UTG vs. BND
Compare and contrast key facts about Reaves Utility Income Trust (UTG) and Vanguard Total Bond Market ETF (BND).
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: UTG or BND.
Key characteristics
| UTG | BND | |
|---|---|---|
| YTD Return | 28.16% | 3.44% |
| 1Y Return | 40.20% | 11.07% |
| 3Y Return (Ann) | 7.31% | -1.76% |
| 5Y Return (Ann) | 5.28% | 0.09% |
| 10Y Return (Ann) | 9.64% | 1.53% |
| Sharpe Ratio | 2.87 | 1.74 |
| Sortino Ratio | 3.96 | 2.58 |
| Omega Ratio | 1.51 | 1.31 |
| Calmar Ratio | 1.73 | 0.58 |
| Martin Ratio | 15.61 | 7.28 |
| Ulcer Index | 2.71% | 1.44% |
| Daily Std Dev | 14.74% | 6.02% |
| Max Drawdown | -67.72% | -18.84% |
| Current Drawdown | -1.76% | -7.52% |
Correlation
The correlation between UTG and BND is 0.04, 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.
Performance
UTG vs. BND - Performance Comparison
In the year-to-date period, UTG achieves a 28.16% return, which is significantly higher than BND's 3.44% return. Over the past 10 years, UTG has outperformed BND with an annualized return of 9.64%, while BND has yielded a comparatively lower 1.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UTG vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Reaves Utility Income Trust (UTG) 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.
Dividends
UTG vs. BND - Dividend Comparison
UTG's dividend yield for the trailing twelve months is around 7.03%, more than BND's 3.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UTG Reaves Utility Income Trust | 7.03% | 8.53% | 8.07% | 6.35% | 6.59% | 5.69% | 6.86% | 6.54% | 9.42% | 7.14% | 5.36% | 6.67% |
BND Vanguard Total Bond Market ETF | 3.47% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
UTG vs. BND - Drawdown Comparison
The maximum UTG drawdown since its inception was -67.72%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for UTG and BND. For additional features, visit the drawdowns tool.
Volatility
UTG vs. BND - Volatility Comparison
Reaves Utility Income Trust (UTG) has a higher volatility of 4.83% compared to Vanguard Total Bond Market ETF (BND) at 1.19%. This indicates that UTG'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.