) has a higher volatility of 1.32% compared to Vanguard Total International Bond ETF (BNDX) at 1.23%. This indicates that BNDW'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.


0.80%0.90%1.00%1.10%1.20%1.30%1.40%AugustSeptemberOctoberNovemberDecember2025
1.32%
1.23%
BNDW
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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