BNDX vs. AMZN
BNDX (Vanguard Total International Bond ETF) is Global Bonds fund tracking the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged), while AMZN (Amazon.com, Inc) is a stock. Over the past 10 years, BNDX returned 1.65%/yr vs 21.19%/yr for AMZN. At a 0.04 correlation, their price movements are largely independent.
Performance
BNDX vs. AMZN - Performance Comparison
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Returns By Period
In the year-to-date period, BNDX achieves a 0.37% return, which is significantly lower than AMZN's 6.24% return. Over the past 10 years, BNDX has underperformed AMZN with an annualized return of 1.65%, while AMZN has yielded a comparatively higher 21.19% annualized return.
BNDX
- 1D
- -0.12%
- 1M
- -0.16%
- YTD
- 0.37%
- 6M
- 0.55%
- 1Y
- 1.86%
- 3Y*
- 4.01%
- 5Y*
- 0.25%
- 10Y*
- 1.65%
AMZN
- 1D
- -0.33%
- 1M
- -10.07%
- YTD
- 6.24%
- 6M
- 8.08%
- 1Y
- 14.82%
- 3Y*
- 25.71%
- 5Y*
- 8.37%
- 10Y*
- 21.19%
BNDX vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 0.37% | 2.86% | 3.57% | 8.77% | -12.76% | -2.29% | 4.65% | 7.87% | 2.81% | 2.40% |
AMZN Amazon.com, Inc | 6.24% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
Correlation
The correlation between BNDX and AMZN is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | 0.04 |
The correlation between BNDX and AMZN shifts across timeframes, from 0.04 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BNDX vs. AMZN — Risk / Return Rank
BNDX
AMZN
BNDX vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and Amazon.com, Inc (AMZN). 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.
| BNDX | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.11 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | 0.68 | -0.05 |
| Martin ratioReturn relative to average drawdown | 1.79 | 1.64 | +0.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BNDX | AMZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.49 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.24 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.65 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.56 | +0.04 |
Drawdowns
BNDX vs. AMZN - Drawdown Comparison
The maximum BNDX drawdown since its inception was -16.23%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for BNDX and AMZN.
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Drawdown Indicators
| BNDX | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.23% | -94.40% | +78.17% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -21.74% | +18.81% |
Max Drawdown (3Y)Largest decline over 3 years | -2.93% | -30.88% | +27.95% |
Max Drawdown (5Y)Largest decline over 5 years | -15.86% | -56.15% | +40.29% |
Max Drawdown (10Y)Largest decline over 10 years | -16.23% | -56.15% | +39.92% |
Current DrawdownCurrent decline from peak | -1.65% | -10.83% | +9.18% |
Average DrawdownAverage peak-to-trough decline | -3.08% | -28.12% | +25.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 9.08% | -8.04% |
Volatility
BNDX vs. AMZN - Volatility Comparison
The current volatility for Vanguard Total International Bond ETF (BNDX) is 1.47%, while Amazon.com, Inc (AMZN) has a volatility of 7.80%. This indicates that BNDX experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNDX | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 7.80% | -6.33% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 20.58% | -17.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.43% | 30.13% | -26.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.88% | 35.53% | -30.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.09% | 32.48% | -28.39% |
Dividends
BNDX vs. AMZN - Dividend Comparison
BNDX's dividend yield for the trailing twelve months is around 4.50%, while AMZN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BNDX Vanguard Total International Bond ETF | 4.50% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
Frequently Asked Questions
BNDX and AMZN have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZN has higher volatility (7.80%) compared to BNDX (1.47%). In terms of maximum drawdown, BNDX dropped -16.23% vs AMZN's -94.40%.
BNDX currently has the higher Sharpe Ratio (0.54 vs 0.49), 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.
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