ML vs. BND
Compare and contrast key facts about MoneyLion Inc. (ML) and Vanguard Total Bond Market ETF (BND).
BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ML or BND.
Key characteristics
| ML | BND | |
|---|---|---|
| YTD Return | 29.08% | 2.40% |
| 1Y Return | 189.41% | 8.91% |
| 3Y Return (Ann) | -23.62% | -2.38% |
| Sharpe Ratio | 2.22 | 1.38 |
| Sortino Ratio | 2.77 | 2.03 |
| Omega Ratio | 1.34 | 1.24 |
| Calmar Ratio | 2.26 | 0.51 |
| Martin Ratio | 6.34 | 4.99 |
| Ulcer Index | 32.94% | 1.62% |
| Daily Std Dev | 94.06% | 5.85% |
| Max Drawdown | -97.57% | -18.84% |
| Current Drawdown | -78.19% | -8.44% |
Correlation
The correlation between ML and BND is 0.07, 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.
Performance
ML vs. BND - Performance Comparison
In the year-to-date period, ML achieves a 29.08% return, which is significantly higher than BND's 2.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ML vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MoneyLion Inc. (ML) 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.
Dividends
ML vs. BND - Dividend Comparison
ML has not paid dividends to shareholders, while BND's dividend yield for the trailing twelve months is around 3.55%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ML MoneyLion Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.55% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
ML vs. BND - Drawdown Comparison
The maximum ML drawdown since its inception was -97.57%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for ML and BND. For additional features, visit the drawdowns tool.
Volatility
ML vs. BND - Volatility Comparison
MoneyLion Inc. (ML) has a higher volatility of 32.39% compared to Vanguard Total Bond Market ETF (BND) at 1.67%. This indicates that ML'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.