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VBU.NEO vs. BOND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBU.NEO vs. BOND - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) and PIMCO Active Bond ETF (BOND). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VBU.NEO is traded in CAD, while BOND is traded in USD. To make them comparable, the BOND values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VBU.NEO achieves a -2.13% return, which is significantly lower than BOND's 2.05% return. Over the past 10 years, VBU.NEO has underperformed BOND with an annualized return of -0.16%, while BOND has yielded a comparatively higher 3.05% annualized return.


VBU.NEO

1D
0.14%
1M
-0.19%
YTD
-2.13%
6M
-2.49%
1Y
-1.03%
3Y*
-0.45%
5Y*
-2.71%
10Y*
-0.16%

BOND

1D
0.29%
1M
2.49%
YTD
2.05%
6M
0.49%
1Y
7.99%
3Y*
6.28%
5Y*
3.44%
10Y*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBU.NEO vs. BOND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBU.NEO
Vanguard U.S. Aggregate Bond Index ETF
-2.13%1.31%-2.90%4.56%-13.69%-2.10%7.24%7.76%-1.05%3.47%
BOND
PIMCO Active Bond ETF
2.05%3.42%11.60%4.14%-8.48%-1.67%5.97%3.20%8.57%-1.91%

Correlation

The correlation between VBU.NEO and BOND is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.54

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

0.50

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2014

0.36

The correlation between VBU.NEO and BOND shifts across timeframes, from 0.36 (all time) to 0.54 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VBU.NEO vs. BOND — Risk / Return Rank

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

VBU.NEO
VBU.NEO Risk / Return Rank: 77
Overall Rank
VBU.NEO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VBU.NEO Sortino Ratio Rank: 66
Sortino Ratio Rank
VBU.NEO Omega Ratio Rank: 66
Omega Ratio Rank
VBU.NEO Calmar Ratio Rank: 77
Calmar Ratio Rank
VBU.NEO Martin Ratio Rank: 66
Martin Ratio Rank

BOND
BOND Risk / Return Rank: 4545
Overall Rank
BOND Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 4848
Sortino Ratio Rank
BOND Omega Ratio Rank: 4646
Omega Ratio Rank
BOND Calmar Ratio Rank: 4242
Calmar Ratio Rank
BOND Martin Ratio Rank: 4242
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.

VBU.NEO vs. BOND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) and PIMCO Active Bond ETF (BOND). 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.


VBU.NEOBONDDifference
Sharpe ratioReturn per unit of total volatility

-1.69

Sortino ratioReturn per unit of downside risk

-2.38

Omega ratioGain probability vs. loss probability

0.97

1.26

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.23

2.02

-2.24

Martin ratioReturn relative to average drawdown

-0.59

4.59

-5.18

VBU.NEO vs. BOND - Sharpe Ratio Comparison

The current VBU.NEO Sharpe Ratio is -0.22, which is lower than the BOND Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of VBU.NEO and BOND, 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


VBU.NEOBONDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

1.47

-1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

0.47

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.40

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.70

-0.62

Drawdowns

VBU.NEO vs. BOND - Drawdown Comparison

The maximum VBU.NEO drawdown since its inception was -19.38%, which is greater than BOND's maximum drawdown of -18.33%. Use the drawdown chart below to compare losses from any high point for VBU.NEO and BOND.


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Drawdown Indicators


VBU.NEOBONDDifference

Max Drawdown

Largest peak-to-trough decline

-19.38%

-18.33%

-1.05%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

-3.98%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-6.80%

-7.07%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-18.46%

-14.90%

-3.56%

Max Drawdown (10Y)

Largest decline over 10 years

-19.38%

-18.33%

-1.05%

Current Drawdown

Current decline from peak

-15.47%

-0.88%

-14.59%

Average Drawdown

Average peak-to-trough decline

-6.05%

-5.06%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.75%

-0.01%

Volatility

VBU.NEO vs. BOND - Volatility Comparison

Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) has a higher volatility of 2.45% compared to PIMCO Active Bond ETF (BOND) at 1.39%. This indicates that VBU.NEO's price experiences larger fluctuations and is considered to be riskier than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBU.NEOBONDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.45%

1.39%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.49%

4.27%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

4.79%

5.46%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.33%

7.39%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.97%

7.57%

-1.60%

VBU.NEO vs. BOND - Expense Ratio Comparison

VBU.NEO has a 0.22% expense ratio, which is lower than BOND's 0.54% expense ratio.


Dividends

VBU.NEO vs. BOND - Dividend Comparison

VBU.NEO has not paid dividends to shareholders, while BOND's dividend yield for the trailing twelve months is around 5.18%.


PositionTTM20252024202320222021202020192018201720162015
BOND
PIMCO Active Bond ETF
5.18%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%
VBU.NEO
Vanguard U.S. Aggregate Bond Index ETF
0.00%0.00%0.24%2.72%2.31%1.83%2.14%2.36%2.28%2.20%2.19%2.18%

Frequently Asked Questions


VBU.NEO and BOND have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VBU.NEO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VBU.NEO is cheaper with a 0.22% expense ratio, compared with 0.54% for BOND.

VBU.NEO is categorized as Total Bond Market, while BOND is Intermediate Core-Plus Bond. They also come from different issuers: Vanguard and PIMCO. Their fees differ too: 0.22% for VBU.NEO and 0.54% for BOND.

Portfolio Optimizer

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