SPTM vs. BND
SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF) and BND (Vanguard Total Bond Market ETF) are both exchange-traded funds - SPTM is a Large Cap Blend Equities fund tracking the S&P Composite 1500 Index, while BND is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Both are passively managed. Over the past 10 years, SPTM returned 15.22%/yr vs 1.58%/yr for BND. At a correlation of -0.13, they often move in opposite directions. Both charge a 0.03% expense ratio.
Performance
SPTM vs. BND - Performance Comparison
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Returns By Period
In the year-to-date period, SPTM achieves a 9.59% return, which is significantly higher than BND's 0.52% return. Over the past 10 years, SPTM has outperformed BND with an annualized return of 15.22%, while BND has yielded a comparatively lower 1.58% annualized return.
SPTM
- 1D
- 0.51%
- 1M
- 0.76%
- YTD
- 9.59%
- 6M
- 9.78%
- 1Y
- 26.07%
- 3Y*
- 20.50%
- 5Y*
- 12.96%
- 10Y*
- 15.22%
BND
- 1D
- -0.12%
- 1M
- 1.03%
- YTD
- 0.52%
- 6M
- 0.91%
- 1Y
- 4.77%
- 3Y*
- 4.17%
- 5Y*
- 0.03%
- 10Y*
- 1.58%
SPTM vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 9.59% | 16.93% | 23.87% | 25.55% | -17.75% | 28.58% | 17.94% | 31.34% | -5.30% | 21.18% |
BND Vanguard Total Bond Market ETF | 0.52% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Correlation
The correlation between SPTM and BND is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2007 | -0.13 |
The correlation between SPTM and BND shifts across timeframes, from -0.13 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SPTM vs. BND — Risk / Return Rank
SPTM
BND
SPTM vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) 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.
| SPTM | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 1.65 | +1.19 |
| Martin ratioReturn relative to average drawdown | 12.92 | 4.81 | +8.11 |
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Drawdowns
SPTM vs. BND - Drawdown Comparison
The maximum SPTM drawdown since its inception was -54.80%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for SPTM and BND.
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Drawdown Indicators
| SPTM | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.80% | -18.58% | -36.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -2.68% | -6.00% |
Max Drawdown (3Y)Largest decline over 3 years | -18.87% | -5.92% | -12.95% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | -17.91% | -6.23% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | -18.58% | -16.08% |
Current DrawdownCurrent decline from peak | -2.02% | -2.12% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -9.04% | -3.06% | -5.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 0.92% | +0.99% |
Volatility
SPTM vs. BND - Volatility Comparison
SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) has a higher volatility of 4.37% compared to Vanguard Total Bond Market ETF (BND) at 1.28%. This indicates that SPTM'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
| SPTM | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 1.28% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 2.74% | +6.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.34% | 3.75% | +8.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 6.03% | +10.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 5.53% | +12.53% |
SPTM vs. BND - Expense Ratio Comparison
Both SPTM and BND have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SPTM vs. BND - Dividend Comparison
SPTM's dividend yield for the trailing twelve months is around 1.05%, less than BND's 3.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.05% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.56% | 1.72% | 1.90% | 1.66% | 1.91% | 1.92% |
Frequently Asked Questions
SPTM and BND have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPTM has higher volatility (4.37%) compared to BND (1.28%). In terms of maximum drawdown, SPTM dropped -54.80% vs BND's -18.58%.
On 10-year performance, SPTM leads with 15.22% vs 1.58% for BND. Both ETFs have the same 0.03% expense ratio. On volatility, BND has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SPTM has performed better with a 15.22% return vs 1.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPTM and BND have the same expense ratio: 0.03% per year.
BND has the higher dividend yield at 3.96%, compared with 1.05% for SPTM.
SPTM is categorized as Large Cap Blend Equities, while BND is Total Bond Market. SPTM tracks S&P Composite 1500 Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: State Street and Vanguard.
SPTM currently has the higher Sharpe Ratio (2.00 vs 1.18), 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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