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

Performance

IHY vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors International High Yield Bond ETF (IHY) 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, IHY achieves a 1.35% return, which is significantly higher than BND's 0.41% return. Over the past 10 years, IHY has outperformed BND with an annualized return of 4.06%, while BND has yielded a comparatively lower 1.61% annualized return.


IHY

1D
0.19%
1M
0.40%
YTD
1.35%
6M
2.41%
1Y
6.67%
3Y*
9.16%
5Y*
1.76%
10Y*
4.06%

BND

1D
0.14%
1M
0.23%
YTD
0.41%
6M
0.44%
1Y
4.60%
3Y*
4.01%
5Y*
0.11%
10Y*
1.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IHY vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHY
VanEck Vectors International High Yield Bond ETF
1.35%13.39%3.55%12.11%-14.34%-2.82%8.65%12.77%-4.52%12.54%
BND
Vanguard Total Bond Market ETF
0.41%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Correlation

The correlation between IHY and BND is 0.52, 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

0.52

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

0.49

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

0.43

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

0.29

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2012

0.22

Over the past year, IHY and BND have become more correlated (0.52) than their long-term average of 0.22, 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

IHY vs. BND — Risk / Return Rank

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

IHY
IHY Risk / Return Rank: 3434
Overall Rank
IHY Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IHY Sortino Ratio Rank: 3737
Sortino Ratio Rank
IHY Omega Ratio Rank: 3434
Omega Ratio Rank
IHY Calmar Ratio Rank: 2929
Calmar Ratio Rank
IHY Martin Ratio Rank: 3434
Martin Ratio Rank

BND
BND Risk / Return Rank: 3535
Overall Rank
BND Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3636
Sortino Ratio Rank
BND Omega Ratio Rank: 3333
Omega Ratio Rank
BND Calmar Ratio Rank: 3535
Calmar Ratio Rank
BND Martin Ratio Rank: 3535
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.

IHY vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors International High Yield Bond ETF (IHY) 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.


IHYBNDDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.22

1.22

+0.01

Calmar ratioReturn relative to maximum drawdown

1.41

1.73

-0.32

Martin ratioReturn relative to average drawdown

5.07

5.21

-0.14

IHY vs. BND - Sharpe Ratio Comparison

The current IHY Sharpe Ratio is 1.24, which is comparable to the BND Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of IHY 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


IHYBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.24

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.02

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.29

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.59

-0.04

Drawdowns

IHY vs. BND - Drawdown Comparison

The maximum IHY drawdown since its inception was -27.63%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for IHY and BND.


Loading charts...

Drawdown Indicators


IHYBNDDifference

Max Drawdown

Largest peak-to-trough decline

-27.63%

-18.58%

-9.05%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-2.68%

-2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-4.75%

-5.92%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-27.63%

-17.91%

-9.72%

Max Drawdown (10Y)

Largest decline over 10 years

-27.63%

-18.58%

-9.05%

Current Drawdown

Current decline from peak

-0.72%

-2.23%

+1.51%

Average Drawdown

Average peak-to-trough decline

-5.28%

-3.06%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

0.89%

+0.43%

Volatility

IHY vs. BND - Volatility Comparison

VanEck Vectors International High Yield Bond ETF (IHY) has a higher volatility of 1.32% compared to Vanguard Total Bond Market ETF (BND) at 1.22%. This indicates that IHY'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.


Loading charts...

Volatility by Period


IHYBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

1.22%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.93%

2.66%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

5.39%

3.78%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.73%

6.02%

+1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.72%

5.53%

+2.19%

IHY vs. BND - Expense Ratio Comparison

IHY has a 0.40% expense ratio, which is higher than BND's 0.03% expense ratio.


Dividends

IHY vs. BND - Dividend Comparison

IHY's dividend yield for the trailing twelve months is around 5.67%, more than BND's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
IHY
VanEck Vectors International High Yield Bond ETF
5.67%5.31%5.60%5.26%4.97%4.55%4.65%4.86%4.70%4.36%5.11%5.79%

Frequently Asked Questions


IHY and BND have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IHY has higher volatility (1.32%) compared to BND (1.22%). In terms of maximum drawdown, IHY dropped -27.63% vs BND's -18.58%.

On 10-year performance, IHY leads with 4.06% vs 1.61% for BND. On fees, BND is cheaper at 0.03% 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, IHY has performed better with a 4.06% return vs 1.61%. 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 0.40% for IHY.

IHY has the higher dividend yield at 5.67%, compared with 3.96% for BND.

IHY is categorized as High Yield Bonds, while BND is Total Bond Market. IHY tracks Bank of America Merrill Lynch Global Ex-­‐US Issuers High Yield Constrained Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: VanEck and Vanguard. Their fees differ too: 0.40% for IHY and 0.03% for BND.

IHY currently has the higher Sharpe Ratio (1.24 vs 1.24), 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 IHY 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