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RISR vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RISR vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RISR achieves a 2.99% return, which is significantly higher than BND's 0.38% return.


RISR

1D
0.22%
1M
0.01%
YTD
2.99%
6M
3.27%
1Y
5.10%
3Y*
11.28%
5Y*
10Y*

BND

1D
-0.27%
1M
0.53%
YTD
0.38%
6M
0.45%
1Y
4.37%
3Y*
3.92%
5Y*
0.04%
10Y*
1.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RISR vs. BND - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
2.99%4.63%24.20%7.02%31.98%-0.04%
BND
Vanguard Total Bond Market ETF
0.38%7.08%1.38%5.65%-13.11%-0.04%

Correlation

The correlation between RISR and BND is -0.39, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.39

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

-0.50

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2021

-0.51

The correlation between RISR and BND shifts across timeframes, from -0.51 (all time) to -0.39 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RISR vs. BND — Risk / Return Rank

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

RISR
RISR Risk / Return Rank: 3030
Overall Rank
RISR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 2626
Sortino Ratio Rank
RISR Omega Ratio Rank: 2525
Omega Ratio Rank
RISR Calmar Ratio Rank: 4040
Calmar Ratio Rank
RISR Martin Ratio Rank: 3333
Martin Ratio Rank

BND
BND Risk / Return Rank: 3333
Overall Rank
BND Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3434
Sortino Ratio Rank
BND Omega Ratio Rank: 3131
Omega Ratio Rank
BND Calmar Ratio Rank: 3333
Calmar Ratio Rank
BND Martin Ratio Rank: 3333
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.

RISR vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) 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.


RISRBNDDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratioReturn relative to maximum drawdown

1.96

1.64

+0.32

Martin ratioReturn relative to average drawdown

4.64

4.69

-0.05

RISR vs. BND - Sharpe Ratio Comparison

The current RISR Sharpe Ratio is 0.95, which is comparable to the BND Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of RISR 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.


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Drawdowns

RISR vs. BND - Drawdown Comparison

The maximum RISR drawdown since its inception was -14.31%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for RISR and BND.


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Drawdown Indicators


RISRBNDDifference

Max Drawdown

Largest peak-to-trough decline

-14.31%

-18.58%

+4.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-2.68%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-8.07%

-5.92%

-2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-0.51%

-2.26%

+1.75%

Average Drawdown

Average peak-to-trough decline

-2.17%

-3.06%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

0.93%

+0.17%

Volatility

RISR vs. BND - Volatility Comparison

FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) has a higher volatility of 1.23% compared to Vanguard Total Bond Market ETF (BND) at 1.08%. This indicates that RISR'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.


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Volatility by Period


RISRBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.08%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.95%

2.77%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.40%

3.74%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.79%

6.03%

+5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.79%

5.54%

+6.25%

RISR vs. BND - Expense Ratio Comparison

RISR has a 1.13% expense ratio, which is higher than BND's 0.03% expense ratio.


Dividends

RISR vs. BND - Dividend Comparison

RISR's dividend yield for the trailing twelve months is around 5.92%, 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%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.92%5.95%5.67%7.96%4.26%0.30%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RISR and BND 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.

RISR has higher volatility (1.23%) compared to BND (1.08%). In terms of maximum drawdown, RISR dropped -14.31% vs BND's -18.58%.

On 3-year performance, RISR leads with 11.28% vs 3.92% for BND. 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 3-year period, RISR has performed better with a 11.28% return vs 3.92%. 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 1.13% for RISR.

RISR has the higher dividend yield at 5.92%, compared with 3.96% for BND.

RISR is categorized as Nontraditional Bonds, while BND is Total Bond Market. They also come from different issuers: FolioBeyond and Vanguard. Their fees differ too: 1.13% for RISR and 0.03% for BND.

BND currently has the higher Sharpe Ratio (1.18 vs 0.95), 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 RISR 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.

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