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VBND vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBND vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vident U.S. Bond Strategy ETF (VBND) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VBND achieves a 0.39% return, which is significantly higher than BND's 0.27% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: VBND at 1.58% and BND at 1.58%.


VBND

1D
-0.16%
1M
0.60%
YTD
0.39%
6M
0.57%
1Y
5.65%
3Y*
4.74%
5Y*
0.41%
10Y*
1.58%

BND

1D
-0.19%
1M
0.27%
YTD
0.27%
6M
0.12%
1Y
5.11%
3Y*
3.96%
5Y*
0.09%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBND vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBND
Vident U.S. Bond Strategy ETF
0.39%7.31%1.26%8.16%-14.18%-0.43%5.37%9.50%-0.96%3.15%
BND
Vanguard Total Bond Market ETF
0.27%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Correlation

The correlation between VBND and BND is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2014

0.85

The correlation between VBND and BND has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.

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Return for Risk

VBND vs. BND — Risk / Return Rank

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

VBND
VBND Risk / Return Rank: 3737
Overall Rank
VBND Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VBND Sortino Ratio Rank: 3838
Sortino Ratio Rank
VBND Omega Ratio Rank: 3434
Omega Ratio Rank
VBND Calmar Ratio Rank: 4141
Calmar Ratio Rank
VBND Martin Ratio Rank: 3535
Martin Ratio Rank

BND
BND Risk / Return Rank: 3737
Overall Rank
BND Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3939
Sortino Ratio Rank
BND Omega Ratio Rank: 3535
Omega Ratio Rank
BND Calmar Ratio Rank: 3838
Calmar Ratio Rank
BND Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VBND vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vident U.S. Bond Strategy ETF (VBND) 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.


VBNDBNDDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratioReturn relative to maximum drawdown

2.01

1.92

+0.09

Martin ratioReturn relative to average drawdown

5.41

5.80

-0.39

VBND vs. BND - Sharpe Ratio Comparison

The current VBND Sharpe Ratio is 1.30, which is comparable to the BND Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of VBND and BND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VBNDBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.36

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.01

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.29

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.59

-0.27

Drawdowns

VBND vs. BND - Drawdown Comparison

The maximum VBND drawdown since its inception was -18.97%, roughly equal to the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for VBND and BND.


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Drawdown Indicators


VBNDBNDDifference

Max Drawdown

Largest peak-to-trough decline

-18.97%

-18.58%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-2.68%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-4.60%

-5.92%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-18.97%

-17.91%

-1.06%

Max Drawdown (10Y)

Largest decline over 10 years

-18.97%

-18.58%

-0.39%

Current Drawdown

Current decline from peak

-0.87%

-2.37%

+1.50%

Average Drawdown

Average peak-to-trough decline

-4.21%

-3.06%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.88%

+0.17%

Volatility

VBND vs. BND - Volatility Comparison

Vident U.S. Bond Strategy ETF (VBND) has a higher volatility of 1.49% compared to Vanguard Total Bond Market ETF (BND) at 1.23%. This indicates that VBND'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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Volatility by Period


VBNDBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

1.23%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

2.66%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

3.78%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

6.02%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.45%

5.53%

-0.08%

VBND vs. BND - Expense Ratio Comparison

VBND has a 0.41% expense ratio, which is higher than BND's 0.03% expense ratio.


Dividends

VBND vs. BND - Dividend Comparison

VBND's dividend yield for the trailing twelve months is around 4.23%, more than BND's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.97%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
VBND
Vident U.S. Bond Strategy ETF
4.23%4.22%4.41%3.88%2.55%1.56%1.98%3.14%2.82%2.00%3.12%1.49%

Frequently Asked Questions


VBND and BND have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VBND has higher volatility (1.49%) compared to BND (1.23%). In terms of maximum drawdown, VBND dropped -18.97% vs BND's -18.58%.

On 10-year performance, BND leads with 1.58% vs 1.58% for VBND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BND has performed better with a 1.58% return vs 1.58%. 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 0.41% for VBND.

VBND has the higher dividend yield at 4.23%, compared with 3.97% for BND.

VBND is categorized as Intermediate Core-Plus Bond, while BND is Total Bond Market. VBND tracks Vident Core U.S. Bond Strategy Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: Vident and Vanguard. Their fees differ too: 0.41% for VBND and 0.03% for BND.

BND currently has the higher Sharpe Ratio (1.36 vs 1.30), 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.

Portfolio Optimizer

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