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BNDX vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BNDX and VIG is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

BNDX vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond ETF (BNDX) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
32.76%
258.90%
BNDX
VIG

Key characteristics

Sharpe Ratio

BNDX:

1.59

VIG:

0.67

Sortino Ratio

BNDX:

2.32

VIG:

1.04

Omega Ratio

BNDX:

1.28

VIG:

1.15

Calmar Ratio

BNDX:

0.67

VIG:

0.70

Martin Ratio

BNDX:

7.13

VIG:

2.94

Ulcer Index

BNDX:

0.83%

VIG:

3.59%

Daily Std Dev

BNDX:

3.70%

VIG:

15.77%

Max Drawdown

BNDX:

-16.23%

VIG:

-46.81%

Current Drawdown

BNDX:

-2.57%

VIG:

-6.00%

Returns By Period

In the year-to-date period, BNDX achieves a 1.56% return, which is significantly higher than VIG's -1.48% return. Over the past 10 years, BNDX has underperformed VIG with an annualized return of 2.04%, while VIG has yielded a comparatively higher 11.12% annualized return.


BNDX

YTD

1.56%

1M

1.32%

6M

2.60%

1Y

5.53%

5Y*

0.15%

10Y*

2.04%

VIG

YTD

-1.48%

1M

9.30%

6M

-3.76%

1Y

9.36%

5Y*

13.19%

10Y*

11.12%

*Annualized

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BNDX vs. VIG - Expense Ratio Comparison

BNDX has a 0.07% expense ratio, which is higher than VIG's 0.06% 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%.


Risk-Adjusted Performance

BNDX vs. VIG — Risk-Adjusted Performance Rank

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

BNDX
The Risk-Adjusted Performance Rank of BNDX is 8686
Overall Rank
The Sharpe Ratio Rank of BNDX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 9090
Martin Ratio Rank

VIG
The Risk-Adjusted Performance Rank of VIG is 6868
Overall Rank
The Sharpe Ratio Rank of VIG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VIG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VIG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VIG is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VIG is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BNDX vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and Vanguard Dividend Appreciation ETF (VIG). 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.


The current BNDX Sharpe Ratio is 1.59, which is higher than the VIG Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of BNDX and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.50
0.60
BNDX
VIG

Dividends

BNDX vs. VIG - Dividend Comparison

BNDX's dividend yield for the trailing twelve months is around 4.27%, more than VIG's 1.85% yield.


TTM20242023202220212020201920182017201620152014
BNDX
Vanguard Total International Bond ETF
4.27%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%
VIG
Vanguard Dividend Appreciation ETF
1.85%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%

Drawdowns

BNDX vs. VIG - Drawdown Comparison

The maximum BNDX drawdown since its inception was -16.23%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for BNDX and VIG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.57%
-6.00%
BNDX
VIG

Volatility

BNDX vs. VIG - Volatility Comparison

The current volatility for Vanguard Total International Bond ETF (BNDX) is 1.04%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 9.09%. This indicates that BNDX experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
1.04%
9.09%
BNDX
VIG