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BNDX vs. FBNDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNDX vs. FBNDX - Performance Comparison

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

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Returns By Period

In the year-to-date period, BNDX achieves a -0.08% return, which is significantly higher than FBNDX's -0.09% return. Over the past 10 years, BNDX has underperformed FBNDX with an annualized return of 1.74%, while FBNDX has yielded a comparatively higher 2.25% annualized return.


BNDX

1D
-0.10%
1M
-1.05%
YTD
-0.08%
6M
0.10%
1Y
2.08%
3Y*
3.79%
5Y*
0.18%
10Y*
1.74%

FBNDX

1D
0.28%
1M
-0.95%
YTD
-0.09%
6M
0.64%
1Y
3.35%
3Y*
3.56%
5Y*
0.24%
10Y*
2.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNDX vs. FBNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNDX
Vanguard Total International Bond ETF
-0.08%2.86%3.57%8.77%-12.76%-2.29%4.65%7.87%2.81%2.40%
FBNDX
Fidelity Investment Grade Bond Fund
-0.09%7.37%0.93%6.51%-14.04%-1.13%9.79%9.82%-0.35%3.92%

Correlation

The correlation between BNDX and FBNDX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


BNDX vs. FBNDX - Expense Ratio Comparison

BNDX has a 0.07% expense ratio, which is lower than FBNDX's 0.45% expense ratio.


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Return for Risk

BNDX vs. FBNDX — Risk / Return Rank

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

BNDX
BNDX Risk / Return Rank: 3333
Overall Rank
BNDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 3737
Sortino Ratio Rank
BNDX Omega Ratio Rank: 3232
Omega Ratio Rank
BNDX Calmar Ratio Rank: 2727
Calmar Ratio Rank
BNDX Martin Ratio Rank: 3030
Martin Ratio Rank

FBNDX
FBNDX Risk / Return Rank: 3030
Overall Rank
FBNDX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FBNDX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FBNDX Omega Ratio Rank: 2222
Omega Ratio Rank
FBNDX Calmar Ratio Rank: 3838
Calmar Ratio Rank
FBNDX Martin Ratio Rank: 2727
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. FBNDX - Risk-Adjusted Trends Comparison

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


BNDXFBNDXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.89

-0.07

Sortino ratio

Return per unit of downside risk

1.15

1.29

-0.13

Omega ratio

Gain probability vs. loss probability

1.15

1.15

-0.01

Calmar ratio

Return relative to maximum drawdown

0.89

1.36

-0.47

Martin ratio

Return relative to average drawdown

3.55

3.86

-0.32

BNDX vs. FBNDX - Sharpe Ratio Comparison

The current BNDX Sharpe Ratio is 0.82, which is comparable to the FBNDX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of BNDX and FBNDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BNDXFBNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.89

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.04

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.45

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.53

+0.08

Drawdowns

BNDX vs. FBNDX - Drawdown Comparison

The maximum BNDX drawdown since its inception was -16.23%, smaller than the maximum FBNDX drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for BNDX and FBNDX.


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Drawdown Indicators


BNDXFBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-16.23%

-42.76%

+26.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-2.88%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-15.86%

-18.74%

+2.88%

Max Drawdown (10Y)

Largest decline over 10 years

-16.23%

-18.74%

+2.51%

Current Drawdown

Current decline from peak

-2.09%

-2.04%

-0.05%

Average Drawdown

Average peak-to-trough decline

-3.10%

-10.37%

+7.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

1.01%

-0.28%

Volatility

BNDX vs. FBNDX - Volatility Comparison

Vanguard Total International Bond ETF (BNDX) and Fidelity Investment Grade Bond Fund (FBNDX) have volatilities of 1.74% and 1.66%, 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


BNDXFBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.74%

1.66%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

2.74%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

4.58%

-1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.81%

6.00%

-1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.05%

5.00%

-0.95%

Dividends

BNDX vs. FBNDX - Dividend Comparison

BNDX's dividend yield for the trailing twelve months is around 4.47%, more than FBNDX's 3.57% yield.


TTM20252024202320222021202020192018201720162015
BNDX
Vanguard Total International Bond ETF
4.47%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%
FBNDX
Fidelity Investment Grade Bond Fund
3.57%3.87%3.34%3.56%1.98%1.34%4.70%2.75%2.86%2.18%2.72%2.66%