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IGIB vs. BNDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGIB vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Intermediate-Term Corporate Bond ETF (IGIB) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGIB achieves a 0.42% return, which is significantly lower than BNDX's 1.02% return. Over the past 10 years, IGIB has outperformed BNDX with an annualized return of 3.04%, while BNDX has yielded a comparatively lower 1.72% annualized return.


IGIB

1D
-0.06%
1M
0.31%
YTD
0.42%
6M
0.91%
1Y
5.66%
3Y*
6.55%
5Y*
1.27%
10Y*
3.04%

BNDX

1D
0.17%
1M
0.99%
YTD
1.02%
6M
1.22%
1Y
1.94%
3Y*
4.32%
5Y*
0.32%
10Y*
1.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGIB vs. BNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGIB
iShares Intermediate-Term Corporate Bond ETF
0.42%9.58%3.49%9.22%-14.00%-1.66%9.64%14.60%-0.71%3.50%
BNDX
Vanguard Total International Bond ETF
1.02%2.86%3.57%8.77%-12.76%-2.29%4.65%7.87%2.81%2.40%

Correlation

The correlation between IGIB and BNDX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2013

0.68

The correlation between IGIB and BNDX shifts across timeframes, from 0.68 (all time) to 0.80 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGIB vs. BNDX — Risk / Return Rank

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

IGIB
IGIB Risk / Return Rank: 4444
Overall Rank
IGIB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 4646
Sortino Ratio Rank
IGIB Omega Ratio Rank: 4343
Omega Ratio Rank
IGIB Calmar Ratio Rank: 4343
Calmar Ratio Rank
IGIB Martin Ratio Rank: 4343
Martin Ratio Rank

BNDX
BNDX Risk / Return Rank: 1818
Overall Rank
BNDX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 1818
Sortino Ratio Rank
BNDX Omega Ratio Rank: 1818
Omega Ratio Rank
BNDX Calmar Ratio Rank: 1818
Calmar Ratio Rank
BNDX Martin Ratio Rank: 1919
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.

IGIB vs. BNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate-Term Corporate Bond ETF (IGIB) 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.


IGIBBNDXDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.25

1.10

+0.14

Calmar ratioReturn relative to maximum drawdown

1.89

0.66

+1.22

Martin ratioReturn relative to average drawdown

6.18

1.84

+4.34

IGIB vs. BNDX - Sharpe Ratio Comparison

The current IGIB Sharpe Ratio is 1.38, which is higher than the BNDX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of IGIB and BNDX, 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

IGIB vs. BNDX - Drawdown Comparison

The maximum IGIB drawdown since its inception was -20.62%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for IGIB and BNDX.


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Drawdown Indicators


IGIBBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-20.62%

-16.23%

-4.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-2.93%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-2.93%

-3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-20.62%

-15.86%

-4.76%

Max Drawdown (10Y)

Largest decline over 10 years

-20.62%

-16.23%

-4.39%

Current Drawdown

Current decline from peak

-1.13%

-1.02%

-0.11%

Average Drawdown

Average peak-to-trough decline

-2.58%

-3.10%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.05%

-0.13%

Volatility

IGIB vs. BNDX - Volatility Comparison

iShares Intermediate-Term Corporate Bond ETF (IGIB) and Vanguard Total International Bond ETF (BNDX) have volatilities of 1.44% and 1.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGIBBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

1.49%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

2.96%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.14%

3.47%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.57%

4.89%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.06%

4.10%

+1.96%

IGIB vs. BNDX - Expense Ratio Comparison

IGIB has a 0.06% expense ratio, which is lower than BNDX's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IGIB vs. BNDX - Dividend Comparison

IGIB's dividend yield for the trailing twelve months is around 4.81%, more than BNDX's 4.47% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDX
Vanguard Total International Bond ETF
4.47%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.81%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%

Frequently Asked Questions


IGIB and BNDX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNDX has higher volatility (1.49%) compared to IGIB (1.44%). In terms of maximum drawdown, IGIB dropped -20.62% vs BNDX's -16.23%.

On 10-year performance, IGIB leads with 3.04% vs 1.72% for BNDX. On fees, IGIB is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGIB has performed better with a 3.04% return vs 1.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGIB is cheaper with a 0.06% expense ratio, compared with 0.07% for BNDX.

IGIB has the higher dividend yield at 4.81%, compared with 4.47% for BNDX.

IGIB is categorized as Corporate Bonds, while BNDX is Global Bonds. IGIB tracks Bloomberg Barclays U.S. Intermediate Credit Index, while BNDX tracks Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.06% for IGIB and 0.07% for BNDX.

IGIB currently has the higher Sharpe Ratio (1.38 vs 0.56), 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.

Portfolio Optimizer

Find the right allocation for IGIB and BNDX

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