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BNDX vs. IAGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNDX vs. IAGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond ETF (BNDX) and iShares Core International Aggregate Bond ETF (IAGG). 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 1.21% return, which is significantly lower than IAGG's 1.64% return. Over the past 10 years, BNDX has underperformed IAGG with an annualized return of 1.74%, while IAGG has yielded a comparatively higher 2.22% annualized return.


BNDX

1D
0.08%
1M
1.14%
YTD
1.21%
6M
1.40%
1Y
2.25%
3Y*
4.33%
5Y*
0.43%
10Y*
1.74%

IAGG

1D
0.20%
1M
1.12%
YTD
1.64%
6M
1.76%
1Y
2.69%
3Y*
4.92%
5Y*
1.18%
10Y*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNDX vs. IAGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNDX
Vanguard Total International Bond ETF
1.21%2.86%3.57%8.77%-12.76%-2.29%4.65%7.87%2.81%2.40%
IAGG
iShares Core International Aggregate Bond ETF
1.64%3.26%4.51%8.49%-10.86%-1.87%4.63%7.99%3.38%2.09%

Correlation

The correlation between BNDX and IAGG is 0.91, 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

0.91

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

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2015

0.81

The correlation between BNDX and IAGG shifts across timeframes, from 0.81 (all time) to 0.92 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BNDX vs. IAGG — 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

IAGG
IAGG Risk / Return Rank: 2626
Overall Rank
IAGG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IAGG Sortino Ratio Rank: 2626
Sortino Ratio Rank
IAGG Omega Ratio Rank: 2626
Omega Ratio Rank
IAGG Calmar Ratio Rank: 2525
Calmar Ratio Rank
IAGG Martin Ratio Rank: 2626
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. IAGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and iShares Core International Aggregate Bond ETF (IAGG). 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.


BNDXIAGGDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.12

1.17

-0.05

Calmar ratioReturn relative to maximum drawdown

0.77

1.17

-0.40

Martin ratioReturn relative to average drawdown

2.13

3.42

-1.29

BNDX vs. IAGG - Sharpe Ratio Comparison

The current BNDX Sharpe Ratio is 0.66, which is lower than the IAGG Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of BNDX and IAGG, 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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Drawdowns

BNDX vs. IAGG - Drawdown Comparison

The maximum BNDX drawdown since its inception was -16.23%, which is greater than IAGG's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for BNDX and IAGG.


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Drawdown Indicators


BNDXIAGGDifference

Max Drawdown

Largest peak-to-trough decline

-16.23%

-13.88%

-2.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-2.32%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-2.93%

-2.32%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-15.86%

-13.57%

-2.29%

Max Drawdown (10Y)

Largest decline over 10 years

-16.23%

-13.88%

-2.35%

Current Drawdown

Current decline from peak

-0.83%

-0.27%

-0.56%

Average Drawdown

Average peak-to-trough decline

-3.10%

-2.84%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

0.79%

+0.27%

Volatility

BNDX vs. IAGG - Volatility Comparison

Vanguard Total International Bond ETF (BNDX) has a higher volatility of 1.13% compared to iShares Core International Aggregate Bond ETF (IAGG) at 0.89%. This indicates that BNDX's price experiences larger fluctuations and is considered to be riskier than IAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDXIAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

0.89%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

2.46%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.45%

2.86%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.89%

4.51%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.09%

4.05%

+0.04%

BNDX vs. IAGG - Expense Ratio Comparison

Both BNDX and IAGG have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

BNDX vs. IAGG - Dividend Comparison

BNDX's dividend yield for the trailing twelve months is around 4.46%, more than IAGG's 3.63% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDX
Vanguard Total International Bond ETF
4.46%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%
IAGG
iShares Core International Aggregate Bond ETF
3.63%3.08%4.28%3.55%2.27%1.16%1.95%2.82%3.02%1.74%1.56%0.13%

Frequently Asked Questions


With a correlation of 0.91, BNDX and IAGG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BNDX has higher volatility (1.13%) compared to IAGG (0.89%). In terms of maximum drawdown, BNDX dropped -16.23% vs IAGG's -13.88%.

On 10-year performance, IAGG leads with 2.22% vs 1.74% for BNDX. Both ETFs have the same 0.07% expense ratio. On volatility, IAGG has been the lower-risk option at 0.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IAGG has performed better with a 2.22% return vs 1.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BNDX and IAGG have the same expense ratio: 0.07% per year.

BNDX has the higher dividend yield at 4.46%, compared with 3.63% for IAGG.

BNDX tracks Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged), while IAGG tracks Bloomberg Global Aggregate ex USD 10% Issuer Capped (Hedged) Index. They also come from different issuers: Vanguard and iShares.

IAGG currently has the higher Sharpe Ratio (0.95 vs 0.66), 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.

Portfolio Optimizer

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