MSFT vs. BNDX
MSFT (Microsoft Corporation) is a stock, while BNDX (Vanguard Total International Bond ETF) is Global Bonds fund tracking the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). Over the past 10 years, MSFT returned 24.39%/yr vs 1.72%/yr for BNDX. At a 0.04 correlation, their price movements are largely independent.
Performance
MSFT vs. BNDX - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -18.85% return, which is significantly lower than BNDX's 1.02% return. Over the past 10 years, MSFT has outperformed BNDX with an annualized return of 24.39%, while BNDX has yielded a comparatively lower 1.72% annualized return.
MSFT
- 1D
- 0.10%
- 1M
- -3.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.75%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
BNDX
- 1D
- 0.17%
- 1M
- 0.99%
- YTD
- 1.02%
- 6M
- 1.22%
- 1Y
- 1.94%
- 3Y*
- 4.32%
- 5Y*
- 0.32%
- 10Y*
- 1.72%
MSFT vs. BNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
BNDX Vanguard Total International Bond ETF | 1.02% | 2.86% | 3.57% | 8.77% | -12.76% | -2.29% | 4.65% | 7.87% | 2.81% | 2.40% |
Correlation
The correlation between MSFT and BNDX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | 0.04 |
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Return for Risk
MSFT vs. BNDX — Risk / Return Rank
MSFT
BNDX
MSFT vs. BNDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) 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.
| MSFT | BNDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.10 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 0.66 | -1.19 |
| Martin ratioReturn relative to average drawdown | -1.08 | 1.84 | -2.92 |
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Drawdowns
MSFT vs. BNDX - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for MSFT and BNDX.
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Drawdown Indicators
| MSFT | BNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -16.23% | -53.15% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -2.93% | -30.98% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -2.93% | -30.98% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -15.86% | -21.29% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -16.23% | -20.92% |
Current DrawdownCurrent decline from peak | -27.46% | -1.02% | -26.44% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -3.10% | -18.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 1.05% | +15.43% |
Volatility
MSFT vs. BNDX - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.52% compared to Vanguard Total International Bond ETF (BNDX) at 1.49%. This indicates that MSFT'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
| MSFT | BNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 1.49% | +9.03% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 2.96% | +19.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 3.47% | +21.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 4.89% | +21.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 4.10% | +22.96% |
Dividends
MSFT vs. BNDX - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, less than BNDX's 4.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 4.47% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
MSFT Microsoft Corporation | 0.91% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Frequently Asked Questions
MSFT and BNDX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.52%) compared to BNDX (1.49%). In terms of maximum drawdown, MSFT dropped -69.38% vs BNDX's -16.23%.
BNDX currently has the higher Sharpe Ratio (0.56 vs -0.70), 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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