BNDX vs. IDVO
BNDX (Vanguard Total International Bond ETF) and IDVO (Amplify CWP International Enhanced Dividend Income 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 IDVO is a Derivative Income fund actively managed by Amplify. BNDX is passively managed, while IDVO is actively managed. Over the past 3 years, BNDX returned 4.28%/yr vs 22.07%/yr for IDVO. At a 0.21 correlation, their price movements are largely independent. BNDX charges 0.07%/yr vs 0.65%/yr for IDVO.
Performance
BNDX vs. IDVO - Performance Comparison
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Returns By Period
In the year-to-date period, BNDX achieves a 1.04% return, which is significantly lower than IDVO's 14.62% return.
BNDX
- 1D
- 0.02%
- 1M
- 1.71%
- YTD
- 1.04%
- 6M
- 1.14%
- 1Y
- 2.29%
- 3Y*
- 4.28%
- 5Y*
- 0.43%
- 10Y*
- 1.72%
IDVO
- 1D
- 0.02%
- 1M
- 2.66%
- YTD
- 14.62%
- 6M
- 14.87%
- 1Y
- 35.64%
- 3Y*
- 22.07%
- 5Y*
- —
- 10Y*
- —
BNDX vs. IDVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 1.04% | 2.86% | 3.57% | 8.77% | -2.72% |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 14.62% | 36.46% | 10.16% | 17.53% | 6.42% |
Correlation
The correlation between BNDX and IDVO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022 | 0.21 |
The correlation between BNDX and IDVO shifts across timeframes, from 0.21 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BNDX vs. IDVO — Risk / Return Rank
BNDX
IDVO
BNDX vs. IDVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). 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 | IDVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.40 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 3.45 | -2.67 |
| Martin ratioReturn relative to average drawdown | 2.18 | 13.17 | -11.00 |
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Drawdowns
BNDX vs. IDVO - Drawdown Comparison
The maximum BNDX drawdown since its inception was -16.23%, roughly equal to the maximum IDVO drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for BNDX and IDVO.
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Drawdown Indicators
| BNDX | IDVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.23% | -15.46% | -0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -10.37% | +7.44% |
Max Drawdown (3Y)Largest decline over 3 years | -2.93% | -15.46% | +12.53% |
Max Drawdown (5Y)Largest decline over 5 years | -15.86% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -16.23% | — | — |
Current DrawdownCurrent decline from peak | -1.00% | -0.82% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -3.10% | -2.30% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 2.71% | -1.66% |
Volatility
BNDX vs. IDVO - Volatility Comparison
The current volatility for Vanguard Total International Bond ETF (BNDX) is 1.49%, while Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a volatility of 6.41%. This indicates that BNDX experiences smaller price fluctuations and is considered to be less risky than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNDX | IDVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 6.41% | -4.92% |
Volatility (6M)Calculated over the trailing 6-month period | 2.96% | 13.94% | -10.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.46% | 16.36% | -12.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.89% | 16.50% | -11.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.10% | 16.50% | -12.40% |
BNDX vs. IDVO - Expense Ratio Comparison
BNDX has a 0.07% expense ratio, which is lower than IDVO's 0.65% expense ratio.
Dividends
BNDX vs. IDVO - Dividend Comparison
BNDX's dividend yield for the trailing twelve months is around 4.47%, less than IDVO's 5.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 5.45% | 5.42% | 6.14% | 5.72% | 1.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BNDX and IDVO have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDVO has higher volatility (6.41%) compared to BNDX (1.49%). In terms of maximum drawdown, BNDX dropped -16.23% vs IDVO's -15.46%.
On 3-year performance, IDVO leads with 22.07% vs 4.28% for BNDX. On fees, BNDX is cheaper at 0.07% per year. On volatility, BNDX has been the lower-risk option at 1.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IDVO has performed better with a 22.07% return vs 4.28%. 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 0.65% for IDVO.
IDVO has the higher dividend yield at 5.45%, compared with 4.47% for BNDX.
BNDX is categorized as Global Bonds, while IDVO is Derivative Income. They also come from different issuers: Vanguard and Amplify. Their fees differ too: 0.07% for BNDX and 0.65% for IDVO.
IDVO currently has the higher Sharpe Ratio (2.19 vs 0.67), 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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