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FAMVX vs. BNDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FAMVX vs. BNDW

Last updated Jun 24, 2026

FAMVX (FAM Value Fund) and BNDW (Vanguard Total World Bond ETF) are both funds - FAMVX is a Mid Cap Growth Equities fund managed by FAM, while BNDW is a Global Bonds fund tracking the Bloomberg Global Aggregate Float Adjusted Composite Index. Over the past 5 years, FAMVX returned 7.47%/yr vs 0.27%/yr for BNDW. At a 0.07 correlation, their price movements are largely independent. FAMVX charges 1.19%/yr vs 0.05%/yr for BNDW.

Performance

FAMVX vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FAM Value Fund (FAMVX) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FAMVX achieves a 6.98% return, which is significantly higher than BNDW's 0.88% return.

FAMVX

1D
0.28%
1M
4.34%
YTD
6.98%
6M
5.42%
1Y
9.13%
3Y*
13.41%
5Y*
7.47%
10Y*
10.80%

BNDW

1D
0.15%
1M
0.77%
YTD
0.88%
6M
0.88%
1Y
3.23%
3Y*
4.10%
5Y*
0.27%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAMVX vs. BNDW - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
FAMVX
FAM Value Fund		6.98%4.90%15.51%16.09%-14.06%25.65%6.81%30.31%-12.11%
BNDW
Vanguard Total World Bond ETF		0.88%5.02%2.42%7.18%-12.88%-2.10%6.22%8.37%1.27%

Correlation

The correlation between FAMVX and BNDW 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

0.17

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2018

0.07

Over the past year, FAMVX and BNDW have become more correlated (0.35) than their long-term average of 0.07, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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

FAM Value Fund

Vanguard Total World Bond ETF

Often compared with FAMVX:
FAMVX vs. IVOOFAMVX vs. VOOFAMVX vs. FSPGXFAMVX vs. MPGFXFAMVX vs. VMCPXFAMVX vs. FAMFXFAMVX vs. SPY
Often compared with BNDW:
BNDW vs. BNDBNDW vs. BNDXBNDW vs. VTBNDW vs. VGITBNDW vs. VOOBNDW vs. AGGG.LBNDW vs. AGG

Return for Risk

FAMVX vs. BNDW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FAMVX
FAMVX Risk / Return Rank: 1111
Overall Rank
FAMVX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FAMVX Sortino Ratio Rank: 1010
Sortino Ratio Rank
FAMVX Omega Ratio Rank: 99
Omega Ratio Rank
FAMVX Calmar Ratio Rank: 1212
Calmar Ratio Rank
FAMVX Martin Ratio Rank: 1212
Martin Ratio Rank
BNDW
BNDW Risk / Return Rank: 2626
Overall Rank
BNDW Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
BNDW Sortino Ratio Rank: 2626
Sortino Ratio Rank
BNDW Omega Ratio Rank: 2525
Omega Ratio Rank
BNDW Calmar Ratio Rank: 2525
Calmar Ratio Rank
BNDW Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FAMVX vs. BNDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FAM Value Fund (FAMVX) and Vanguard Total World Bond ETF (BNDW). 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.

FAMVXBNDWDifference
Sharpe ratioReturn per unit of total volatility
0.74
0.97

-0.23

Sortino ratioReturn per unit of downside risk
1.17
1.40

-0.23

Omega ratioGain probability vs. loss probability

1.13

1.17

-0.04

Calmar ratioReturn relative to maximum drawdown

1.09

1.20

-0.12

Martin ratioReturn relative to average drawdown

3.25

3.24

+0.01

FAMVX vs. BNDW - Sharpe Ratio Comparison

The current FAMVX Sharpe Ratio is 0.74, which is comparable to the BNDW Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FAMVX and BNDW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

FAMVX vs. BNDW - Drawdown Comparison

The maximum FAMVX drawdown since its inception was -51.12%, which is greater than BNDW's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for FAMVX and BNDW.

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Drawdown Indicators

FAMVXBNDWDifference

Max Drawdown

Largest peak-to-trough decline

-51.12%

-17.22%

-33.90%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-2.70%

-6.77%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-4.27%

-12.47%

Max Drawdown (5Y)

Largest decline over 5 years

-22.77%

-16.93%

-5.84%

Max Drawdown (10Y)

Largest decline over 10 years

-37.73%

—

—

Current Drawdown

Current decline from peak

-0.38%

-1.08%

+0.70%

Average Drawdown

Average peak-to-trough decline

-6.42%

-4.95%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

1.00%

+2.16%

Volatility

FAMVX vs. BNDW - Volatility Comparison

FAM Value Fund (FAMVX) has a higher volatility of 4.17% compared to Vanguard Total World Bond ETF (BNDW) at 0.92%. This indicates that FAMVX's price experiences larger fluctuations and is considered to be riskier than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FAMVXBNDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

0.92%

+3.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.67%

2.70%

+7.97%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

3.35%

+10.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.17%

5.22%

+11.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

4.89%

+13.35%

FAMVX vs. BNDW - Expense Ratio Comparison

FAMVX has a 1.19% expense ratio, which is higher than BNDW's 0.05% expense ratio.

Dividends

FAMVX vs. BNDW - Dividend Comparison

FAMVX's dividend yield for the trailing twelve months is around 4.58%, more than BNDW's 4.19% yield.

PositionTTM20252024202320222021202020192018201720162015
BNDW
Vanguard Total World Bond ETF		4.19%4.12%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%
FAMVX
FAM Value Fund		4.58%4.90%6.28%5.01%3.67%4.99%3.69%6.80%4.09%5.06%5.21%9.06%

Frequently Asked Questions

FAMVX and BNDW 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.

FAMVX has higher volatility (4.17%) compared to BNDW (0.92%). In terms of maximum drawdown, FAMVX dropped -51.12% vs BNDW's -17.22%.

BNDW currently has the higher Sharpe Ratio (0.97 vs 0.74), 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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