BNDX vs. BRK-B
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 BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, BNDX returned 1.65%/yr vs 13.14%/yr for BRK-B. At a correlation of -0.07, they often move in opposite directions.
Performance
BNDX vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, BNDX achieves a 0.37% return, which is significantly higher than BRK-B's -3.11% return. Over the past 10 years, BNDX has underperformed BRK-B with an annualized return of 1.65%, while BRK-B has yielded a comparatively higher 13.14% 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%
BRK-B
- 1D
- -0.23%
- 1M
- 2.32%
- YTD
- -3.11%
- 6M
- -2.06%
- 1Y
- -1.32%
- 3Y*
- 13.25%
- 5Y*
- 11.03%
- 10Y*
- 13.14%
BNDX vs. BRK-B - 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% |
BRK-B Berkshire Hathaway Inc. | -3.11% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between BNDX and BRK-B is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | -0.07 |
The correlation between BNDX and BRK-B shifts across timeframes, from -0.07 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BNDX vs. BRK-B — Risk / Return Rank
BNDX
BRK-B
BNDX vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and Berkshire Hathaway Inc. (BRK-B). 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 | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.00 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | -0.14 | +0.78 |
| Martin ratioReturn relative to average drawdown | 1.79 | -0.30 | +2.09 |
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 | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | -0.09 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.65 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.68 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.48 | +0.12 |
Drawdowns
BNDX vs. BRK-B - Drawdown Comparison
The maximum BNDX drawdown since its inception was -16.23%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BNDX and BRK-B.
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Drawdown Indicators
| BNDX | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.23% | -53.86% | +37.63% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -9.42% | +6.49% |
Max Drawdown (3Y)Largest decline over 3 years | -2.93% | -14.95% | +12.02% |
Max Drawdown (5Y)Largest decline over 5 years | -15.86% | -26.58% | +10.72% |
Max Drawdown (10Y)Largest decline over 10 years | -16.23% | -29.57% | +13.34% |
Current DrawdownCurrent decline from peak | -1.65% | -9.78% | +8.13% |
Average DrawdownAverage peak-to-trough decline | -3.08% | -11.07% | +7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 4.49% | -3.45% |
Volatility
BNDX vs. BRK-B - Volatility Comparison
The current volatility for Vanguard Total International Bond ETF (BNDX) is 1.47%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.98%. This indicates that BNDX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNDX | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 3.98% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 10.87% | -7.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.43% | 14.38% | -10.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.88% | 17.13% | -12.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.09% | 19.44% | -15.35% |
Dividends
BNDX vs. BRK-B - Dividend Comparison
BNDX's dividend yield for the trailing twelve months is around 4.50%, while BRK-B has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BRK-B Berkshire Hathaway 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% |
Frequently Asked Questions
BNDX and BRK-B have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-B has higher volatility (3.98%) compared to BNDX (1.47%). In terms of maximum drawdown, BNDX dropped -16.23% vs BRK-B's -53.86%.
BNDX currently has the higher Sharpe Ratio (0.54 vs -0.09), 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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