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

Correlation

The correlation between EDV and BND is -0.15. 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

EDV vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Duration Treasury ETF (EDV) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

60.00%65.00%70.00%75.00%80.00%NovemberDecember2025FebruaryMarchApril
64.68%
61.99%
EDV
BND

Key characteristics

Sharpe Ratio

EDV:

0.02

BND:

1.30

Sortino Ratio

EDV:

0.17

BND:

1.89

Omega Ratio

EDV:

1.02

BND:

1.23

Calmar Ratio

EDV:

0.01

BND:

0.51

Martin Ratio

EDV:

0.04

BND:

3.35

Ulcer Index

EDV:

10.76%

BND:

2.05%

Daily Std Dev

EDV:

20.75%

BND:

5.31%

Max Drawdown

EDV:

-59.96%

BND:

-18.84%

Current Drawdown

EDV:

-54.40%

BND:

-7.18%

Returns By Period

In the year-to-date period, EDV achieves a 0.28% return, which is significantly lower than BND's 2.40% return. Over the past 10 years, EDV has underperformed BND with an annualized return of -2.63%, while BND has yielded a comparatively higher 1.37% annualized return.


EDV

YTD

0.28%

1M

-2.75%

6M

-6.12%

1Y

1.74%

5Y*

-14.43%

10Y*

-2.63%

BND

YTD

2.40%

1M

0.12%

6M

1.40%

1Y

6.96%

5Y*

-0.91%

10Y*

1.37%

*Annualized

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EDV vs. BND - Expense Ratio Comparison

EDV has a 0.06% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for EDV: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EDV: 0.06%
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

EDV vs. BND — Risk-Adjusted Performance Rank

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

EDV
The Risk-Adjusted Performance Rank of EDV is 2424
Overall Rank
The Sharpe Ratio Rank of EDV is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of EDV is 2525
Sortino Ratio Rank
The Omega Ratio Rank of EDV is 2424
Omega Ratio Rank
The Calmar Ratio Rank of EDV is 2424
Calmar Ratio Rank
The Martin Ratio Rank of EDV is 2424
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.

EDV vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) 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 EDV, currently valued at 0.02, compared to the broader market-1.000.001.002.003.004.005.00
EDV: 0.02
BND: 1.30
The chart of Sortino ratio for EDV, currently valued at 0.17, compared to the broader market-2.000.002.004.006.008.00
EDV: 0.17
BND: 1.89
The chart of Omega ratio for EDV, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
EDV: 1.02
BND: 1.23
The chart of Calmar ratio for EDV, currently valued at 0.01, compared to the broader market0.002.004.006.008.0010.0012.00
EDV: 0.01
BND: 0.51
The chart of Martin ratio for EDV, currently valued at 0.04, compared to the broader market0.0020.0040.0060.00
EDV: 0.04
BND: 3.35

The current EDV Sharpe Ratio is 0.02, which is lower than the BND Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of EDV 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
0.02
1.30
EDV
BND

Dividends

EDV vs. BND - Dividend Comparison

EDV's dividend yield for the trailing twelve months is around 4.73%, more than BND's 3.70% yield.


TTM20242023202220212020201920182017201620152014
EDV
Vanguard Extended Duration Treasury ETF
4.73%4.65%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%
BND
Vanguard Total Bond Market ETF
3.70%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

EDV vs. BND - Drawdown Comparison

The maximum EDV drawdown since its inception was -59.96%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for EDV and BND. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-54.40%
-7.18%
EDV
BND

Volatility

EDV vs. BND - Volatility Comparison

Vanguard Extended Duration Treasury ETF (EDV) has a higher volatility of 9.19% compared to Vanguard Total Bond Market ETF (BND) at 2.18%. This indicates that EDV'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%NovemberDecember2025FebruaryMarchApril
9.19%
2.18%
EDV
BND