ESGV vs. BNDX
ESGV (Vanguard ESG U.S. Stock ETF) and BNDX (Vanguard Total International Bond ETF) are both exchange-traded funds - ESGV is a Large Cap Blend Equities fund tracking the FTSE US All Cap Choice Index, while BNDX is a Global Bonds fund tracking the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). Both are passively managed. Over the past 5 years, ESGV returned 11.52%/yr vs 0.54%/yr for BNDX. At a 0.11 correlation, their price movements are largely independent. ESGV charges 0.09%/yr vs 0.07%/yr for BNDX.
Performance
ESGV vs. BNDX - Performance Comparison
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Returns By Period
In the year-to-date period, ESGV achieves a 7.69% return, which is significantly higher than BNDX's 1.52% return.
ESGV
- 1D
- -0.05%
- 1M
- -1.17%
- YTD
- 7.69%
- 6M
- 6.35%
- 1Y
- 21.75%
- 3Y*
- 20.56%
- 5Y*
- 11.52%
- 10Y*
- —
BNDX
- 1D
- 0.25%
- 1M
- 1.15%
- YTD
- 1.52%
- 6M
- 1.31%
- 1Y
- 2.46%
- 3Y*
- 4.31%
- 5Y*
- 0.54%
- 10Y*
- 1.77%
ESGV vs. BNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 7.69% | 16.48% | 24.69% | 30.79% | -24.04% | 26.55% | 25.69% | 33.36% | -14.45% |
BNDX Vanguard Total International Bond ETF | 1.52% | 2.86% | 3.57% | 8.77% | -12.76% | -2.29% | 4.65% | 7.87% | 1.70% |
Correlation
The correlation between ESGV and BNDX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2018 | 0.11 |
Over the past year, ESGV and BNDX have become more correlated (0.35) than their long-term average of 0.11, meaning their price movements have been converging.
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Return for Risk
ESGV vs. BNDX — Risk / Return Rank
ESGV
BNDX
ESGV vs. BNDX - 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 International Bond ETF (BNDX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESGV | BNDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.13 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 0.84 | +1.04 |
| Martin ratioReturn relative to average drawdown | 7.84 | 2.33 | +5.51 |
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Drawdowns
ESGV vs. BNDX - Drawdown Comparison
The maximum ESGV drawdown since its inception was -33.66%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for ESGV and BNDX.
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Drawdown Indicators
| ESGV | BNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -16.23% | -17.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.60% | -2.93% | -8.67% |
Max Drawdown (3Y)Largest decline over 3 years | -20.41% | -2.93% | -17.48% |
Max Drawdown (5Y)Largest decline over 5 years | -28.81% | -15.86% | -12.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.23% | — |
Current DrawdownCurrent decline from peak | -3.61% | -0.52% | -3.09% |
Average DrawdownAverage peak-to-trough decline | -6.40% | -3.10% | -3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 1.06% | +1.72% |
Volatility
ESGV vs. BNDX - Volatility Comparison
Vanguard ESG U.S. Stock ETF (ESGV) has a higher volatility of 5.59% compared to Vanguard Total International Bond ETF (BNDX) at 0.98%. This indicates that ESGV's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGV | BNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 0.98% | +4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 11.22% | 2.98% | +8.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.12% | 3.46% | +10.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.48% | 4.89% | +13.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.59% | 4.09% | +16.50% |
ESGV vs. BNDX - Expense Ratio Comparison
ESGV has a 0.09% expense ratio, which is higher than BNDX's 0.07% 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. BNDX - Dividend Comparison
ESGV's dividend yield for the trailing twelve months is around 0.89%, less than BNDX's 4.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 4.45% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
ESGV Vanguard ESG U.S. Stock ETF | 0.89% | 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 BNDX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESGV has higher volatility (5.59%) compared to BNDX (0.98%). In terms of maximum drawdown, ESGV dropped -33.66% vs BNDX's -16.23%.
On 5-year performance, ESGV leads with 11.52% vs 0.54% for BNDX. On fees, BNDX is cheaper at 0.07% per year. On volatility, BNDX has been the lower-risk option at 0.98%. 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 11.52% return vs 0.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BNDX is cheaper with a 0.07% expense ratio, compared with 0.09% for ESGV.
BNDX has the higher dividend yield at 4.45%, compared with 0.89% for ESGV.
ESGV is categorized as Large Cap Blend Equities, while BNDX is Global Bonds. ESGV tracks FTSE US All Cap Choice Index, while BNDX tracks Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). Their fees differ too: 0.09% for ESGV and 0.07% for BNDX.
ESGV currently has the higher Sharpe Ratio (1.55 vs 0.71), 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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