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BNDW vs. VGIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNDW vs. VGIT - Performance Comparison

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

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Returns By Period

In the year-to-date period, BNDW achieves a 0.68% return, which is significantly higher than VGIT's -0.27% return.


BNDW

1D
0.10%
1M
0.44%
YTD
0.68%
6M
0.54%
1Y
3.74%
3Y*
4.08%
5Y*
0.33%
10Y*

VGIT

1D
0.03%
1M
-0.23%
YTD
-0.27%
6M
-0.28%
1Y
3.64%
3Y*
3.47%
5Y*
0.15%
10Y*
1.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNDW vs. VGIT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BNDW
Vanguard Total World Bond ETF
0.68%5.02%2.42%7.18%-12.88%-2.10%6.22%8.37%1.21%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.27%7.34%1.39%4.28%-10.53%-2.64%7.71%6.19%2.20%

Correlation

The correlation between BNDW and VGIT is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2018

0.89

The correlation between BNDW and VGIT has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

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Return for Risk

BNDW vs. VGIT — Risk / Return Rank

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

BNDW
BNDW Risk / Return Rank: 2929
Overall Rank
BNDW Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BNDW Sortino Ratio Rank: 3030
Sortino Ratio Rank
BNDW Omega Ratio Rank: 2929
Omega Ratio Rank
BNDW Calmar Ratio Rank: 2727
Calmar Ratio Rank
BNDW Martin Ratio Rank: 2727
Martin Ratio Rank

VGIT
VGIT Risk / Return Rank: 2828
Overall Rank
VGIT Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 3030
Sortino Ratio Rank
VGIT Omega Ratio Rank: 2828
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2525
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2626
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.

BNDW vs. VGIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Bond ETF (BNDW) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.


BNDWVGITDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.08

+0.04

Sortino ratio

Return per unit of downside risk

1.60

1.65

-0.04

Omega ratio

Gain probability vs. loss probability

1.19

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

1.34

1.20

+0.14

Martin ratio

Return relative to average drawdown

3.82

3.64

+0.18

BNDW vs. VGIT - Sharpe Ratio Comparison

The current BNDW Sharpe Ratio is 1.12, which is comparable to the VGIT Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of BNDW and VGIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BNDWVGITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.08

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.03

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.50

-0.12

Drawdowns

BNDW vs. VGIT - Drawdown Comparison

The maximum BNDW drawdown since its inception was -17.22%, which is greater than VGIT's maximum drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for BNDW and VGIT.


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Drawdown Indicators


BNDWVGITDifference

Max Drawdown

Largest peak-to-trough decline

-17.22%

-16.05%

-1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-2.83%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-4.27%

-4.34%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-15.02%

-1.91%

Max Drawdown (10Y)

Largest decline over 10 years

-16.05%

Current Drawdown

Current decline from peak

-1.27%

-2.21%

+0.94%

Average Drawdown

Average peak-to-trough decline

-4.98%

-3.52%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.93%

+0.02%

Volatility

BNDW vs. VGIT - Volatility Comparison

Vanguard Total World Bond ETF (BNDW) has a higher volatility of 1.31% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.06%. This indicates that BNDW's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDWVGITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.06%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

2.35%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

3.38%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.21%

5.38%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

4.50%

+0.40%

BNDW vs. VGIT - Expense Ratio Comparison

BNDW has a 0.05% expense ratio, which is higher than VGIT'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%.


Dividends

BNDW vs. VGIT - Dividend Comparison

BNDW's dividend yield for the trailing twelve months is around 4.20%, more than VGIT's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDW
Vanguard Total World Bond ETF
4.20%4.12%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.86%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%

Frequently Asked Questions


With a correlation of 0.91, BNDW and VGIT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BNDW has higher volatility (1.31%) compared to VGIT (1.06%). In terms of maximum drawdown, BNDW dropped -17.22% vs VGIT's -16.05%.

On 5-year performance, BNDW leads with 0.33% vs 0.15% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 1.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BNDW has performed better with a 0.33% return vs 0.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGIT is cheaper with a 0.03% expense ratio, compared with 0.05% for BNDW.

BNDW has the higher dividend yield at 4.20%, compared with 3.86% for VGIT.

BNDW is categorized as Global Bonds, while VGIT is Government Bonds. BNDW tracks Bloomberg Global Aggregate Float Adjusted Composite Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. Their fees differ too: 0.05% for BNDW and 0.03% for VGIT.

BNDW currently has the higher Sharpe Ratio (1.12 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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