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

Correlation

The correlation between IGOV and BND is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

IGOV vs. BND - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
2.14%
52.77%
IGOV
BND

Key characteristics

Sharpe Ratio

IGOV:

0.93

BND:

1.33

Sortino Ratio

IGOV:

1.47

BND:

1.93

Omega Ratio

IGOV:

1.17

BND:

1.23

Calmar Ratio

IGOV:

0.27

BND:

0.52

Martin Ratio

IGOV:

1.90

BND:

3.43

Ulcer Index

IGOV:

4.59%

BND:

2.05%

Daily Std Dev

IGOV:

9.38%

BND:

5.31%

Max Drawdown

IGOV:

-35.88%

BND:

-18.84%

Current Drawdown

IGOV:

-24.42%

BND:

-6.87%

Returns By Period

In the year-to-date period, IGOV achieves a 8.82% return, which is significantly higher than BND's 2.74% return. Over the past 10 years, IGOV has underperformed BND with an annualized return of -0.84%, while BND has yielded a comparatively higher 1.46% annualized return.


IGOV

YTD

8.82%

1M

6.58%

6M

4.71%

1Y

9.65%

5Y*

-3.02%

10Y*

-0.84%

BND

YTD

2.74%

1M

0.71%

6M

1.94%

1Y

7.37%

5Y*

-0.77%

10Y*

1.46%

*Annualized

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IGOV vs. BND - Expense Ratio Comparison

IGOV has a 0.35% expense ratio, which is higher than BND's 0.03% expense ratio.


Expense ratio chart for IGOV: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGOV: 0.35%
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

IGOV vs. BND — Risk-Adjusted Performance Rank

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

IGOV
The Risk-Adjusted Performance Rank of IGOV is 6868
Overall Rank
The Sharpe Ratio Rank of IGOV is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of IGOV is 8181
Sortino Ratio Rank
The Omega Ratio Rank of IGOV is 7474
Omega Ratio Rank
The Calmar Ratio Rank of IGOV is 4646
Calmar Ratio Rank
The Martin Ratio Rank of IGOV is 5959
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.

IGOV vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Treasury Bond ETF (IGOV) 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 IGOV, currently valued at 0.93, compared to the broader market-1.000.001.002.003.004.00
IGOV: 0.93
BND: 1.33
The chart of Sortino ratio for IGOV, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.00
IGOV: 1.47
BND: 1.93
The chart of Omega ratio for IGOV, currently valued at 1.17, compared to the broader market0.501.001.502.00
IGOV: 1.17
BND: 1.23
The chart of Calmar ratio for IGOV, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.0012.00
IGOV: 0.27
BND: 0.52
The chart of Martin ratio for IGOV, currently valued at 1.90, compared to the broader market0.0020.0040.0060.00
IGOV: 1.90
BND: 3.43

The current IGOV Sharpe Ratio is 0.93, which is comparable to the BND Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of IGOV 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
0.93
1.33
IGOV
BND

Dividends

IGOV vs. BND - Dividend Comparison

IGOV's dividend yield for the trailing twelve months is around 0.54%, less than BND's 3.69% yield.


TTM20242023202220212020201920182017201620152014
IGOV
iShares International Treasury Bond ETF
0.54%0.59%0.00%0.11%0.39%0.00%0.24%0.31%0.19%0.69%0.22%1.28%
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

IGOV vs. BND - Drawdown Comparison

The maximum IGOV drawdown since its inception was -35.88%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for IGOV and BND. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-24.42%
-6.87%
IGOV
BND

Volatility

IGOV vs. BND - Volatility Comparison

iShares International Treasury Bond ETF (IGOV) has a higher volatility of 4.05% compared to Vanguard Total Bond Market ETF (BND) at 2.19%. This indicates that IGOV'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.


1.50%2.00%2.50%3.00%3.50%4.00%NovemberDecember2025FebruaryMarchApril
4.05%
2.19%
IGOV
BND