PortfoliosLab logoPortfoliosLab logo
PTBD vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTBD vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Bond ETF (PTBD) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PTBD achieves a 1.32% return, which is significantly higher than BND's 0.49% return.


PTBD

1D
-0.01%
1M
0.76%
YTD
1.32%
6M
1.58%
1Y
3.66%
3Y*
5.44%
5Y*
-1.59%
10Y*

BND

1D
0.11%
1M
0.64%
YTD
0.49%
6M
0.57%
1Y
4.23%
3Y*
3.96%
5Y*
0.05%
10Y*
1.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTBD vs. BND - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PTBD
Pacer Trendpilot US Bond ETF
1.32%2.49%4.24%8.84%-20.88%0.47%10.62%2.16%
BND
Vanguard Total Bond Market ETF
0.49%7.08%1.38%5.65%-13.11%-1.86%7.71%0.38%

Correlation

The correlation between PTBD and BND is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.68

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

0.65

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2019

0.56

The correlation between PTBD and BND shifts across timeframes, from 0.56 (all time) to 0.68 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

PTBD vs. BND — Risk / Return Rank

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

PTBD
PTBD Risk / Return Rank: 2727
Overall Rank
PTBD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PTBD Sortino Ratio Rank: 2626
Sortino Ratio Rank
PTBD Omega Ratio Rank: 2626
Omega Ratio Rank
PTBD Calmar Ratio Rank: 2525
Calmar Ratio Rank
PTBD Martin Ratio Rank: 3232
Martin Ratio Rank

BND
BND Risk / Return Rank: 3232
Overall Rank
BND Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3333
Sortino Ratio Rank
BND Omega Ratio Rank: 3030
Omega Ratio Rank
BND Calmar Ratio Rank: 3333
Calmar Ratio Rank
BND Martin Ratio Rank: 3232
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.

PTBD vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Bond ETF (PTBD) 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.

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.


PTBDBNDDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratioReturn relative to maximum drawdown

1.18

1.59

-0.41

Martin ratioReturn relative to average drawdown

4.45

4.52

-0.07

PTBD vs. BND - Sharpe Ratio Comparison

The current PTBD Sharpe Ratio is 0.96, which is comparable to the BND Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of PTBD and BND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PTBD vs. BND - Drawdown Comparison

The maximum PTBD drawdown since its inception was -26.00%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for PTBD and BND.


Loading charts...

Drawdown Indicators


PTBDBNDDifference

Max Drawdown

Largest peak-to-trough decline

-26.00%

-18.58%

-7.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

-2.68%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-3.82%

-5.92%

+2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-26.00%

-17.91%

-8.09%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-8.58%

-2.15%

-6.43%

Average Drawdown

Average peak-to-trough decline

-10.15%

-3.06%

-7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.94%

-0.12%

Volatility

PTBD vs. BND - Volatility Comparison

Pacer Trendpilot US Bond ETF (PTBD) has a higher volatility of 1.25% compared to Vanguard Total Bond Market ETF (BND) at 1.08%. This indicates that PTBD'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.


Loading charts...

Volatility by Period


PTBDBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.08%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

2.77%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.84%

3.74%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.27%

6.03%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.79%

5.53%

+2.26%

PTBD vs. BND - Expense Ratio Comparison

PTBD has a 0.60% expense ratio, which is higher than BND's 0.03% expense ratio.


Dividends

PTBD vs. BND - Dividend Comparison

PTBD's dividend yield for the trailing twelve months is around 5.85%, more than BND's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
PTBD
Pacer Trendpilot US Bond ETF
5.85%5.62%6.56%6.55%6.14%2.70%2.50%0.62%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PTBD and BND have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTBD has higher volatility (1.25%) compared to BND (1.08%). In terms of maximum drawdown, PTBD dropped -26.00% vs BND's -18.58%.

On 5-year performance, BND leads with 0.05% vs -1.59% for PTBD. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BND has performed better with a 0.05% return vs -1.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.60% for PTBD.

PTBD has the higher dividend yield at 5.85%, compared with 3.96% for BND.

PTBD is categorized as High Yield Bonds, while BND is Total Bond Market. PTBD tracks Pacer Trendpilot US Bond Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: Pacer and Vanguard. Their fees differ too: 0.60% for PTBD and 0.03% for BND.

BND currently has the higher Sharpe Ratio (1.14 vs 0.96), 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.

Portfolio Optimizer

Find the right allocation for PTBD and BND

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer