CFIT vs. BND

Last updated Jun 24, 2026

CFIT (Cambria Fixed Income Trend ETF) and BND (Vanguard Total Bond Market ETF) are both exchange-traded funds - CFIT is a Intermediate Core-Plus Bond fund actively managed by Cambria, while BND is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. CFIT is actively managed, while BND is passively managed. Over the past year, CFIT returned 11.29% vs 4.23% for BND. A 0.59 correlation means they provide meaningful diversification when combined. CFIT charges 0.71%/yr vs 0.03%/yr for BND.

Performance

CFIT vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Fixed Income Trend ETF (CFIT) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CFIT achieves a 5.42% return, which is significantly higher than BND's 0.49% return.

CFIT

• 1D: -0.50%
• 1M: 0.79%
• YTD: 5.42%
• 6M: 5.04%
• 1Y: 11.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BND

• 1D: 0.11%
• 1M: 0.64%
• YTD: 0.49%
• 6M: 0.57%
• 1Y: 4.23%
• 3Y*: 3.96%
• 5Y*: 0.05%
• 10Y*: 1.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CFIT vs. BND - Yearly Performance Comparison

	2026 (YTD)	2025
CFIT Cambria Fixed Income Trend ETF	5.42%	3.40%
BND Vanguard Total Bond Market ETF	0.49%	4.97%

Correlation

The correlation between CFIT and BND is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (All Time) Calculated using the full available price history since Mar 28, 2025	0.59

The correlation between CFIT and BND has been stable across timeframes, ranging from 0.59 to 0.59 - a consistent structural relationship.

Return for Risk

CFIT vs. BND — Risk / Return Rank

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

CFIT

CFIT Risk / Return Rank: 63
CFIT Sharpe Ratio Rank: 65
CFIT Sortino Ratio Rank: 64
CFIT Omega Ratio Rank: 67
CFIT Calmar Ratio Rank: 59
CFIT Martin Ratio Rank: 60

BND

BND Risk / Return Rank: 32
BND Sharpe Ratio Rank: 32
BND Sortino Ratio Rank: 33
BND Omega Ratio Rank: 30
BND Calmar Ratio Rank: 33
BND Martin Ratio Rank: 32

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CFIT vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Fixed Income Trend ETF (CFIT) and Vanguard Total Bond Market ETF (BND). 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.

	CFIT	BND	Difference
Sharpe ratio: Return per unit of total volatility	1.95	1.14	+0.81
Sortino ratio: Return per unit of downside risk	2.73	1.70	+1.03
Omega ratio: Gain probability vs. loss probability	1.37	1.20	+0.17
Calmar ratio: Return relative to maximum drawdown	2.68	1.59	+1.10
Martin ratio: Return relative to average drawdown	9.86	4.52	+5.35

CFIT vs. BND - Sharpe Ratio Comparison

The current CFIT Sharpe Ratio is 1.95, which is higher than the BND Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of CFIT and BND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CFIT vs. BND - Drawdown Comparison

The maximum CFIT drawdown since its inception was -4.23%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for CFIT and BND.

Drawdown Indicators

	CFIT	BND	Difference
Max Drawdown Largest peak-to-trough decline	-4.23%	-18.58%	+14.35%
Max Drawdown (1Y) Largest decline over 1 year	-4.23%	-2.68%	-1.55%
Max Drawdown (3Y) Largest decline over 3 years	—	-5.92%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.91%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-18.58%	—
Current Drawdown Current decline from peak	-0.78%	-2.15%	+1.37%
Average Drawdown Average peak-to-trough decline	-1.19%	-3.06%	+1.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.15%	0.94%	+0.21%

Volatility

CFIT vs. BND - Volatility Comparison

Cambria Fixed Income Trend ETF (CFIT) has a higher volatility of 2.19% compared to Vanguard Total Bond Market ETF (BND) at 1.08%. This indicates that CFIT's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CFIT	BND	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.19%	1.08%	+1.11%
Volatility (6M) Calculated over the trailing 6-month period	4.68%	2.77%	+1.91%
Volatility (1Y) Calculated over the trailing 1-year period	5.82%	3.74%	+2.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.64%	6.03%	-0.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.64%	5.53%	+0.11%

CFIT vs. BND - Expense Ratio Comparison

CFIT has a 0.71% expense ratio, which is higher than BND's 0.03% expense ratio.

Dividends

CFIT vs. BND - Dividend Comparison

CFIT's dividend yield for the trailing twelve months is around 3.86%, less than BND's 3.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BND Vanguard Total Bond Market ETF	3.96%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
CFIT Cambria Fixed Income Trend ETF	3.86%	3.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CFIT and BND in my portfolio?

CFIT and BND have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CFIT or BND?

CFIT has higher volatility (2.19%) compared to BND (1.08%). In terms of maximum drawdown, CFIT dropped -4.23% vs BND's -18.58%.

Which ETF is better, CFIT or BND?

On 1-year performance, CFIT leads with 11.29% vs 4.23% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CFIT or BND?

Over the 1-year period, CFIT has performed better with a 11.29% return vs 4.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CFIT or BND?

BND is cheaper with a 0.03% expense ratio, compared with 0.71% for CFIT.

Which ETF pays a higher dividend yield, CFIT or BND?

BND has the higher dividend yield at 3.96%, compared with 3.86% for CFIT.

What is the main difference between CFIT and BND?

CFIT is categorized as Intermediate Core-Plus Bond, while BND is Total Bond Market. They also come from different issuers: Cambria and Vanguard. Their fees differ too: 0.71% for CFIT and 0.03% for BND.

Which has better risk-adjusted returns?

CFIT currently has the higher Sharpe Ratio (1.95 vs 1.14), 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.