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IJT vs. BNDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJT vs. BNDX

Last updated Jun 12, 2026

IJT (iShares S&P SmallCap 600 Growth ETF) and BNDX (Vanguard Total International Bond ETF) are both exchange-traded funds - IJT is a Small Cap Growth Equities fund tracking the S&P SmallCap 600 Growth 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, IJT returned 11.15%/yr vs 1.69%/yr for BNDX. At a 0.01 correlation, their price movements are largely independent. IJT charges 0.18%/yr vs 0.07%/yr for BNDX.

Performance

IJT vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Growth ETF (IJT) 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, IJT achieves a 18.94% return, which is significantly higher than BNDX's 0.85% return. Over the past 10 years, IJT has outperformed BNDX with an annualized return of 11.15%, while BNDX has yielded a comparatively lower 1.69% annualized return.

IJT

1D
3.09%
1M
4.14%
YTD
18.94%
6M
14.08%
1Y
28.20%
3Y*
14.83%
5Y*
5.86%
10Y*
11.15%

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)

IJT vs. BNDX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJT
iShares S&P SmallCap 600 Growth ETF		18.94%5.26%9.33%17.11%-21.32%22.37%19.22%20.98%-4.40%14.47%
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 IJT and BNDX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.39

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

0.25

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

0.17

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

0.05

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

0.01

Over the past year, IJT and BNDX have become more correlated (0.39) than their long-term average of 0.01, meaning their price movements have been converging.

IJT vs. BNDX - Sectors Allocation Comparison

Sectors
IJT
BNDX

Technology

20.1%

-

Industrials

20.0%
0.0%

Healthcare

14.5%
0.0%

Financial Services

13.6%
0.0%

Consumer Cyclical

9.8%

-

Real Estate

6.3%
0.0%

Energy

4.9%
0.0%

Basic Materials

2.8%

-

Consumer Defensive

2.8%

-

Communication Services

2.7%
0.0%

Utilities

1.9%
0.0%

Technology

IJT
20.1%
BNDX

-

Industrials

IJT
20.0%
BNDX
0.0%

Healthcare

IJT
14.5%
BNDX
0.0%

Financial Services

IJT
13.6%
BNDX
0.0%

Consumer Cyclical

IJT
9.8%
BNDX

-

Real Estate

IJT
6.3%
BNDX
0.0%

Energy

IJT
4.9%
BNDX
0.0%

Basic Materials

IJT
2.8%
BNDX

-

Consumer Defensive

IJT
2.8%
BNDX

-

Communication Services

IJT
2.7%
BNDX
0.0%

Utilities

IJT
1.9%
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 Growth ETF

Vanguard Total International Bond ETF

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Often compared with BNDX:
BNDX vs. BNDBNDX vs. BNDWBNDX vs. VTABXBNDX vs. IAGGBNDX vs. FBIIXBNDX vs. IGOVBNDX vs. VWOB

Return for Risk

IJT vs. BNDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJT
IJT Risk / Return Rank: 6262
Overall Rank
IJT Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IJT Sortino Ratio Rank: 5959
Sortino Ratio Rank
IJT Omega Ratio Rank: 5353
Omega Ratio Rank
IJT Calmar Ratio Rank: 7373
Calmar Ratio Rank
IJT Martin Ratio Rank: 7070
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.

IJT vs. BNDX - Risk-Adjusted Trends Comparison

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

IJTBNDXDifference
Sharpe ratioReturn per unit of total volatility
1.58
0.58

+1.00

Sortino ratioReturn per unit of downside risk
2.35
0.84

+1.50

Omega ratioGain probability vs. loss probability

1.28

1.10

+0.17

Calmar ratioReturn relative to maximum drawdown

3.12

0.68

+2.44

Martin ratioReturn relative to average drawdown

10.87

1.90

+8.97

IJT vs. BNDX - Sharpe Ratio Comparison

The current IJT Sharpe Ratio is 1.58, which is higher than the BNDX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of IJT 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

IJT vs. BNDX - Drawdown Comparison

The maximum IJT drawdown since its inception was -57.61%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for IJT and BNDX.

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Drawdown Indicators

IJTBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-57.61%

-16.23%

-41.38%

Max Drawdown (1Y)

Largest decline over 1 year

-9.08%

-2.93%

-6.15%

Max Drawdown (3Y)

Largest decline over 3 years

-27.41%

-2.93%

-24.48%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

-15.86%

-13.38%

Max Drawdown (10Y)

Largest decline over 10 years

-42.03%

-16.23%

-25.80%

Current Drawdown

Current decline from peak

0.00%

-1.18%

+1.18%

Average Drawdown

Average peak-to-trough decline

-10.30%

-3.10%

-7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

1.05%

+1.56%

Volatility

IJT vs. BNDX - Volatility Comparison

iShares S&P SmallCap 600 Growth ETF (IJT) has a higher volatility of 5.59% compared to Vanguard Total International Bond ETF (BNDX) at 1.50%. This indicates that IJT'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

IJTBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

1.50%

+4.09%

Volatility (6M)

Calculated over the trailing 6-month period

13.01%

2.96%

+10.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

3.47%

+14.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

4.89%

+16.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.05%

4.10%

+18.95%

IJT vs. BNDX - Expense Ratio Comparison

IJT has a 0.18% 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

IJT vs. BNDX - Dividend Comparison

IJT's dividend yield for the trailing twelve months is around 0.75%, 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%
IJT
iShares S&P SmallCap 600 Growth ETF		0.75%0.91%1.06%1.02%1.08%0.63%0.68%0.92%0.92%0.86%1.03%1.14%

Frequently Asked Questions

IJT and BNDX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJT has higher volatility (5.59%) compared to BNDX (1.50%). In terms of maximum drawdown, IJT dropped -57.61% vs BNDX's -16.23%.

On 10-year performance, IJT leads with 11.15% 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, IJT has performed better with a 11.15% 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 0.18% for IJT.

BNDX has the higher dividend yield at 4.48%, compared with 0.75% for IJT.

IJT is categorized as Small Cap Growth Equities, while BNDX is Global Bonds. IJT tracks S&P SmallCap 600 Growth 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: 0.18% for IJT and 0.07% for BNDX.

IJT currently has the higher Sharpe Ratio (1.58 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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