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

Correlation

The correlation between EDV and BND is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

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.

50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
66.49%
58.33%
EDV
BND

Key characteristics

Sharpe Ratio

EDV:

-0.62

BND:

0.31

Sortino Ratio

EDV:

-0.77

BND:

0.46

Omega Ratio

EDV:

0.91

BND:

1.05

Calmar Ratio

EDV:

-0.22

BND:

0.12

Martin Ratio

EDV:

-1.30

BND:

0.87

Ulcer Index

EDV:

9.60%

BND:

1.91%

Daily Std Dev

EDV:

19.93%

BND:

5.43%

Max Drawdown

EDV:

-59.96%

BND:

-18.84%

Current Drawdown

EDV:

-53.90%

BND:

-9.27%

Returns By Period

In the year-to-date period, EDV achieves a -11.55% return, which is significantly lower than BND's 1.48% return. Over the past 10 years, EDV has underperformed BND with an annualized return of -1.93%, while BND has yielded a comparatively higher 1.36% annualized return.


EDV

YTD

-11.55%

1M

-2.29%

6M

-6.37%

1Y

-11.68%

5Y*

-8.96%

10Y*

-1.93%

BND

YTD

1.48%

1M

-0.24%

6M

1.41%

1Y

1.67%

5Y*

-0.34%

10Y*

1.36%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


EDV
Vanguard Extended Duration Treasury ETF
Expense ratio chart for EDV: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for EDV, currently valued at -0.62, compared to the broader market0.002.004.00-0.620.31
The chart of Sortino ratio for EDV, currently valued at -0.77, compared to the broader market-2.000.002.004.006.008.0010.00-0.770.46
The chart of Omega ratio for EDV, currently valued at 0.91, compared to the broader market0.501.001.502.002.503.000.911.05
The chart of Calmar ratio for EDV, currently valued at -0.22, compared to the broader market0.005.0010.0015.00-0.220.12
The chart of Martin ratio for EDV, currently valued at -1.30, compared to the broader market0.0020.0040.0060.0080.00100.00-1.300.87
EDV
BND

The current EDV Sharpe Ratio is -0.62, which is lower than the BND Sharpe Ratio of 0.31. 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.62
0.31
EDV
BND

Dividends

EDV vs. BND - Dividend Comparison

EDV's dividend yield for the trailing twelve months is around 4.39%, more than BND's 3.62% yield.


TTM20232022202120202019201820172016201520142013
EDV
Vanguard Extended Duration Treasury ETF
3.33%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%5.03%
BND
Vanguard Total Bond Market ETF
3.33%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

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.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-53.90%
-9.27%
EDV
BND

Volatility

EDV vs. BND - Volatility Comparison

Vanguard Extended Duration Treasury ETF (EDV) has a higher volatility of 6.34% compared to Vanguard Total Bond Market ETF (BND) at 1.65%. 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.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.34%
1.65%
EDV
BND
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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