BNDX vs. SCHZ
Compare and contrast key facts about Vanguard Total International Bond ETF (BNDX) and Schwab U.S. Aggregate Bond ETF (SCHZ).
BNDX and SCHZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BNDX is a passively managed fund by Vanguard that tracks the performance of the Barclays Global Aggregate ex-USD Float-Adjusted Index (Hedged). It was launched on May 31, 2013. SCHZ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Aggregate. It was launched on Jul 14, 2011. Both BNDX and SCHZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BNDX or SCHZ.
Performance
BNDX vs. SCHZ - Performance Comparison
Returns By Period
In the year-to-date period, BNDX achieves a 3.11% return, which is significantly lower than SCHZ's 3.80% return. Over the past 10 years, BNDX has underperformed SCHZ with an annualized return of 2.01%, while SCHZ has yielded a comparatively higher 2.87% annualized return.
BNDX
3.11%
-0.40%
3.66%
7.12%
-0.03%
2.01%
SCHZ
3.80%
-1.28%
4.01%
8.87%
1.48%
2.87%
Key characteristics
| BNDX | SCHZ | |
|---|---|---|
| Sharpe Ratio | 1.76 | 1.53 |
| Sortino Ratio | 2.66 | 2.28 |
| Omega Ratio | 1.31 | 1.27 |
| Calmar Ratio | 0.65 | 0.82 |
| Martin Ratio | 6.35 | 5.90 |
| Ulcer Index | 1.14% | 1.54% |
| Daily Std Dev | 4.11% | 5.96% |
| Max Drawdown | -16.23% | -16.93% |
| Current Drawdown | -4.49% | -3.12% |
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BNDX vs. SCHZ - Expense Ratio Comparison
BNDX has a 0.07% expense ratio, which is higher than SCHZ's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between BNDX and SCHZ is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
BNDX vs. SCHZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and Schwab U.S. Aggregate Bond ETF (SCHZ). 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.
Dividends
BNDX vs. SCHZ - Dividend Comparison
BNDX's dividend yield for the trailing twelve months is around 4.77%, less than SCHZ's 5.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 4.77% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
SCHZ Schwab U.S. Aggregate Bond ETF | 5.79% | 5.47% | 4.37% | 3.07% | 3.62% | 4.18% | 4.38% | 3.21% | 3.35% | 2.82% | 2.87% | 3.19% |
Drawdowns
BNDX vs. SCHZ - Drawdown Comparison
The maximum BNDX drawdown since its inception was -16.23%, roughly equal to the maximum SCHZ drawdown of -16.93%. Use the drawdown chart below to compare losses from any high point for BNDX and SCHZ. For additional features, visit the drawdowns tool.
Volatility
BNDX vs. SCHZ - Volatility Comparison
The current volatility for Vanguard Total International Bond ETF (BNDX) is 0.78%, while Schwab U.S. Aggregate Bond ETF (SCHZ) has a volatility of 1.48%. This indicates that BNDX experiences smaller price fluctuations and is considered to be less risky than SCHZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.