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

Correlation

The correlation between GOVZ and BND is 0.03, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

GOVZ vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-55.10%
-5.71%
GOVZ
BND

Key characteristics

Sharpe Ratio

GOVZ:

-0.03

BND:

1.33

Sortino Ratio

GOVZ:

0.12

BND:

1.93

Omega Ratio

GOVZ:

1.01

BND:

1.23

Calmar Ratio

GOVZ:

-0.01

BND:

0.52

Martin Ratio

GOVZ:

-0.06

BND:

3.43

Ulcer Index

GOVZ:

12.34%

BND:

2.05%

Daily Std Dev

GOVZ:

23.66%

BND:

5.31%

Max Drawdown

GOVZ:

-59.65%

BND:

-18.84%

Current Drawdown

GOVZ:

-55.10%

BND:

-6.87%

Returns By Period

In the year-to-date period, GOVZ achieves a 0.32% return, which is significantly lower than BND's 2.74% return.


GOVZ

YTD

0.32%

1M

-2.54%

6M

-6.95%

1Y

0.66%

5Y*

N/A

10Y*

N/A

BND

YTD

2.74%

1M

0.14%

6M

1.94%

1Y

7.37%

5Y*

-0.83%

10Y*

1.45%

*Annualized

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GOVZ vs. BND - Expense Ratio Comparison

GOVZ has a 0.15% 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%.


Expense ratio chart for GOVZ: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GOVZ: 0.15%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

GOVZ vs. BND — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GOVZ
The Risk-Adjusted Performance Rank of GOVZ is 2121
Overall Rank
The Sharpe Ratio Rank of GOVZ is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of GOVZ is 2121
Sortino Ratio Rank
The Omega Ratio Rank of GOVZ is 2121
Omega Ratio Rank
The Calmar Ratio Rank of GOVZ is 2121
Calmar Ratio Rank
The Martin Ratio Rank of GOVZ is 2121
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 8080
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GOVZ vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) 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.


The chart of Sharpe ratio for GOVZ, currently valued at -0.03, compared to the broader market-1.000.001.002.003.004.00
GOVZ: -0.03
BND: 1.33
The chart of Sortino ratio for GOVZ, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.00
GOVZ: 0.12
BND: 1.93
The chart of Omega ratio for GOVZ, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
GOVZ: 1.01
BND: 1.23
The chart of Calmar ratio for GOVZ, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.0012.00
GOVZ: -0.01
BND: 0.54
The chart of Martin ratio for GOVZ, currently valued at -0.06, compared to the broader market0.0020.0040.0060.00
GOVZ: -0.06
BND: 3.43

The current GOVZ Sharpe Ratio is -0.03, which is lower than the BND Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of GOVZ 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-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.03
1.33
GOVZ
BND

Dividends

GOVZ vs. BND - Dividend Comparison

GOVZ's dividend yield for the trailing twelve months is around 4.73%, more than BND's 3.69% yield.


TTM20242023202220212020201920182017201620152014
GOVZ
iShares 25+ Year Treasury STRIPS Bond ETF
4.73%4.68%3.84%3.69%1.76%0.39%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

GOVZ vs. BND - Drawdown Comparison

The maximum GOVZ drawdown since its inception was -59.65%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for GOVZ and BND. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-55.10%
-6.31%
GOVZ
BND

Volatility

GOVZ vs. BND - Volatility Comparison

iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) has a higher volatility of 10.30% compared to Vanguard Total Bond Market ETF (BND) at 2.19%. This indicates that GOVZ'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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.30%
2.19%
GOVZ
BND