BNDX vs. ESGV
BNDX (Vanguard Total International Bond ETF) and ESGV (Vanguard ESG U.S. Stock ETF) are both exchange-traded funds - BNDX is a Global Bonds fund tracking the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged), while ESGV is a Large Cap Blend Equities fund tracking the FTSE US All Cap Choice Index. Both are passively managed. Over the past 5 years, BNDX returned 0.54%/yr vs 11.52%/yr for ESGV. At a 0.11 correlation, their price movements are largely independent. BNDX charges 0.07%/yr vs 0.09%/yr for ESGV.
Performance
BNDX vs. ESGV - Performance Comparison
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Returns By Period
In the year-to-date period, BNDX achieves a 1.52% return, which is significantly lower than ESGV's 7.69% return.
BNDX
- 1D
- 0.25%
- 1M
- 1.15%
- YTD
- 1.52%
- 6M
- 1.31%
- 1Y
- 2.46%
- 3Y*
- 4.31%
- 5Y*
- 0.54%
- 10Y*
- 1.77%
ESGV
- 1D
- -0.05%
- 1M
- -1.17%
- YTD
- 7.69%
- 6M
- 6.35%
- 1Y
- 21.75%
- 3Y*
- 20.56%
- 5Y*
- 11.52%
- 10Y*
- —
BNDX vs. ESGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 1.52% | 2.86% | 3.57% | 8.77% | -12.76% | -2.29% | 4.65% | 7.87% | 1.70% |
ESGV Vanguard ESG U.S. Stock ETF | 7.69% | 16.48% | 24.69% | 30.79% | -24.04% | 26.55% | 25.69% | 33.36% | -14.45% |
Correlation
The correlation between BNDX and ESGV is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2018 | 0.11 |
Over the past year, BNDX and ESGV have become more correlated (0.35) than their long-term average of 0.11, meaning their price movements have been converging.
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Return for Risk
BNDX vs. ESGV — Risk / Return Rank
BNDX
ESGV
BNDX vs. ESGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and Vanguard ESG U.S. Stock ETF (ESGV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BNDX | ESGV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.28 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | 1.88 | -1.04 |
| Martin ratioReturn relative to average drawdown | 2.33 | 7.84 | -5.51 |
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Drawdowns
BNDX vs. ESGV - Drawdown Comparison
The maximum BNDX drawdown since its inception was -16.23%, smaller than the maximum ESGV drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for BNDX and ESGV.
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Drawdown Indicators
| BNDX | ESGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.23% | -33.66% | +17.43% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -11.60% | +8.67% |
Max Drawdown (3Y)Largest decline over 3 years | -2.93% | -20.41% | +17.48% |
Max Drawdown (5Y)Largest decline over 5 years | -15.86% | -28.81% | +12.95% |
Max Drawdown (10Y)Largest decline over 10 years | -16.23% | — | — |
Current DrawdownCurrent decline from peak | -0.52% | -3.61% | +3.09% |
Average DrawdownAverage peak-to-trough decline | -3.10% | -6.40% | +3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 2.78% | -1.72% |
Volatility
BNDX vs. ESGV - Volatility Comparison
The current volatility for Vanguard Total International Bond ETF (BNDX) is 0.98%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 5.59%. This indicates that BNDX experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNDX | ESGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 5.59% | -4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 2.98% | 11.22% | -8.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.46% | 14.12% | -10.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.89% | 18.48% | -13.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.09% | 20.59% | -16.50% |
BNDX vs. ESGV - Expense Ratio Comparison
BNDX has a 0.07% expense ratio, which is lower than ESGV's 0.09% 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. ESGV - Dividend Comparison
BNDX's dividend yield for the trailing twelve months is around 4.45%, more than ESGV's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 4.45% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
ESGV Vanguard ESG U.S. Stock ETF | 0.89% | 0.91% | 1.04% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BNDX and ESGV have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESGV has higher volatility (5.59%) compared to BNDX (0.98%). In terms of maximum drawdown, BNDX dropped -16.23% vs ESGV's -33.66%.
On 5-year performance, ESGV leads with 11.52% vs 0.54% for BNDX. On fees, BNDX is cheaper at 0.07% per year. On volatility, BNDX has been the lower-risk option at 0.98%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ESGV has performed better with a 11.52% return vs 0.54%. 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 0.09% for ESGV.
BNDX has the higher dividend yield at 4.45%, compared with 0.89% for ESGV.
BNDX is categorized as Global Bonds, while ESGV is Large Cap Blend Equities. BNDX tracks Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged), while ESGV tracks FTSE US All Cap Choice Index. Their fees differ too: 0.07% for BNDX and 0.09% for ESGV.
ESGV currently has the higher Sharpe Ratio (1.55 vs 0.71), 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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