BNDX vs. DFGP
BNDX (Vanguard Total International Bond ETF) and DFGP (Dimensional Global Core Plus Fixed Income ETF) are both Global Bonds funds. BNDX is passively managed, while DFGP is actively managed. Over the past year, BNDX returned 1.86% vs 4.87% for DFGP. Their correlation of 0.85 suggests significant overlap in exposure. BNDX charges 0.07%/yr vs 0.22%/yr for DFGP.
Performance
BNDX vs. DFGP - Performance Comparison
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Returns By Period
In the year-to-date period, BNDX achieves a 0.64% return, which is significantly lower than DFGP's 1.26% return.
BNDX
- 1D
- 0.10%
- 1M
- 0.63%
- YTD
- 0.64%
- 6M
- 0.44%
- 1Y
- 1.86%
- 3Y*
- 4.14%
- 5Y*
- 0.35%
- 10Y*
- 1.71%
DFGP
- 1D
- 0.15%
- 1M
- 0.76%
- YTD
- 1.26%
- 6M
- 1.07%
- 1Y
- 4.87%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BNDX vs. DFGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 0.64% | 2.86% | 3.57% | 4.81% |
DFGP Dimensional Global Core Plus Fixed Income ETF | 1.26% | 5.89% | 3.71% | 6.24% |
Correlation
The correlation between BNDX and DFGP is 0.87, 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 | 0.87 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2023 | 0.85 |
The correlation between BNDX and DFGP has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.
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Return for Risk
BNDX vs. DFGP — Risk / Return Rank
BNDX
DFGP
BNDX vs. DFGP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and Dimensional Global Core Plus Fixed Income ETF (DFGP). 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 | DFGP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.22 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | 1.51 | -0.87 |
| Martin ratioReturn relative to average drawdown | 1.82 | 5.15 | -3.33 |
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 | DFGP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 1.24 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.45 | -0.84 |
Drawdowns
BNDX vs. DFGP - Drawdown Comparison
The maximum BNDX drawdown since its inception was -16.23%, which is greater than DFGP's maximum drawdown of -3.24%. Use the drawdown chart below to compare losses from any high point for BNDX and DFGP.
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Drawdown Indicators
| BNDX | DFGP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.23% | -3.24% | -12.99% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -3.24% | +0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -2.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.86% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -16.23% | — | — |
Current DrawdownCurrent decline from peak | -1.39% | -0.79% | -0.60% |
Average DrawdownAverage peak-to-trough decline | -3.08% | -0.78% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 0.95% | +0.08% |
Volatility
BNDX vs. DFGP - Volatility Comparison
Vanguard Total International Bond ETF (BNDX) and Dimensional Global Core Plus Fixed Income ETF (DFGP) have volatilities of 1.57% and 1.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNDX | DFGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 1.65% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 3.25% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.43% | 3.96% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.88% | 4.65% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.09% | 4.65% | -0.56% |
BNDX vs. DFGP - Expense Ratio Comparison
BNDX has a 0.07% expense ratio, which is lower than DFGP's 0.22% 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%.
Dividends
BNDX vs. DFGP - Dividend Comparison
BNDX's dividend yield for the trailing twelve months is around 4.49%, more than DFGP's 3.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 4.49% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
DFGP Dimensional Global Core Plus Fixed Income ETF | 3.64% | 3.45% | 4.51% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BNDX and DFGP have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFGP has higher volatility (1.65%) compared to BNDX (1.57%). In terms of maximum drawdown, BNDX dropped -16.23% vs DFGP's -3.24%.
On 1-year performance, DFGP leads with 4.87% vs 1.86% for BNDX. On fees, BNDX is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DFGP has performed better with a 4.87% return vs 1.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BNDX is cheaper with a 0.07% expense ratio, compared with 0.22% for DFGP.
BNDX has the higher dividend yield at 4.49%, compared with 3.64% for DFGP.
They also come from different issuers: Vanguard and Dimensional. Their fees differ too: 0.07% for BNDX and 0.22% for DFGP.
DFGP currently has the higher Sharpe Ratio (1.24 vs 0.55), 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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