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

Key characteristics


BNDXVWOB
YTD Return0.10%1.55%
1Y Return5.42%11.03%
3Y Return (Ann)-1.80%-1.36%
5Y Return (Ann)0.34%0.84%
10Y Return (Ann)2.19%2.76%
Sharpe Ratio1.081.27
Daily Std Dev4.97%8.39%
Max Drawdown-16.23%-26.98%
Current Drawdown-7.29%-9.17%

Correlation

0.40
-1.001.00

The correlation between BNDX and VWOB is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BNDX vs. VWOB - Performance Comparison

In the year-to-date period, BNDX achieves a 0.10% return, which is significantly lower than VWOB's 1.55% return. Over the past 10 years, BNDX has underperformed VWOB with an annualized return of 2.19%, while VWOB has yielded a comparatively higher 2.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
26.33%
32.46%
BNDX
VWOB

Compare stocks, funds, or ETFs


Vanguard Total International Bond ETF

Vanguard Emerging Markets Government Bond ETF

BNDX vs. VWOB - Expense Ratio Comparison

BNDX has a 0.07% expense ratio, which is lower than VWOB's 0.20% expense ratio.

VWOB
Vanguard Emerging Markets Government Bond ETF
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

BNDX vs. VWOB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BNDX
Vanguard Total International Bond ETF
1.08
VWOB
Vanguard Emerging Markets Government Bond ETF
1.27

BNDX vs. VWOB - Sharpe Ratio Comparison

The current BNDX Sharpe Ratio is 1.08, which roughly equals the VWOB Sharpe Ratio of 1.27. The chart below compares the 12-month rolling Sharpe Ratio of BNDX and VWOB.


Rolling 12-month Sharpe Ratio0.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.08
1.27
BNDX
VWOB

Dividends

BNDX vs. VWOB - Dividend Comparison

BNDX's dividend yield for the trailing twelve months is around 4.53%, less than VWOB's 5.52% yield.


TTM20232022202120202019201820172016201520142013
BNDX
Vanguard Total International Bond ETF
4.53%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.52%5.50%5.30%4.04%4.18%4.58%4.52%4.61%4.71%4.93%4.49%2.39%

Drawdowns

BNDX vs. VWOB - Drawdown Comparison

The maximum BNDX drawdown since its inception was -16.23%, smaller than the maximum VWOB drawdown of -26.98%. The drawdown chart below compares losses from any high point along the way for BNDX and VWOB


-20.00%-15.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-7.29%
-9.17%
BNDX
VWOB

Volatility

BNDX vs. VWOB - Volatility Comparison

The current volatility for Vanguard Total International Bond ETF (BNDX) is 0.95%, while Vanguard Emerging Markets Government Bond ETF (VWOB) has a volatility of 1.25%. This indicates that BNDX experiences smaller price fluctuations and is considered to be less risky than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%OctoberNovemberDecember2024FebruaryMarch
0.95%
1.25%
BNDX
VWOB