CRDT vs. BND
Compare and contrast key facts about Simplify Opportunistic Income ETF (CRDT) and Vanguard Total Bond Market ETF (BND).
CRDT and BND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CRDT is an actively managed fund by Simplify. It was launched on Jun 26, 2023. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRDT or BND.
Key characteristics
| CRDT | BND | |
|---|---|---|
| YTD Return | 4.14% | 2.21% |
| 1Y Return | 8.33% | 7.89% |
| Sharpe Ratio | 1.39 | 1.41 |
| Sortino Ratio | 2.09 | 2.07 |
| Omega Ratio | 1.26 | 1.25 |
| Calmar Ratio | 2.73 | 0.52 |
| Martin Ratio | 7.00 | 5.09 |
| Ulcer Index | 1.11% | 1.62% |
| Daily Std Dev | 5.59% | 5.85% |
| Max Drawdown | -2.85% | -18.84% |
| Current Drawdown | -0.86% | -8.62% |
Correlation
The correlation between CRDT and BND is 0.30, 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.
Performance
CRDT vs. BND - Performance Comparison
In the year-to-date period, CRDT achieves a 4.14% return, which is significantly higher than BND's 2.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CRDT vs. BND - Expense Ratio Comparison
CRDT has a 0.50% expense ratio, which is higher than BND's 0.03% expense ratio.
Risk-Adjusted Performance
CRDT vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Opportunistic Income ETF (CRDT) 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.
Dividends
CRDT vs. BND - Dividend Comparison
CRDT's dividend yield for the trailing twelve months is around 7.37%, more than BND's 3.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRDT Simplify Opportunistic Income ETF | 7.37% | 2.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.55% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
CRDT vs. BND - Drawdown Comparison
The maximum CRDT drawdown since its inception was -2.85%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for CRDT and BND. For additional features, visit the drawdowns tool.
Volatility
CRDT vs. BND - Volatility Comparison
Simplify Opportunistic Income ETF (CRDT) has a higher volatility of 2.16% compared to Vanguard Total Bond Market ETF (BND) at 1.65%. This indicates that CRDT'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.