BRK-B vs. BNDX
BRK-B (Berkshire Hathaway Inc.) is a stock, while BNDX (Vanguard Total International Bond ETF) is Global Bonds fund tracking the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). Over the past 10 years, BRK-B returned 13.14%/yr vs 1.65%/yr for BNDX. At a correlation of -0.07, they often move in opposite directions.
Performance
BRK-B vs. BNDX - Performance Comparison
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Returns By Period
In the year-to-date period, BRK-B achieves a -3.11% return, which is significantly lower than BNDX's 0.37% return. Over the past 10 years, BRK-B has outperformed BNDX with an annualized return of 13.14%, while BNDX has yielded a comparatively lower 1.65% annualized return.
BRK-B
- 1D
- -0.23%
- 1M
- 2.32%
- YTD
- -3.11%
- 6M
- -2.06%
- 1Y
- -1.32%
- 3Y*
- 13.25%
- 5Y*
- 11.03%
- 10Y*
- 13.14%
BNDX
- 1D
- -0.12%
- 1M
- -0.16%
- YTD
- 0.37%
- 6M
- 0.55%
- 1Y
- 1.86%
- 3Y*
- 4.01%
- 5Y*
- 0.25%
- 10Y*
- 1.65%
BRK-B vs. BNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | -3.11% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
BNDX Vanguard Total International Bond ETF | 0.37% | 2.86% | 3.57% | 8.77% | -12.76% | -2.29% | 4.65% | 7.87% | 2.81% | 2.40% |
Correlation
The correlation between BRK-B and BNDX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | -0.07 |
The correlation between BRK-B and BNDX shifts across timeframes, from -0.07 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BRK-B vs. BNDX — Risk / Return Rank
BRK-B
BNDX
BRK-B vs. BNDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Vanguard Total International Bond ETF (BNDX). 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.
| BRK-B | BNDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.10 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 0.64 | -0.78 |
| Martin ratioReturn relative to average drawdown | -0.30 | 1.79 | -2.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRK-B | BNDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 0.54 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.05 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.41 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.60 | -0.12 |
Drawdowns
BRK-B vs. BNDX - Drawdown Comparison
The maximum BRK-B drawdown since its inception was -53.86%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for BRK-B and BNDX.
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Drawdown Indicators
| BRK-B | BNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.86% | -16.23% | -37.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -2.93% | -6.49% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -2.93% | -12.02% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -15.86% | -10.72% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | -16.23% | -13.34% |
Current DrawdownCurrent decline from peak | -9.78% | -1.65% | -8.13% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -3.08% | -7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 1.04% | +3.45% |
Volatility
BRK-B vs. BNDX - Volatility Comparison
Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.98% compared to Vanguard Total International Bond ETF (BNDX) at 1.47%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRK-B | BNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 1.47% | +2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 2.91% | +7.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 3.43% | +10.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 4.88% | +12.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 4.09% | +15.35% |
Dividends
BRK-B vs. BNDX - Dividend Comparison
BRK-B has not paid dividends to shareholders, while BNDX's dividend yield for the trailing twelve months is around 4.50%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 4.50% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BRK-B and BNDX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-B has higher volatility (3.98%) compared to BNDX (1.47%). In terms of maximum drawdown, BRK-B dropped -53.86% vs BNDX's -16.23%.
BNDX currently has the higher Sharpe Ratio (0.54 vs -0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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