PortfoliosLab logoPortfoliosLab logo
IGSB vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGSB vs. BND - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IGSB achieves a 0.52% return, which is significantly higher than BND's -0.07% return. Over the past 10 years, IGSB has outperformed BND with an annualized return of 2.71%, while BND has yielded a comparatively lower 1.53% annualized return.


IGSB

1D
0.04%
1M
-0.25%
YTD
0.52%
6M
1.00%
1Y
4.70%
3Y*
5.70%
5Y*
2.36%
10Y*
2.71%

BND

1D
-0.03%
1M
-0.67%
YTD
-0.07%
6M
0.23%
1Y
4.87%
3Y*
3.89%
5Y*
-0.05%
10Y*
1.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSB vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGSB
iShares Short-Term Corporate Bond ETF
0.52%6.96%4.97%6.40%-5.63%-0.56%5.37%7.11%1.25%1.27%
BND
Vanguard Total Bond Market ETF
-0.07%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Correlation

The correlation between IGSB and BND is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.90

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

0.87

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

0.80

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2007

0.60

Over the past year, IGSB and BND have become more correlated (0.89) than their long-term average of 0.60, 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.


Return for Risk

IGSB vs. BND — Risk / Return Rank

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

IGSB
IGSB Risk / Return Rank: 8282
Overall Rank
IGSB Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 9090
Sortino Ratio Rank
IGSB Omega Ratio Rank: 8888
Omega Ratio Rank
IGSB Calmar Ratio Rank: 7171
Calmar Ratio Rank
IGSB Martin Ratio Rank: 7676
Martin Ratio Rank

BND
BND Risk / Return Rank: 4040
Overall Rank
BND Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BND Sortino Ratio Rank: 4343
Sortino Ratio Rank
BND Omega Ratio Rank: 3838
Omega Ratio Rank
BND Calmar Ratio Rank: 4040
Calmar Ratio Rank
BND Martin Ratio Rank: 3838
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.

IGSB vs. BND - Risk-Adjusted Trends Comparison

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


IGSBBNDDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.87

Omega ratioGain probability vs. loss probability

1.50

1.23

+0.27

Calmar ratioReturn relative to maximum drawdown

3.24

1.83

+1.41

Martin ratioReturn relative to average drawdown

13.12

5.43

+7.70

IGSB vs. BND - Sharpe Ratio Comparison

The current IGSB Sharpe Ratio is 2.47, which is higher than the BND Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of IGSB and BND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IGSBBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

1.32

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

-0.01

+0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.28

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.58

+0.12

Drawdowns

IGSB vs. BND - Drawdown Comparison

The maximum IGSB drawdown since its inception was -13.38%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for IGSB and BND.


Loading charts...

Drawdown Indicators


IGSBBNDDifference

Max Drawdown

Largest peak-to-trough decline

-13.38%

-18.58%

+5.20%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-2.68%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

-5.92%

+4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-17.91%

+8.45%

Max Drawdown (10Y)

Largest decline over 10 years

-13.38%

-18.58%

+5.20%

Current Drawdown

Current decline from peak

-0.51%

-2.70%

+2.19%

Average Drawdown

Average peak-to-trough decline

-0.85%

-3.06%

+2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.90%

-0.54%

Volatility

IGSB vs. BND - Volatility Comparison

The current volatility for iShares Short-Term Corporate Bond ETF (IGSB) is 0.61%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.20%. This indicates that IGSB experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IGSBBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

1.20%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

1.44%

2.69%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

3.72%

-1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.93%

6.02%

-3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.47%

5.53%

-2.06%

IGSB vs. BND - Expense Ratio Comparison

IGSB has a 0.06% 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%.


Dividends

IGSB vs. BND - Dividend Comparison

IGSB's dividend yield for the trailing twelve months is around 4.59%, more than BND's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.98%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
IGSB
iShares Short-Term Corporate Bond ETF
4.59%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%

Frequently Asked Questions


IGSB and BND have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BND has higher volatility (1.20%) compared to IGSB (0.61%). In terms of maximum drawdown, IGSB dropped -13.38% vs BND's -18.58%.

On 10-year performance, IGSB leads with 2.71% vs 1.53% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, IGSB has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGSB has performed better with a 2.71% return vs 1.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.06% for IGSB.

IGSB has the higher dividend yield at 4.59%, compared with 3.98% for BND.

IGSB is categorized as Corporate Bonds, while BND is Total Bond Market. IGSB tracks ICE BofAML 1-5 Year US Corporate Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.06% for IGSB and 0.03% for BND.

IGSB currently has the higher Sharpe Ratio (2.47 vs 1.32), 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 IGSB and BND

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer