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CBON vs. BNDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBON vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors ChinaAMC China Bond ETF (CBON) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBON achieves a 5.60% return, which is significantly higher than BNDX's 0.22% return. Over the past 10 years, CBON has outperformed BNDX with an annualized return of 2.94%, while BNDX has yielded a comparatively lower 1.51% annualized return.


CBON

1D
-0.01%
1M
0.21%
6M
4.91%
YTD
5.60%
1Y
9.19%
3Y*
5.03%
5Y*
2.07%
10Y*
2.94%
ALL TIME*
2.46%

BNDX

1D
-0.23%
1M
-0.97%
6M
-0.29%
YTD
0.22%
1Y
0.83%
3Y*
4.00%
5Y*
-0.07%
10Y*
1.51%
ALL TIME*
2.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$159.93M$187.29M$236.21M
$134.57K$162.86K$181.24K

CBON vs. BNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBON
VanEck Vectors ChinaAMC China Bond ETF
5.60%5.46%1.85%2.92%-7.99%5.93%12.01%2.67%1.88%6.96%
BNDX
Vanguard Total International Bond ETF
0.22%2.86%3.57%8.77%-12.76%-2.29%4.65%7.87%2.81%2.40%

Correlation

The correlation between CBON and BNDX is 0.21, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.21

Correlation (3Y)
Balances recent behavior with more history.

0.21

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.17

Correlation (10Y)
Provides a long-term view across more market conditions.

0.11

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2014

0.09

The correlation between CBON and BNDX shifts across timeframes, from 0.09 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CBON vs. BNDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CBON
CBON Risk / Return Rank: 9696
Overall Rank
CBON Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CBON Sortino Ratio Rank: 9595
Sortino Ratio Rank
CBON Omega Ratio Rank: 9494
Omega Ratio Rank
CBON Calmar Ratio Rank: 9797
Calmar Ratio Rank
CBON Martin Ratio Rank: 9797
Martin Ratio Rank

BNDX
BNDX Risk / Return Rank: 1717
Overall Rank
BNDX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 1616
Sortino Ratio Rank
BNDX Omega Ratio Rank: 1616
Omega Ratio Rank
BNDX Calmar Ratio Rank: 1818
Calmar Ratio Rank
BNDX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CBON vs. BNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors ChinaAMC China Bond ETF (CBON) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CBONBNDXDifference
Sharpe ratioReturn per unit of total volatility

+2.34

Sortino ratioReturn per unit of downside risk

+3.59

Omega ratioGain probability vs. loss probability

1.53

1.06

+0.47

Calmar ratioReturn relative to maximum drawdown

7.18

0.41

+6.77

Martin ratioReturn relative to average drawdown

27.79

1.04

+26.75

CBON vs. BNDX - Sharpe Ratio Comparison

The current CBON Sharpe Ratio is 2.68, which is higher than the BNDX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of CBON and BNDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CBON vs. BNDX - Drawdown Comparison

The maximum CBON drawdown since its inception was -14.13%, smaller than the maximum BNDX drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for CBON and BNDX.


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Drawdown Indicators


CBONBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-14.13%

-16.23%

+2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-1.34%

-2.93%

+1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-4.56%

-2.93%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-14.13%

-15.86%

+1.73%

Max Drawdown (10Y)

Largest decline over 10 years

-14.13%

-16.23%

+2.10%

Current Drawdown

Current decline from peak

-0.04%

-1.80%

+1.76%

Average Drawdown

Average peak-to-trough decline

-3.94%

-3.08%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

1.14%

-0.79%

Volatility

CBON vs. BNDX - Volatility Comparison

VanEck Vectors ChinaAMC China Bond ETF (CBON) has a higher volatility of 1.22% compared to Vanguard Total International Bond ETF (BNDX) at 1.08%. This indicates that CBON'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


CBONBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.08%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

3.10%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

3.53%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.87%

4.90%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.54%

4.09%

+1.45%

CBON vs. BNDX - Expense Ratio Comparison

CBON has a 0.50% expense ratio, which is higher than BNDX's 0.07% expense ratio.


Dividends

CBON vs. BNDX - Dividend Comparison

CBON's dividend yield for the trailing twelve months is around 1.51%, less than BNDX's 4.53% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDX
Vanguard Total International Bond ETF
4.31%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%
CBON
VanEck Vectors ChinaAMC China Bond ETF
1.37%1.66%2.15%3.01%2.70%3.05%2.87%3.87%3.39%3.33%3.25%2.78%

Frequently Asked Questions


CBON and BNDX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBON has higher volatility (1.22%) compared to BNDX (1.08%). In terms of maximum drawdown, CBON dropped -14.13% vs BNDX's -16.23%.

On 10-year performance, CBON leads with 2.94% vs 1.51% for BNDX. On fees, BNDX is cheaper at 0.07% per year. On volatility, BNDX has been the lower-risk option at 1.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CBON has performed better with a 2.94% return vs 1.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BNDX is cheaper with a 0.07% expense ratio, compared with 0.50% for CBON.

BNDX has the higher dividend yield at 4.31%, compared with 1.37% for CBON.

CBON is categorized as Emerging Markets Bonds, while BNDX is Global Bonds. CBON tracks ChinaBond China High Quality Bond Index, while BNDX tracks Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (Hedged). They also come from different issuers: VanEck and Vanguard. Their fees differ too: 0.50% for CBON and 0.07% for BNDX.

CBON currently has the higher Sharpe Ratio (2.68 vs 0.34), 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.

Portfolio Optimizer

Find the right allocation for CBON and BNDX

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