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

Correlation

The correlation between TOTR and BND is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

TOTR vs. BND

Last updated May 25, 2025

Compare and contrast key facts about T. Rowe Price Total Return ETF (TOTR) and Vanguard Total Bond Market ETF (BND).

TOTR and BND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TOTR is an actively managed fund by T. Rowe Price. It was launched on Sep 28, 2021. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOTR or BND.

Performance

TOTR vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Total Return ETF (TOTR) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TOTR:

0.92

BND:

0.88

Sortino Ratio

TOTR:

1.31

BND:

1.16

Omega Ratio

TOTR:

1.15

BND:

1.14

Calmar Ratio

TOTR:

0.40

BND:

0.34

Martin Ratio

TOTR:

2.73

BND:

2.01

Ulcer Index

TOTR:

1.82%

BND:

2.11%

Daily Std Dev

TOTR:

5.64%

BND:

5.33%

Max Drawdown

TOTR:

-19.63%

BND:

-18.84%

Current Drawdown

TOTR:

-7.49%

BND:

-7.83%

Returns By Period

The year-to-date returns for both investments are quite close, with TOTR having a 1.66% return and BND slightly higher at 1.68%.

TOTR

YTD

1.66%

1M

-0.21%

6M

1.43%

1Y

5.13%

3Y*

1.11%

5Y*

N/A

10Y*

N/A

BND

YTD

1.68%

1M

-0.71%

6M

1.36%

1Y

4.55%

3Y*

1.26%

5Y*

-1.10%

10Y*

1.40%

*Annualized

Compare stocks, funds, or ETFs

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T. Rowe Price Total Return ETF

Vanguard Total Bond Market ETF

TOTR vs. BND - Expense Ratio Comparison

TOTR has a 0.31% expense ratio, which is higher than BND's 0.03% expense ratio.

TOTR
T. Rowe Price Total Return ETF
BND
Vanguard Total Bond Market ETF
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TOTR vs. BND — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TOTR
The Risk-Adjusted Performance Rank of TOTR is 7171
Overall Rank
The Sharpe Ratio Rank of TOTR is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of TOTR is 7979
Sortino Ratio Rank
The Omega Ratio Rank of TOTR is 7272
Omega Ratio Rank
The Calmar Ratio Rank of TOTR is 5252
Calmar Ratio Rank
The Martin Ratio Rank of TOTR is 7272
Martin Ratio Rank
BND
The Risk-Adjusted Performance Rank of BND is 6565
Overall Rank
The Sharpe Ratio Rank of BND is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 7474
Sortino Ratio Rank
The Omega Ratio Rank of BND is 6767
Omega Ratio Rank
The Calmar Ratio Rank of BND is 4747
Calmar Ratio Rank
The Martin Ratio Rank of BND is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TOTR vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Total Return ETF (TOTR) 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.

The current TOTR Sharpe Ratio is 0.92, which is comparable to the BND Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of TOTR 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TOTR vs. BND - Dividend Comparison

TOTR's dividend yield for the trailing twelve months is around 4.72%, more than BND's 3.77% yield.

TTM20242023202220212020201920182017201620152014
TOTR
T. Rowe Price Total Return ETF		4.72%5.33%4.71%3.45%0.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF		3.77%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

TOTR vs. BND - Drawdown Comparison

The maximum TOTR drawdown since its inception was -19.63%, roughly equal to the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for TOTR and BND.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TOTR vs. BND - Volatility Comparison

T. Rowe Price Total Return ETF (TOTR) has a higher volatility of 1.62% compared to Vanguard Total Bond Market ETF (BND) at 1.45%. This indicates that TOTR'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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