PortfoliosLab logoPortfoliosLab logo
BNDX vs. HYGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNDX vs. HYGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond ETF (BNDX) and iShares Inflation Hedged High Yield Bond ETF (HYGI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


BNDX

1D
0.17%
1M
0.85%
YTD
1.02%
6M
1.22%
1Y
2.27%
3Y*
4.32%
5Y*
0.32%
10Y*
1.72%

HYGI

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNDX vs. HYGI - Yearly Performance Comparison


2026 (YTD)2025202420232022
BNDX
Vanguard Total International Bond ETF
1.02%2.86%3.57%8.77%-2.70%
HYGI
iShares Inflation Hedged High Yield Bond ETF
0.00%6.20%9.16%11.71%0.65%

Correlation

The correlation between BNDX and HYGI is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2022

0.31

Over the past year, the correlation between BNDX and HYGI has dropped to 0.07 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BNDX vs. HYGI — Risk / Return Rank

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

BNDX
BNDX Risk / Return Rank: 1818
Overall Rank
BNDX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 1818
Sortino Ratio Rank
BNDX Omega Ratio Rank: 1818
Omega Ratio Rank
BNDX Calmar Ratio Rank: 1818
Calmar Ratio Rank
BNDX Martin Ratio Rank: 1919
Martin Ratio Rank

HYGI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. HYGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and iShares Inflation Hedged High Yield Bond ETF (HYGI). 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.


BNDXHYGIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.10

Calmar ratioReturn relative to maximum drawdown

0.66

Martin ratioReturn relative to average drawdown

1.84

BNDX vs. HYGI - Sharpe Ratio Comparison


Loading charts...

Drawdowns

BNDX vs. HYGI - Drawdown Comparison


Loading charts...

Drawdown Indicators


BNDXHYGIDifference

Max Drawdown

Largest peak-to-trough decline

-16.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

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 Drawdown

Current decline from peak

-1.02%

Average Drawdown

Average peak-to-trough decline

-3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

Volatility

BNDX vs. HYGI - Volatility Comparison


Loading charts...

Volatility by Period


BNDXHYGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.10%

BNDX vs. HYGI - Expense Ratio Comparison

BNDX has a 0.07% expense ratio, which is lower than HYGI's 0.52% expense ratio.


Dividends

BNDX vs. HYGI - Dividend Comparison

BNDX's dividend yield for the trailing twelve months is around 4.47%, while HYGI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
HYGI
iShares Inflation Hedged High Yield Bond ETF
0.97%3.41%6.08%6.22%3.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BNDX and HYGI have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BNDX is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BNDX is cheaper with a 0.07% expense ratio, compared with 0.52% for HYGI.

BNDX has the higher dividend yield at 4.47%, compared with 0.97% for HYGI.

BNDX is categorized as Global Bonds, while HYGI is Inflation-Protected Bonds. BNDX tracks Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged), while HYGI tracks BlackRock Inflation Hedged High Yield Bond Index - Benchmark TR Gross. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for BNDX and 0.52% for HYGI.

Portfolio Optimizer

Find the right allocation for BNDX and HYGI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer