BNDX vs. USD=X
BNDX (Vanguard Total International Bond ETF) is Global Bonds fund tracking the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged), while USD=X (USD Cash) is a currency. Over the past 10 years, BNDX returned 1.65%/yr vs 0.00%/yr for USD=X.
Performance
BNDX vs. USD=X - Performance Comparison
Loading charts...
Returns By Period
BNDX
- 1D
- -0.12%
- 1M
- -0.16%
- YTD
- 0.37%
- 6M
- 0.55%
- 1Y
- 1.86%
- 3Y*
- 4.01%
- 5Y*
- 0.25%
- 10Y*
- 1.65%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
BNDX vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 0.37% | 2.86% | 3.57% | 8.77% | -12.76% | -2.29% | 4.65% | 7.87% | 2.81% | 2.40% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. USD=X — Risk / Return Rank
BNDX
USD=X
BNDX vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and USD Cash (USD=X). 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.
| BNDX | USD=X | Difference | |
|---|---|---|---|
| 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 | 0.64 | — | — |
| Martin ratioReturn relative to average drawdown | 1.79 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BNDX | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | — | — |
Drawdowns
BNDX vs. USD=X - Drawdown Comparison
The maximum BNDX drawdown since its inception was -16.23%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BNDX and USD=X.
Loading charts...
Drawdown Indicators
| BNDX | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.23% | 0.00% | -16.23% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | 0.00% | -2.93% |
Max Drawdown (3Y)Largest decline over 3 years | -2.93% | 0.00% | -2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -15.86% | 0.00% | -15.86% |
Max Drawdown (10Y)Largest decline over 10 years | -16.23% | 0.00% | -16.23% |
Current DrawdownCurrent decline from peak | -1.65% | 0.00% | -1.65% |
Average DrawdownAverage peak-to-trough decline | -3.08% | 0.00% | -3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 0.00% | +1.04% |
Volatility
BNDX vs. USD=X - Volatility Comparison
Vanguard Total International Bond ETF (BNDX) has a higher volatility of 1.47% compared to USD Cash (USD=X) at 0.00%. This indicates that BNDX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BNDX | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 0.00% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 0.00% | +2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.43% | 0.00% | +3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.88% | 0.00% | +4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.09% | 0.00% | +4.09% |
Frequently Asked Questions
BNDX has higher volatility (1.47%) compared to USD=X (0.00%). In terms of maximum drawdown, BNDX dropped -16.23% vs USD=X's 0.00%.
Find the right allocation for BNDX and USD=X
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