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DVYA vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DVYA and BND is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

DVYA vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia/Pacific Dividend ETF (DVYA) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
41.01%
25.12%
DVYA
BND

Key characteristics

Sharpe Ratio

DVYA:

0.27

BND:

1.33

Sortino Ratio

DVYA:

0.49

BND:

1.93

Omega Ratio

DVYA:

1.07

BND:

1.23

Calmar Ratio

DVYA:

0.24

BND:

0.52

Martin Ratio

DVYA:

0.77

BND:

3.43

Ulcer Index

DVYA:

6.00%

BND:

2.05%

Daily Std Dev

DVYA:

17.11%

BND:

5.31%

Max Drawdown

DVYA:

-45.62%

BND:

-18.84%

Current Drawdown

DVYA:

-7.28%

BND:

-6.87%

Returns By Period

In the year-to-date period, DVYA achieves a 0.63% return, which is significantly lower than BND's 2.74% return. Over the past 10 years, DVYA has outperformed BND with an annualized return of 2.22%, while BND has yielded a comparatively lower 1.45% annualized return.


DVYA

YTD

0.63%

1M

-0.22%

6M

-2.71%

1Y

3.99%

5Y*

9.35%

10Y*

2.22%

BND

YTD

2.74%

1M

0.14%

6M

1.94%

1Y

7.37%

5Y*

-0.83%

10Y*

1.45%

*Annualized

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DVYA vs. BND - Expense Ratio Comparison

DVYA has a 0.49% expense ratio, which is higher than BND's 0.03% expense ratio.


Expense ratio chart for DVYA: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DVYA: 0.49%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

DVYA vs. BND — Risk-Adjusted Performance Rank

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

DVYA
The Risk-Adjusted Performance Rank of DVYA is 4141
Overall Rank
The Sharpe Ratio Rank of DVYA is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of DVYA is 4141
Sortino Ratio Rank
The Omega Ratio Rank of DVYA is 4141
Omega Ratio Rank
The Calmar Ratio Rank of DVYA is 4343
Calmar Ratio Rank
The Martin Ratio Rank of DVYA is 3939
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 8080
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7777
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.

DVYA vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia/Pacific Dividend ETF (DVYA) 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.


The chart of Sharpe ratio for DVYA, currently valued at 0.27, compared to the broader market-1.000.001.002.003.004.00
DVYA: 0.27
BND: 1.33
The chart of Sortino ratio for DVYA, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.00
DVYA: 0.49
BND: 1.93
The chart of Omega ratio for DVYA, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
DVYA: 1.07
BND: 1.23
The chart of Calmar ratio for DVYA, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.00
DVYA: 0.24
BND: 0.52
The chart of Martin ratio for DVYA, currently valued at 0.77, compared to the broader market0.0020.0040.0060.00
DVYA: 0.77
BND: 3.43

The current DVYA Sharpe Ratio is 0.27, which is lower than the BND Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of DVYA and BND, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.27
1.33
DVYA
BND

Dividends

DVYA vs. BND - Dividend Comparison

DVYA's dividend yield for the trailing twelve months is around 5.96%, more than BND's 3.69% yield.


TTM20242023202220212020201920182017201620152014
DVYA
iShares Asia/Pacific Dividend ETF
5.96%5.97%6.48%7.30%5.81%3.66%5.52%6.24%4.74%4.80%5.33%5.28%
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

DVYA vs. BND - Drawdown Comparison

The maximum DVYA drawdown since its inception was -45.62%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for DVYA and BND. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-7.28%
-6.87%
DVYA
BND

Volatility

DVYA vs. BND - Volatility Comparison

iShares Asia/Pacific Dividend ETF (DVYA) has a higher volatility of 11.43% compared to Vanguard Total Bond Market ETF (BND) at 2.19%. This indicates that DVYA'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.43%
2.19%
DVYA
BND