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BNDX vs. FBIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNDX vs. FBIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond ETF (BNDX) and Fidelity International Bond Index Fund (FBIIX). The values are adjusted to include any dividend payments, if applicable.

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BNDX vs. FBIIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BNDX
Vanguard Total International Bond ETF
-0.13%2.86%3.57%8.77%-12.76%-2.29%4.65%-0.87%
FBIIX
Fidelity International Bond Index Fund
-0.55%2.66%4.64%7.48%-10.84%-1.84%4.43%-1.13%

Returns By Period

In the year-to-date period, BNDX achieves a -0.13% return, which is significantly higher than FBIIX's -0.55% return.


BNDX

1D
0.54%
1M
-2.14%
YTD
-0.13%
6M
0.17%
1Y
2.81%
3Y*
3.83%
5Y*
0.17%
10Y*
1.73%

FBIIX

1D
0.33%
1M
-2.46%
YTD
-0.55%
6M
-0.09%
1Y
2.32%
3Y*
3.82%
5Y*
0.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BNDX vs. FBIIX - Expense Ratio Comparison

BNDX has a 0.07% expense ratio, which is higher than FBIIX's 0.06% 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%.


Return for Risk

BNDX vs. FBIIX — Risk / Return Rank

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

BNDX
BNDX Risk / Return Rank: 4646
Overall Rank
BNDX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 4949
Sortino Ratio Rank
BNDX Omega Ratio Rank: 4343
Omega Ratio Rank
BNDX Calmar Ratio Rank: 4141
Calmar Ratio Rank
BNDX Martin Ratio Rank: 4545
Martin Ratio Rank

FBIIX
FBIIX Risk / Return Rank: 4040
Overall Rank
FBIIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FBIIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FBIIX Omega Ratio Rank: 3737
Omega Ratio Rank
FBIIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FBIIX Martin Ratio Rank: 4040
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.

BNDX vs. FBIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and Fidelity International Bond Index Fund (FBIIX). 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.


BNDXFBIIXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.91

-0.03

Sortino ratio

Return per unit of downside risk

1.23

1.25

-0.02

Omega ratio

Gain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

0.96

0.95

0.00

Martin ratio

Return relative to average drawdown

3.94

4.14

-0.20

BNDX vs. FBIIX - Sharpe Ratio Comparison

The current BNDX Sharpe Ratio is 0.88, which is comparable to the FBIIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of BNDX and FBIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BNDXFBIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.91

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.14

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.17

+0.43

Correlation

The correlation between BNDX and FBIIX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BNDX vs. FBIIX - Dividend Comparison

BNDX's dividend yield for the trailing twelve months is around 4.45%, more than FBIIX's 4.11% yield.


TTM20252024202320222021202020192018201720162015
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%
FBIIX
Fidelity International Bond Index Fund
4.11%4.09%3.44%2.85%1.02%0.62%0.74%0.17%0.00%0.00%0.00%0.00%

Drawdowns

BNDX vs. FBIIX - Drawdown Comparison

The maximum BNDX drawdown since its inception was -16.23%, which is greater than FBIIX's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for BNDX and FBIIX.


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Drawdown Indicators


BNDXFBIIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.23%

-13.79%

-2.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-2.78%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-15.86%

-13.74%

-2.12%

Max Drawdown (10Y)

Largest decline over 10 years

-16.23%

Current Drawdown

Current decline from peak

-2.14%

-2.46%

+0.32%

Average Drawdown

Average peak-to-trough decline

-3.10%

-4.18%

+1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.64%

+0.07%

Volatility

BNDX vs. FBIIX - Volatility Comparison

Vanguard Total International Bond ETF (BNDX) has a higher volatility of 1.73% compared to Fidelity International Bond Index Fund (FBIIX) at 1.41%. This indicates that BNDX's price experiences larger fluctuations and is considered to be riskier than FBIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDXFBIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

1.41%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

2.06%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

2.69%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.81%

3.50%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.05%

3.39%

+0.66%