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BON vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BON and VFIAX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

BON vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bon Natural Life Limited (BON) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-36.20%
12.38%
BON
VFIAX

Key characteristics

Sharpe Ratio

BON:

-0.88

VFIAX:

1.79

Sortino Ratio

BON:

-1.69

VFIAX:

2.42

Omega Ratio

BON:

0.80

VFIAX:

1.33

Calmar Ratio

BON:

-0.79

VFIAX:

2.73

Martin Ratio

BON:

-1.35

VFIAX:

11.28

Ulcer Index

BON:

57.81%

VFIAX:

2.04%

Daily Std Dev

BON:

88.20%

VFIAX:

12.86%

Max Drawdown

BON:

-99.22%

VFIAX:

-55.20%

Current Drawdown

BON:

-99.16%

VFIAX:

-0.77%

Returns By Period

In the year-to-date period, BON achieves a -27.77% return, which is significantly lower than VFIAX's 3.29% return.


BON

YTD

-27.77%

1M

-23.42%

6M

-36.39%

1Y

-73.91%

5Y*

N/A

10Y*

N/A

VFIAX

YTD

3.29%

1M

4.21%

6M

12.38%

1Y

22.45%

5Y*

14.23%

10Y*

13.22%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

BON vs. VFIAX — Risk-Adjusted Performance Rank

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

BON
The Risk-Adjusted Performance Rank of BON is 66
Overall Rank
The Sharpe Ratio Rank of BON is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of BON is 33
Sortino Ratio Rank
The Omega Ratio Rank of BON is 55
Omega Ratio Rank
The Calmar Ratio Rank of BON is 55
Calmar Ratio Rank
The Martin Ratio Rank of BON is 99
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 8787
Overall Rank
The Sharpe Ratio Rank of VFIAX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX 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.

BON vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bon Natural Life Limited (BON) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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 BON, currently valued at -0.88, compared to the broader market-2.000.002.004.00-0.881.79
The chart of Sortino ratio for BON, currently valued at -1.69, compared to the broader market-6.00-4.00-2.000.002.004.00-1.692.42
The chart of Omega ratio for BON, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.33
The chart of Calmar ratio for BON, currently valued at -0.79, compared to the broader market0.002.004.006.00-0.792.73
The chart of Martin ratio for BON, currently valued at -1.35, compared to the broader market0.0010.0020.0030.00-1.3511.28
BON
VFIAX

The current BON Sharpe Ratio is -0.88, which is lower than the VFIAX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of BON and VFIAX, 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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.88
1.79
BON
VFIAX

Dividends

BON vs. VFIAX - Dividend Comparison

BON has not paid dividends to shareholders, while VFIAX's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
BON
Bon Natural Life Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.20%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

Drawdowns

BON vs. VFIAX - Drawdown Comparison

The maximum BON drawdown since its inception was -99.22%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for BON and VFIAX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.16%
-0.77%
BON
VFIAX

Volatility

BON vs. VFIAX - Volatility Comparison

Bon Natural Life Limited (BON) has a higher volatility of 21.58% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.49%. This indicates that BON's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
21.58%
3.49%
BON
VFIAX
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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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