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

Correlation

The correlation between BNDX and VWOB is 0.43, 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.


-0.50.00.51.00.4

Performance

BNDX vs. VWOB - Performance Comparison

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

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
2.79%
3.20%
BNDX
VWOB

Key characteristics

Sharpe Ratio

BNDX:

1.22

VWOB:

1.25

Sortino Ratio

BNDX:

1.80

VWOB:

1.77

Omega Ratio

BNDX:

1.21

VWOB:

1.22

Calmar Ratio

BNDX:

0.52

VWOB:

0.65

Martin Ratio

BNDX:

6.06

VWOB:

5.89

Ulcer Index

BNDX:

0.76%

VWOB:

1.41%

Daily Std Dev

BNDX:

3.78%

VWOB:

6.66%

Max Drawdown

BNDX:

-16.23%

VWOB:

-26.97%

Current Drawdown

BNDX:

-4.36%

VWOB:

-5.15%

Returns By Period

In the year-to-date period, BNDX achieves a -0.31% return, which is significantly lower than VWOB's 0.79% return. Over the past 10 years, BNDX has underperformed VWOB with an annualized return of 1.75%, while VWOB has yielded a comparatively higher 3.08% annualized return.


BNDX

YTD

-0.31%

1M

-0.24%

6M

2.71%

1Y

4.47%

5Y*

-0.04%

10Y*

1.75%

VWOB

YTD

0.79%

1M

0.72%

6M

3.52%

1Y

8.22%

5Y*

-0.01%

10Y*

3.08%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BNDX vs. VWOB - Expense Ratio Comparison

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


VWOB
Vanguard Emerging Markets Government Bond ETF
Expense ratio chart for VWOB: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

BNDX vs. VWOB — 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 4343
Overall Rank
The Sharpe Ratio Rank of BNDX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 5252
Martin Ratio Rank

VWOB
The Risk-Adjusted Performance Rank of VWOB is 4545
Overall Rank
The Sharpe Ratio Rank of VWOB is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VWOB is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VWOB is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VWOB is 3131
Calmar Ratio Rank
The Martin Ratio Rank of VWOB is 5252
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. 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 ratio
The chart of Sharpe ratio for BNDX, currently valued at 1.22, compared to the broader market0.002.004.001.221.25
The chart of Sortino ratio for BNDX, currently valued at 1.80, compared to the broader market0.005.0010.001.801.77
The chart of Omega ratio for BNDX, currently valued at 1.21, compared to the broader market1.002.003.001.211.22
The chart of Calmar ratio for BNDX, currently valued at 0.52, compared to the broader market0.005.0010.0015.0020.000.520.65
The chart of Martin ratio for BNDX, currently valued at 6.06, compared to the broader market0.0020.0040.0060.0080.00100.006.065.89
BNDX
VWOB

The current BNDX Sharpe Ratio is 1.22, which is comparable to the VWOB Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of BNDX and VWOB, 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 Ratio1.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.22
1.25
BNDX
VWOB

Dividends

BNDX vs. VWOB - Dividend Comparison

BNDX's dividend yield for the trailing twelve months is around 4.19%, less than VWOB's 6.03% yield.


TTM20242023202220212020201920182017201620152014
BNDX
Vanguard Total International Bond ETF
4.19%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%
VWOB
Vanguard Emerging Markets Government Bond ETF
6.03%6.08%5.50%5.31%4.04%4.18%4.58%4.53%4.61%4.71%4.93%4.49%

Drawdowns

BNDX vs. VWOB - Drawdown Comparison

The maximum BNDX drawdown since its inception was -16.23%, smaller than the maximum VWOB drawdown of -26.97%. Use the drawdown chart below to compare losses from any high point for BNDX and VWOB. For additional features, visit the drawdowns tool.


-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%AugustSeptemberOctoberNovemberDecember2025
-4.36%
-5.15%
BNDX
VWOB

Volatility

BNDX vs. VWOB - Volatility Comparison

The current volatility for Vanguard Total International Bond ETF (BNDX) is 1.23%, while Vanguard Emerging Markets Government Bond ETF (VWOB) has a volatility of 2.21%. 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%AugustSeptemberOctoberNovemberDecember2025
1.23%
2.21%
BNDX
VWOB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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