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BNDX vs. IIBAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNDX vs. IIBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond ETF (BNDX) and Voya Intermediate Bond Fund (IIBAX). 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 0.85% return, which is significantly higher than IIBAX's -0.05% return. Both investments have delivered pretty close results over the past 10 years, with BNDX having a 1.69% annualized return and IIBAX not far ahead at 1.74%.


BNDX

1D
0.58%
1M
1.01%
YTD
0.85%
6M
0.99%
1Y
1.99%
3Y*
4.13%
5Y*
0.29%
10Y*
1.69%

IIBAX

1D
-0.11%
1M
0.02%
YTD
-0.05%
6M
0.21%
1Y
3.74%
3Y*
4.37%
5Y*
-0.17%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNDX vs. IIBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNDX
Vanguard Total International Bond ETF
0.85%2.86%3.57%8.77%-12.76%-2.29%4.65%7.87%2.81%2.40%
IIBAX
Voya Intermediate Bond Fund
-0.05%6.42%2.65%7.04%-15.11%-1.79%7.75%9.57%-0.59%4.48%

Correlation

The correlation between BNDX and IIBAX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.76

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

0.78

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

0.72

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2013

0.68

The correlation between BNDX and IIBAX shifts across timeframes, from 0.68 (all time) to 0.78 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BNDX vs. IIBAX — Risk / Return Rank

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

BNDX
BNDX Risk / Return Rank: 2020
Overall Rank
BNDX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 1919
Sortino Ratio Rank
BNDX Omega Ratio Rank: 1919
Omega Ratio Rank
BNDX Calmar Ratio Rank: 2020
Calmar Ratio Rank
BNDX Martin Ratio Rank: 2020
Martin Ratio Rank

IIBAX
IIBAX Risk / Return Rank: 2020
Overall Rank
IIBAX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IIBAX Sortino Ratio Rank: 2020
Sortino Ratio Rank
IIBAX Omega Ratio Rank: 1818
Omega Ratio Rank
IIBAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
IIBAX Martin Ratio Rank: 1919
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. IIBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and Voya Intermediate Bond Fund (IIBAX). 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.


BNDXIIBAXDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.10

1.19

-0.08

Calmar ratioReturn relative to maximum drawdown

0.68

1.44

-0.76

Martin ratioReturn relative to average drawdown

1.90

4.12

-2.22

BNDX vs. IIBAX - Sharpe Ratio Comparison

The current BNDX Sharpe Ratio is 0.58, which is lower than the IIBAX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of BNDX and IIBAX, 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. IIBAX - Drawdown Comparison

The maximum BNDX drawdown since its inception was -16.23%, smaller than the maximum IIBAX drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for BNDX and IIBAX.


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Drawdown Indicators


BNDXIIBAXDifference

Max Drawdown

Largest peak-to-trough decline

-16.23%

-20.34%

+4.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-3.10%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-2.93%

-6.12%

+3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-15.86%

-20.01%

+4.15%

Max Drawdown (10Y)

Largest decline over 10 years

-16.23%

-20.34%

+4.11%

Current Drawdown

Current decline from peak

-1.18%

-2.56%

+1.38%

Average Drawdown

Average peak-to-trough decline

-3.10%

-2.88%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

1.05%

0.00%

Volatility

BNDX vs. IIBAX - Volatility Comparison

Vanguard Total International Bond ETF (BNDX) and Voya Intermediate Bond Fund (IIBAX) have volatilities of 1.50% and 1.53%, 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


BNDXIIBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.53%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

3.14%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.47%

4.30%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.89%

6.00%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.10%

5.03%

-0.93%

BNDX vs. IIBAX - Expense Ratio Comparison

BNDX has a 0.07% expense ratio, which is lower than IIBAX's 0.69% expense ratio.


Dividends

BNDX vs. IIBAX - Dividend Comparison

BNDX's dividend yield for the trailing twelve months is around 4.48%, more than IIBAX's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDX
Vanguard Total International Bond ETF
4.48%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%
IIBAX
Voya Intermediate Bond Fund
3.60%3.43%4.50%4.05%1.98%2.03%4.69%3.23%2.93%2.88%2.96%2.45%

Frequently Asked Questions


BNDX and IIBAX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IIBAX has higher volatility (1.53%) compared to BNDX (1.50%). In terms of maximum drawdown, BNDX dropped -16.23% vs IIBAX's -20.34%.

IIBAX currently has the higher Sharpe Ratio (1.04 vs 0.58), 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

Find the right allocation for BNDX and IIBAX

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

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