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STOT vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between STOT and BND is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

STOT vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.88%
1.12%
STOT
BND

Key characteristics

Sharpe Ratio

STOT:

3.59

BND:

0.29

Sortino Ratio

STOT:

5.61

BND:

0.43

Omega Ratio

STOT:

1.80

BND:

1.05

Calmar Ratio

STOT:

7.18

BND:

0.12

Martin Ratio

STOT:

26.20

BND:

0.81

Ulcer Index

STOT:

0.20%

BND:

1.94%

Daily Std Dev

STOT:

1.44%

BND:

5.44%

Max Drawdown

STOT:

-6.07%

BND:

-18.84%

Current Drawdown

STOT:

-0.23%

BND:

-9.43%

Returns By Period

In the year-to-date period, STOT achieves a 5.02% return, which is significantly higher than BND's 1.30% return.


STOT

YTD

5.02%

1M

0.37%

6M

2.91%

1Y

5.14%

5Y*

2.04%

10Y*

N/A

BND

YTD

1.30%

1M

-0.40%

6M

1.12%

1Y

1.56%

5Y*

-0.41%

10Y*

1.33%

Compare stocks, funds, or ETFs

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


STOT vs. BND - Expense Ratio Comparison

STOT has a 0.45% expense ratio, which is higher than BND's 0.03% expense ratio.


STOT
SPDR DoubleLine Short Duration Total Return Tactical ETF
Expense ratio chart for STOT: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

STOT vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR 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.


Sharpe ratio
The chart of Sharpe ratio for STOT, currently valued at 3.57, compared to the broader market0.002.004.003.570.29
The chart of Sortino ratio for STOT, currently valued at 5.58, compared to the broader market-2.000.002.004.006.008.0010.005.580.43
The chart of Omega ratio for STOT, currently valued at 1.80, compared to the broader market0.501.001.502.002.503.001.801.05
The chart of Calmar ratio for STOT, currently valued at 7.14, compared to the broader market0.005.0010.0015.007.140.12
The chart of Martin ratio for STOT, currently valued at 26.02, compared to the broader market0.0020.0040.0060.0080.00100.0026.020.81
STOT
BND

The current STOT Sharpe Ratio is 3.59, which is higher than the BND Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of STOT and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.57
0.29
STOT
BND

Dividends

STOT vs. BND - Dividend Comparison

STOT's dividend yield for the trailing twelve months is around 5.11%, more than BND's 3.67% yield.


TTM20232022202120202019201820172016201520142013
STOT
SPDR DoubleLine Short Duration Total Return Tactical ETF
5.11%4.53%2.53%1.77%1.66%2.61%2.50%1.95%2.07%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

STOT vs. BND - Drawdown Comparison

The maximum STOT drawdown since its inception was -6.07%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for STOT and BND. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.23%
-9.43%
STOT
BND

Volatility

STOT vs. BND - Volatility Comparison

The current volatility for SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) is 0.44%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.69%. 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.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
0.44%
1.69%
STOT
BND
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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