ROKT vs. BNDX
ROKT (SPDR S&P Kensho Final Frontiers ETF) and BNDX (Vanguard Total International Bond ETF) are both exchange-traded funds - ROKT is a Industrials Equities fund tracking the S&P Kensho Final Frontiers Index, while BNDX is a Global Bonds fund tracking the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). Both are passively managed. Over the past 5 years, ROKT returned 23.65%/yr vs 0.32%/yr for BNDX. At a 0.08 correlation, their price movements are largely independent. ROKT charges 0.45%/yr vs 0.07%/yr for BNDX.
Performance
ROKT vs. BNDX - Performance Comparison
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Returns By Period
In the year-to-date period, ROKT achieves a 41.13% return, which is significantly higher than BNDX's 1.02% return.
ROKT
- 1D
- -3.50%
- 1M
- 2.08%
- YTD
- 41.13%
- 6M
- 44.16%
- 1Y
- 96.95%
- 3Y*
- 41.87%
- 5Y*
- 23.65%
- 10Y*
- —
BNDX
- 1D
- 0.17%
- 1M
- 1.69%
- YTD
- 1.02%
- 6M
- 1.22%
- 1Y
- 2.27%
- 3Y*
- 4.32%
- 5Y*
- 0.32%
- 10Y*
- 1.72%
ROKT vs. BNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ROKT SPDR S&P Kensho Final Frontiers ETF | 41.13% | 50.56% | 27.89% | 14.41% | -0.81% | 4.63% | 7.99% | 40.90% | -12.90% |
BNDX Vanguard Total International Bond ETF | 1.02% | 2.86% | 3.57% | 8.77% | -12.76% | -2.29% | 4.65% | 7.87% | 1.92% |
Correlation
The correlation between ROKT and BNDX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2018 | 0.08 |
The correlation between ROKT and BNDX shifts across timeframes, from 0.08 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ROKT vs. BNDX — Risk / Return Rank
ROKT
BNDX
ROKT vs. BNDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Final Frontiers ETF (ROKT) 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.
| ROKT | BNDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.59 | ||
| Sortino ratioReturn per unit of downside risk | +2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.10 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 6.38 | 0.66 | +5.72 |
| Martin ratioReturn relative to average drawdown | 26.23 | 1.84 | +24.39 |
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Drawdowns
ROKT vs. BNDX - Drawdown Comparison
The maximum ROKT drawdown since its inception was -43.16%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for ROKT and BNDX.
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Drawdown Indicators
| ROKT | BNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.16% | -16.23% | -26.93% |
Max Drawdown (1Y)Largest decline over 1 year | -15.27% | -2.93% | -12.34% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -2.93% | -20.53% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -15.86% | -7.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.23% | — |
Current DrawdownCurrent decline from peak | -12.20% | -1.02% | -11.18% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -3.10% | -3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 1.05% | +2.66% |
Volatility
ROKT vs. BNDX - Volatility Comparison
SPDR S&P Kensho Final Frontiers ETF (ROKT) has a higher volatility of 16.11% compared to Vanguard Total International Bond ETF (BNDX) at 1.49%. This indicates that ROKT'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
| ROKT | BNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.11% | 1.49% | +14.62% |
Volatility (6M)Calculated over the trailing 6-month period | 27.24% | 2.96% | +24.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.97% | 3.47% | +27.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.32% | 4.89% | +18.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.42% | 4.10% | +21.32% |
ROKT vs. BNDX - Expense Ratio Comparison
ROKT has a 0.45% expense ratio, which is higher than BNDX's 0.07% expense ratio.
Dividends
ROKT vs. BNDX - Dividend Comparison
ROKT's dividend yield for the trailing twelve months is around 0.28%, 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% |
ROKT SPDR S&P Kensho Final Frontiers ETF | 0.28% | 0.41% | 0.57% | 0.62% | 0.54% | 1.79% | 0.48% | 0.74% | 0.16% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ROKT and BNDX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROKT has higher volatility (16.11%) compared to BNDX (1.49%). In terms of maximum drawdown, ROKT dropped -43.16% vs BNDX's -16.23%.
On 5-year performance, ROKT leads with 23.65% vs 0.32% for BNDX. On fees, BNDX is cheaper at 0.07% per year. On volatility, BNDX has been the lower-risk option at 1.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ROKT has performed better with a 23.65% return vs 0.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BNDX is cheaper with a 0.07% expense ratio, compared with 0.45% for ROKT.
BNDX has the higher dividend yield at 4.47%, compared with 0.28% for ROKT.
ROKT is categorized as Industrials Equities, while BNDX is Global Bonds. ROKT tracks S&P Kensho Final Frontiers Index, while BNDX tracks Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.45% for ROKT and 0.07% for BNDX.
ROKT currently has the higher Sharpe Ratio (3.15 vs 0.56), 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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