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

Correlation

The correlation between BNDX and VTABX 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. VTABX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BNDX:

1.35

VTABX:

1.42

Sortino Ratio

BNDX:

1.82

VTABX:

1.99

Omega Ratio

BNDX:

1.22

VTABX:

1.24

Calmar Ratio

BNDX:

0.53

VTABX:

0.51

Martin Ratio

BNDX:

5.69

VTABX:

5.94

Ulcer Index

BNDX:

0.83%

VTABX:

0.81%

Daily Std Dev

BNDX:

3.76%

VTABX:

3.57%

Max Drawdown

BNDX:

-16.23%

VTABX:

-16.82%

Current Drawdown

BNDX:

-3.42%

VTABX:

-4.22%

Returns By Period

In the year-to-date period, BNDX achieves a 0.67% return, which is significantly higher than VTABX's 0.62% return. Over the past 10 years, BNDX has outperformed VTABX with an annualized return of 1.98%, while VTABX has yielded a comparatively lower 1.87% annualized return.


BNDX

YTD

0.67%

1M

0.35%

6M

1.14%

1Y

5.02%

5Y*

-0.05%

10Y*

1.98%

VTABX

YTD

0.62%

1M

0.52%

6M

1.05%

1Y

5.02%

5Y*

-0.23%

10Y*

1.87%

*Annualized

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BNDX vs. VTABX - Expense Ratio Comparison

BNDX has a 0.07% expense ratio, which is lower than VTABX's 0.11% expense ratio. Despite the difference, 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. VTABX — 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 8383
Overall Rank
The Sharpe Ratio Rank of BNDX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 8787
Martin Ratio Rank

VTABX
The Risk-Adjusted Performance Rank of VTABX is 8585
Overall Rank
The Sharpe Ratio Rank of VTABX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VTABX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VTABX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VTABX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VTABX is 9090
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. VTABX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX). 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 1.35, which is comparable to the VTABX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of BNDX and VTABX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BNDX vs. VTABX - Dividend Comparison

BNDX has not paid dividends to shareholders, while VTABX's dividend yield for the trailing twelve months is around 4.28%.


TTM20242023202220212020201920182017201620152014
BNDX
Vanguard Total International Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
4.28%4.15%4.39%1.48%3.04%0.93%3.38%2.99%2.24%1.90%1.64%1.54%

Drawdowns

BNDX vs. VTABX - Drawdown Comparison

The maximum BNDX drawdown since its inception was -16.23%, roughly equal to the maximum VTABX drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for BNDX and VTABX. For additional features, visit the drawdowns tool.


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Volatility

BNDX vs. VTABX - Volatility Comparison

Vanguard Total International Bond ETF (BNDX) has a higher volatility of 1.14% compared to Vanguard Total International Bond Index Fund Admiral Shares (VTABX) at 0.96%. This indicates that BNDX's price experiences larger fluctuations and is considered to be riskier than VTABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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