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IJS vs. BNDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJS vs. BNDX

Last updated Jun 12, 2026

IJS (iShares S&P SmallCap 600 Value ETF) and BNDX (Vanguard Total International Bond ETF) are both exchange-traded funds - IJS is a Small Cap Value Equities fund tracking the S&P SmallCap 600 Value Index, while BNDX is a Global Bonds fund tracking the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). Both are passively managed. Over the past 10 years, IJS returned 10.41%/yr vs 1.69%/yr for BNDX. At a correlation of -0.02, they often move in opposite directions. IJS charges 0.25%/yr vs 0.07%/yr for BNDX.

Performance

IJS vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Value ETF (IJS) 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, IJS achieves a 18.07% return, which is significantly higher than BNDX's 0.85% return. Over the past 10 years, IJS has outperformed BNDX with an annualized return of 10.41%, while BNDX has yielded a comparatively lower 1.69% annualized return.

IJS

1D
1.81%
1M
5.44%
YTD
18.07%
6M
14.10%
1Y
37.03%
3Y*
14.24%
5Y*
5.96%
10Y*
10.41%

BNDX

1D
0.58%
1M
1.01%
YTD
0.85%
6M
0.99%
1Y
1.99%
3Y*
4.13%
5Y*
0.29%
10Y*
1.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJS vs. BNDX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJS
iShares S&P SmallCap 600 Value ETF		18.07%6.54%7.33%14.68%-11.34%30.53%2.63%24.11%-12.86%11.35%
BNDX
Vanguard Total International Bond ETF		0.85%2.86%3.57%8.77%-12.76%-2.29%4.65%7.87%2.81%2.40%

Correlation

The correlation between IJS and BNDX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.34

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

0.25

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

0.15

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

0.01

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

-0.02

The correlation between IJS and BNDX shifts across timeframes, from -0.02 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

IJS vs. BNDX - Sectors Allocation Comparison

Sectors
IJS
BNDX

Financial Services

19.8%
0.0%

Consumer Cyclical

15.9%

-

Industrials

11.6%
0.0%

Technology

11.3%

-

Real Estate

8.7%
0.0%

Energy

7.6%
0.0%

Healthcare

7.6%
0.0%

Basic Materials

7.1%

-

Communication Services

4.4%
0.0%

Consumer Defensive

3.8%

-

Utilities

2.2%
0.0%

Financial Services

IJS
19.8%
BNDX
0.0%

Consumer Cyclical

IJS
15.9%
BNDX

-

Industrials

IJS
11.6%
BNDX
0.0%

Technology

IJS
11.3%
BNDX

-

Real Estate

IJS
8.7%
BNDX
0.0%

Energy

IJS
7.6%
BNDX
0.0%

Healthcare

IJS
7.6%
BNDX
0.0%

Basic Materials

IJS
7.1%
BNDX

-

Communication Services

IJS
4.4%
BNDX
0.0%

Consumer Defensive

IJS
3.8%
BNDX

-

Utilities

IJS
2.2%
BNDX
0.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares S&P SmallCap 600 Value ETF

Vanguard Total International Bond ETF

Often compared with IJS:
IJS vs. IJRIJS vs. AVUVIJS vs. VBRIJS vs. VIOVIJS vs. IWNIJS vs. VOOIJS vs. IWM
Often compared with BNDX:
BNDX vs. BNDBNDX vs. BNDWBNDX vs. VTABXBNDX vs. IAGGBNDX vs. FBIIXBNDX vs. IGOVBNDX vs. VWOB

Return for Risk

IJS vs. BNDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJS
IJS Risk / Return Rank: 7878
Overall Rank
IJS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 7878
Sortino Ratio Rank
IJS Omega Ratio Rank: 7171
Omega Ratio Rank
IJS Calmar Ratio Rank: 8686
Calmar Ratio Rank
IJS Martin Ratio Rank: 8181
Martin Ratio Rank
BNDX
BNDX Risk / Return Rank: 2020
Overall Rank
BNDX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 1919
Sortino Ratio Rank
BNDX Omega Ratio Rank: 1919
Omega Ratio Rank
BNDX Calmar Ratio Rank: 2020
Calmar Ratio Rank
BNDX Martin Ratio Rank: 2020
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.

IJS vs. BNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) 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.

IJSBNDXDifference
Sharpe ratioReturn per unit of total volatility
2.03
0.58

+1.45

Sortino ratioReturn per unit of downside risk
2.89
0.84

+2.05

Omega ratioGain probability vs. loss probability

1.35

1.10

+0.24

Calmar ratioReturn relative to maximum drawdown

4.01

0.68

+3.32

Martin ratioReturn relative to average drawdown

13.18

1.90

+11.28

IJS vs. BNDX - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 2.03, which is higher than the BNDX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of IJS 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

IJS vs. BNDX - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for IJS and BNDX.

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Drawdown Indicators

IJSBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-16.23%

-43.88%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-2.93%

-6.35%

Max Drawdown (3Y)

Largest decline over 3 years

-28.65%

-2.93%

-25.72%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-15.86%

-12.79%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

-16.23%

-31.45%

Current Drawdown

Current decline from peak

0.00%

-1.18%

+1.18%

Average Drawdown

Average peak-to-trough decline

-9.88%

-3.10%

-6.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

1.05%

+1.77%

Volatility

IJS vs. BNDX - Volatility Comparison

iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 4.88% compared to Vanguard Total International Bond ETF (BNDX) at 1.50%. This indicates that IJS's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IJSBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

1.50%

+3.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

2.96%

+8.86%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

3.47%

+14.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.00%

4.89%

+17.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.60%

4.10%

+19.50%

IJS vs. BNDX - Expense Ratio Comparison

IJS has a 0.25% expense ratio, which is higher than BNDX's 0.07% 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

IJS vs. BNDX - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.26%, less than BNDX's 4.48% yield.

PositionTTM20252024202320222021202020192018201720162015
BNDX
Vanguard Total International Bond ETF		4.48%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%
IJS
iShares S&P SmallCap 600 Value ETF		1.26%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%

Frequently Asked Questions

IJS and BNDX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJS has higher volatility (4.88%) compared to BNDX (1.50%). In terms of maximum drawdown, IJS dropped -60.11% vs BNDX's -16.23%.

On 10-year performance, IJS leads with 10.41% vs 1.69% for BNDX. On fees, BNDX is cheaper at 0.07% per year. On volatility, BNDX has been the lower-risk option at 1.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IJS has performed better with a 10.41% return vs 1.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BNDX is cheaper with a 0.07% expense ratio, compared with 0.25% for IJS.

BNDX has the higher dividend yield at 4.48%, compared with 1.26% for IJS.

IJS is categorized as Small Cap Value Equities, while BNDX is Global Bonds. IJS tracks S&P SmallCap 600 Value 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: 0.25% for IJS and 0.07% for BNDX.

IJS currently has the higher Sharpe Ratio (2.03 vs 0.58), 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.

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