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VBILX vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VBILX and BNDX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VBILX vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VBILX:

1.02

BNDX:

1.32

Sortino Ratio

VBILX:

1.48

BNDX:

1.80

Omega Ratio

VBILX:

1.17

BNDX:

1.22

Calmar Ratio

VBILX:

0.38

BNDX:

0.53

Martin Ratio

VBILX:

2.47

BNDX:

5.62

Ulcer Index

VBILX:

2.21%

BNDX:

0.83%

Daily Std Dev

VBILX:

5.57%

BNDX:

3.75%

Max Drawdown

VBILX:

-20.65%

BNDX:

-16.23%

Current Drawdown

VBILX:

-8.82%

BNDX:

-3.50%

Returns By Period

In the year-to-date period, VBILX achieves a 2.09% return, which is significantly higher than BNDX's 0.59% return. Over the past 10 years, VBILX has underperformed BNDX with an annualized return of 1.51%, while BNDX has yielded a comparatively higher 1.98% annualized return.


VBILX

YTD

2.09%

1M

0.79%

6M

2.05%

1Y

5.67%

5Y*

-1.03%

10Y*

1.51%

BNDX

YTD

0.59%

1M

0.27%

6M

1.28%

1Y

4.91%

5Y*

-0.07%

10Y*

1.98%

*Annualized

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VBILX vs. BNDX - Expense Ratio Comparison

Both VBILX and BNDX have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

VBILX vs. BNDX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VBILX
The Risk-Adjusted Performance Rank of VBILX is 7070
Overall Rank
The Sharpe Ratio Rank of VBILX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VBILX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VBILX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VBILX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of VBILX is 6464
Martin Ratio Rank

BNDX
The Risk-Adjusted Performance Rank of BNDX is 7979
Overall Rank
The Sharpe Ratio Rank of BNDX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 8585
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.

VBILX vs. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) and Vanguard Total International Bond ETF (BNDX). 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 VBILX Sharpe Ratio is 1.02, which is comparable to the BNDX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of VBILX and BNDX, 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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Dividends

VBILX vs. BNDX - Dividend Comparison

VBILX's dividend yield for the trailing twelve months is around 3.88%, less than BNDX's 4.31% yield.


TTM20242023202220212020201920182017201620152014
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.88%3.79%3.09%2.39%3.38%2.93%2.73%2.85%2.73%3.06%2.85%3.18%
BNDX
Vanguard Total International Bond ETF
4.31%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%

Drawdowns

VBILX vs. BNDX - Drawdown Comparison

The maximum VBILX drawdown since its inception was -20.65%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for VBILX and BNDX. For additional features, visit the drawdowns tool.


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Volatility

VBILX vs. BNDX - Volatility Comparison

Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a higher volatility of 1.66% compared to Vanguard Total International Bond ETF (BNDX) at 1.14%. This indicates that VBILX's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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