ESGV vs. BND
ESGV (Vanguard ESG U.S. Stock ETF) and BND (Vanguard Total Bond Market ETF) are both exchange-traded funds - ESGV is a Large Cap Blend Equities fund tracking the FTSE US All Cap Choice Index, while BND is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Both are passively managed. Over the past 5 years, ESGV returned 12.64%/yr vs 0.09%/yr for BND. At a 0.10 correlation, their price movements are largely independent. ESGV charges 0.09%/yr vs 0.03%/yr for BND.
Performance
ESGV vs. BND - Performance Comparison
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Returns By Period
In the year-to-date period, ESGV achieves a 10.74% return, which is significantly higher than BND's 0.27% return.
ESGV
- 1D
- -0.88%
- 1M
- 6.08%
- YTD
- 10.74%
- 6M
- 10.73%
- 1Y
- 28.04%
- 3Y*
- 22.27%
- 5Y*
- 12.64%
- 10Y*
- —
BND
- 1D
- -0.19%
- 1M
- 0.27%
- YTD
- 0.27%
- 6M
- 0.12%
- 1Y
- 5.11%
- 3Y*
- 3.96%
- 5Y*
- 0.09%
- 10Y*
- 1.58%
ESGV vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 10.74% | 16.48% | 24.69% | 30.79% | -24.04% | 26.55% | 25.69% | 33.36% | -14.59% |
BND Vanguard Total Bond Market ETF | 0.27% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | 1.83% |
Correlation
The correlation between ESGV and BND is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2018 | 0.10 |
Over the past year, ESGV and BND have become more correlated (0.31) than their long-term average of 0.10, meaning their price movements have been converging.
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Return for Risk
ESGV vs. BND — Risk / Return Rank
ESGV
BND
ESGV vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) 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.
| ESGV | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.24 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 1.92 | +0.51 |
| Martin ratioReturn relative to average drawdown | 10.42 | 5.80 | +4.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESGV | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 1.36 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.01 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.59 | +0.14 |
Drawdowns
ESGV vs. BND - Drawdown Comparison
The maximum ESGV drawdown since its inception was -33.66%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for ESGV and BND.
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Drawdown Indicators
| ESGV | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -18.58% | -15.08% |
Max Drawdown (1Y)Largest decline over 1 year | -11.60% | -2.68% | -8.92% |
Max Drawdown (3Y)Largest decline over 3 years | -20.41% | -5.92% | -14.49% |
Max Drawdown (5Y)Largest decline over 5 years | -28.81% | -17.91% | -10.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.58% | — |
Current DrawdownCurrent decline from peak | -0.88% | -2.37% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -3.06% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 0.88% | +1.82% |
Volatility
ESGV vs. BND - Volatility Comparison
Vanguard ESG U.S. Stock ETF (ESGV) has a higher volatility of 3.37% compared to Vanguard Total Bond Market ETF (BND) at 1.23%. This indicates that ESGV'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.
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Volatility by Period
| ESGV | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 1.23% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.18% | 2.66% | +7.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.35% | 3.78% | +9.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 6.02% | +12.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.58% | 5.53% | +15.05% |
ESGV vs. BND - Expense Ratio Comparison
ESGV has a 0.09% 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%.
Dividends
ESGV vs. BND - Dividend Comparison
ESGV's dividend yield for the trailing twelve months is around 0.85%, less than BND's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 3.97% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
ESGV Vanguard ESG U.S. Stock ETF | 0.85% | 0.91% | 1.04% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ESGV and BND have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESGV has higher volatility (3.37%) compared to BND (1.23%). In terms of maximum drawdown, ESGV dropped -33.66% vs BND's -18.58%.
On 5-year performance, ESGV leads with 12.64% vs 0.09% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ESGV has performed better with a 12.64% return vs 0.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BND is cheaper with a 0.03% expense ratio, compared with 0.09% for ESGV.
BND has the higher dividend yield at 3.97%, compared with 0.85% for ESGV.
ESGV is categorized as Large Cap Blend Equities, while BND is Total Bond Market. ESGV tracks FTSE US All Cap Choice Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. Their fees differ too: 0.09% for ESGV and 0.03% for BND.
ESGV currently has the higher Sharpe Ratio (2.11 vs 1.36), 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.
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