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

Correlation

The correlation between LQDI and BND is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

LQDI vs. BND - Performance Comparison

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

10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
31.28%
12.86%
LQDI
BND

Key characteristics

Sharpe Ratio

LQDI:

0.89

BND:

1.33

Sortino Ratio

LQDI:

1.25

BND:

1.93

Omega Ratio

LQDI:

1.16

BND:

1.23

Calmar Ratio

LQDI:

0.56

BND:

0.52

Martin Ratio

LQDI:

3.41

BND:

3.43

Ulcer Index

LQDI:

1.74%

BND:

2.05%

Daily Std Dev

LQDI:

6.67%

BND:

5.31%

Max Drawdown

LQDI:

-28.99%

BND:

-18.84%

Current Drawdown

LQDI:

-4.93%

BND:

-6.87%

Returns By Period

The year-to-date returns for both investments are quite close, with LQDI having a 2.66% return and BND slightly higher at 2.74%.


LQDI

YTD

2.66%

1M

-0.19%

6M

1.13%

1Y

6.42%

5Y*

4.04%

10Y*

N/A

BND

YTD

2.74%

1M

0.67%

6M

1.94%

1Y

7.62%

5Y*

-0.84%

10Y*

1.43%

*Annualized

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LQDI vs. BND - Expense Ratio Comparison

LQDI has a 0.18% 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%.


Expense ratio chart for LQDI: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LQDI: 0.18%
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

LQDI vs. BND — Risk-Adjusted Performance Rank

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

LQDI
The Risk-Adjusted Performance Rank of LQDI is 7373
Overall Rank
The Sharpe Ratio Rank of LQDI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of LQDI is 7575
Sortino Ratio Rank
The Omega Ratio Rank of LQDI is 7272
Omega Ratio Rank
The Calmar Ratio Rank of LQDI is 6565
Calmar Ratio Rank
The Martin Ratio Rank of LQDI is 7676
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 7979
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7676
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.

LQDI vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Inflation Hedged Corporate Bond ETF (LQDI) 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 LQDI, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.00
LQDI: 0.89
BND: 1.33
The chart of Sortino ratio for LQDI, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.00
LQDI: 1.25
BND: 1.93
The chart of Omega ratio for LQDI, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
LQDI: 1.16
BND: 1.23
The chart of Calmar ratio for LQDI, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.0012.00
LQDI: 0.56
BND: 0.52
The chart of Martin ratio for LQDI, currently valued at 3.41, compared to the broader market0.0020.0040.0060.00
LQDI: 3.41
BND: 3.43

The current LQDI Sharpe Ratio is 0.89, which is lower than the BND Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of LQDI 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.89
1.33
LQDI
BND

Dividends

LQDI vs. BND - Dividend Comparison

LQDI's dividend yield for the trailing twelve months is around 4.52%, more than BND's 3.69% yield.


TTM20242023202220212020201920182017201620152014
LQDI
iShares Inflation Hedged Corporate Bond ETF
4.52%4.65%3.98%3.27%2.42%2.34%3.26%2.53%0.00%0.00%0.00%0.00%
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

LQDI vs. BND - Drawdown Comparison

The maximum LQDI drawdown since its inception was -28.99%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for LQDI and BND. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%NovemberDecember2025FebruaryMarchApril
-4.93%
-6.87%
LQDI
BND

Volatility

LQDI vs. BND - Volatility Comparison

iShares Inflation Hedged Corporate Bond ETF (LQDI) has a higher volatility of 3.54% compared to Vanguard Total Bond Market ETF (BND) at 2.19%. This indicates that LQDI'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%NovemberDecember2025FebruaryMarchApril
3.54%
2.19%
LQDI
BND