FAMVX vs. BNDW
Compare and contrast key facts about FAM Value Fund (FAMVX) and Vanguard Total World Bond ETF (BNDW).
FAMVX is managed by FAM. It was launched on Jan 2, 1987. BNDW is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate Float Adjusted Composite Index. It was launched on Sep 4, 2018.
Performance
FAMVX vs. BNDW - Performance Comparison
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FAMVX vs. BNDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FAMVX FAM Value Fund | -1.31% | 4.90% | 15.51% | 16.09% | -14.06% | 25.65% | 6.81% | 30.31% | -12.28% |
BNDW Vanguard Total World Bond ETF | 0.09% | 5.02% | 2.42% | 7.18% | -12.88% | -2.10% | 6.22% | 8.37% | 1.21% |
Returns By Period
In the year-to-date period, FAMVX achieves a -1.31% return, which is significantly lower than BNDW's 0.09% return.
FAMVX
- 1D
- 2.57%
- 1M
- -6.90%
- YTD
- -1.31%
- 6M
- -1.84%
- 1Y
- 4.29%
- 3Y*
- 10.57%
- 5Y*
- 6.41%
- 10Y*
- 9.72%
BNDW
- 1D
- 0.13%
- 1M
- -1.46%
- YTD
- 0.09%
- 6M
- 0.53%
- 1Y
- 3.34%
- 3Y*
- 3.77%
- 5Y*
- 0.23%
- 10Y*
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FAMVX vs. BNDW - Expense Ratio Comparison
FAMVX has a 1.19% expense ratio, which is higher than BNDW's 0.05% expense ratio.
Return for Risk
FAMVX vs. BNDW — Risk / Return Rank
FAMVX
BNDW
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.
| FAMVX | BNDW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 0.95 | -0.69 |
Sortino ratioReturn per unit of downside risk | 0.51 | 1.34 | -0.83 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.17 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.47 | 1.35 | -0.87 |
Martin ratioReturn relative to average drawdown | 1.65 | 4.95 | -3.29 |
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
| FAMVX | BNDW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.95 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.04 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.37 | +0.20 |
Correlation
The correlation between FAMVX and BNDW is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FAMVX vs. BNDW - Dividend Comparison
FAMVX's dividend yield for the trailing twelve months is around 4.97%, more than BNDW's 4.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMVX FAM Value Fund | 4.97% | 4.90% | 6.28% | 5.01% | 3.67% | 4.99% | 3.69% | 6.80% | 4.09% | 5.06% | 5.21% | 9.06% |
BNDW Vanguard Total World Bond ETF | 4.18% | 4.12% | 3.90% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% | 0.00% | 0.00% | 0.00% |
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
| FAMVX | BNDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.12% | -17.22% | -33.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -2.70% | -8.68% |
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 DrawdownCurrent decline from peak | -7.14% | -1.85% | -5.29% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -5.05% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 0.73% | +2.52% |
Volatility
FAMVX vs. BNDW - Volatility Comparison
FAM Value Fund (FAMVX) has a higher volatility of 5.52% compared to Vanguard Total World Bond ETF (BNDW) at 1.67%. 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
| FAMVX | BNDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 1.67% | +3.85% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 2.29% | +7.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.91% | 3.53% | +14.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 5.17% | +11.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 4.92% | +13.23% |