STOT vs. BND
STOT (State Street DoubleLine Short Duration Total Return Tactical ETF) and BND (Vanguard Total Bond Market ETF) are both exchange-traded funds - STOT is a Short-Term Bond fund tracking the Bloomberg U.S. Aggregate 1-3 Year 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, STOT returned 2.43%/yr vs 1.56%/yr for BND. At a 0.50 correlation, their price movements are largely independent. STOT charges 0.45%/yr vs 0.03%/yr for BND.
Performance
STOT vs. BND - Performance Comparison
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Returns By Period
In the year-to-date period, STOT achieves a 1.08% return, which is significantly higher than BND's 0.49% return. Over the past 10 years, STOT has outperformed BND with an annualized return of 2.43%, while BND has yielded a comparatively lower 1.56% annualized return.
STOT
- 1D
- 0.02%
- 1M
- 0.17%
- YTD
- 1.08%
- 6M
- 1.29%
- 1Y
- 3.90%
- 3Y*
- 5.23%
- 5Y*
- 2.81%
- 10Y*
- 2.43%
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%
STOT vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 1.08% | 5.56% | 5.26% | 6.39% | -3.75% | 0.27% | 2.43% | 4.40% | 0.95% | 1.71% |
BND Vanguard Total Bond Market ETF | 0.49% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Correlation
The correlation between STOT and BND is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2016 | 0.50 |
The correlation between STOT and BND shifts across timeframes, from 0.50 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
STOT vs. BND — Risk / Return Rank
STOT
BND
STOT vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) 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.
| STOT | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.34 | ||
| Sortino ratioReturn per unit of downside risk | +3.61 | ||
| Omega ratioGain probability vs. loss probability | 1.71 | 1.20 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 5.13 | 1.59 | +3.54 |
| Martin ratioReturn relative to average drawdown | 22.23 | 4.52 | +17.72 |
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Drawdowns
STOT vs. BND - Drawdown Comparison
The maximum STOT drawdown since its inception was -6.07%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for STOT and BND.
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Drawdown Indicators
| STOT | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.07% | -18.58% | +12.51% |
Max Drawdown (1Y)Largest decline over 1 year | -0.76% | -2.68% | +1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -0.76% | -5.92% | +5.16% |
Max Drawdown (5Y)Largest decline over 5 years | -6.07% | -17.91% | +11.84% |
Max Drawdown (10Y)Largest decline over 10 years | -6.07% | -18.58% | +12.51% |
Current DrawdownCurrent decline from peak | -0.12% | -2.15% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -0.83% | -3.06% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.18% | 0.94% | -0.76% |
Volatility
STOT vs. BND - Volatility Comparison
The current volatility for State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) is 0.37%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.08%. This indicates that STOT experiences smaller price fluctuations and is considered to be less risky 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
| STOT | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.37% | 1.08% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 0.87% | 2.77% | -1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.13% | 3.74% | -2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.73% | 6.03% | -4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.20% | 5.53% | -3.33% |
STOT vs. BND - Expense Ratio Comparison
STOT has a 0.45% expense ratio, which is higher than BND's 0.03% expense ratio.
Dividends
STOT vs. BND - Dividend Comparison
STOT's dividend yield for the trailing twelve months is around 4.40%, more 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% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 4.40% | 4.52% | 5.10% | 4.53% | 2.54% | 1.76% | 1.66% | 2.61% | 2.50% | 1.95% | 2.08% | 0.00% |
Frequently Asked Questions
STOT and BND have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BND has higher volatility (1.08%) compared to STOT (0.37%). In terms of maximum drawdown, STOT dropped -6.07% vs BND's -18.58%.
On 10-year performance, STOT leads with 2.43% vs 1.56% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, STOT has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, STOT has performed better with a 2.43% return vs 1.56%. 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 0.45% for STOT.
STOT has the higher dividend yield at 4.40%, compared with 3.96% for BND.
STOT is categorized as Short-Term Bond, while BND is Total Bond Market. STOT tracks Bloomberg U.S. Aggregate 1-3 Year Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.45% for STOT and 0.03% for BND.
STOT currently has the higher Sharpe Ratio (3.48 vs 1.14), 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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