PortfoliosLab logoPortfoliosLab logo
VDE vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDE vs. BND - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VDE achieves a 32.48% return, which is significantly higher than BND's 0.41% return. Over the past 10 years, VDE has outperformed BND with an annualized return of 9.47%, while BND has yielded a comparatively lower 1.61% annualized return.


VDE

1D
0.18%
1M
-1.99%
YTD
32.48%
6M
28.99%
1Y
48.54%
3Y*
18.32%
5Y*
20.47%
10Y*
9.47%

BND

1D
0.14%
1M
0.23%
YTD
0.41%
6M
0.44%
1Y
4.60%
3Y*
4.01%
5Y*
0.11%
10Y*
1.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDE vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDE
Vanguard Energy ETF
32.48%7.11%6.75%0.03%62.89%56.31%-33.02%9.28%-19.95%-2.50%
BND
Vanguard Total Bond Market ETF
0.41%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Correlation

The correlation between VDE and BND is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.22

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

-0.06

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

-0.10

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

-0.14

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2007

-0.20

The correlation between VDE and BND shifts across timeframes, from -0.22 (1 year) to -0.06 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VDE vs. BND — Risk / Return Rank

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

VDE
VDE Risk / Return Rank: 7171
Overall Rank
VDE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VDE Sortino Ratio Rank: 6868
Sortino Ratio Rank
VDE Omega Ratio Rank: 6565
Omega Ratio Rank
VDE Calmar Ratio Rank: 8181
Calmar Ratio Rank
VDE Martin Ratio Rank: 6767
Martin Ratio Rank

BND
BND Risk / Return Rank: 3535
Overall Rank
BND Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3636
Sortino Ratio Rank
BND Omega Ratio Rank: 3333
Omega Ratio Rank
BND Calmar Ratio Rank: 3535
Calmar Ratio Rank
BND Martin Ratio Rank: 3535
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.

VDE vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy ETF (VDE) 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.


VDEBNDDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.39

1.22

+0.17

Calmar ratioReturn relative to maximum drawdown

4.13

1.73

+2.41

Martin ratioReturn relative to average drawdown

12.11

5.21

+6.91

VDE vs. BND - Sharpe Ratio Comparison

The current VDE Sharpe Ratio is 2.41, which is higher than the BND Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of VDE 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.


Loading charts...

Sharpe Ratios by Period


VDEBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

1.24

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.02

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.29

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.59

-0.31

Drawdowns

VDE vs. BND - Drawdown Comparison

The maximum VDE drawdown since its inception was -74.20%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for VDE and BND.


Loading charts...

Drawdown Indicators


VDEBNDDifference

Max Drawdown

Largest peak-to-trough decline

-74.20%

-18.58%

-55.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-2.68%

-9.12%

Max Drawdown (3Y)

Largest decline over 3 years

-21.41%

-5.92%

-15.49%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-17.91%

-8.67%

Max Drawdown (10Y)

Largest decline over 10 years

-69.29%

-18.58%

-50.71%

Current Drawdown

Current decline from peak

-6.27%

-2.23%

-4.04%

Average Drawdown

Average peak-to-trough decline

-19.96%

-3.06%

-16.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

0.89%

+3.13%

Volatility

VDE vs. BND - Volatility Comparison

Vanguard Energy ETF (VDE) has a higher volatility of 7.99% compared to Vanguard Total Bond Market ETF (BND) at 1.22%. This indicates that VDE'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.


Loading charts...

Volatility by Period


VDEBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

1.22%

+6.77%

Volatility (6M)

Calculated over the trailing 6-month period

16.27%

2.66%

+13.61%

Volatility (1Y)

Calculated over the trailing 1-year period

20.34%

3.78%

+16.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.40%

6.02%

+20.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.93%

5.53%

+24.40%

VDE vs. BND - Expense Ratio Comparison

VDE has a 0.09% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VDE vs. BND - Dividend Comparison

VDE's dividend yield for the trailing twelve months is around 2.37%, less than BND's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
VDE
Vanguard Energy ETF
2.37%3.11%3.23%3.34%3.65%4.13%4.76%3.42%3.35%2.90%2.31%3.17%

Frequently Asked Questions


VDE and BND have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VDE has higher volatility (7.99%) compared to BND (1.22%). In terms of maximum drawdown, VDE dropped -74.20% vs BND's -18.58%.

On 10-year performance, VDE leads with 9.47% vs 1.61% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VDE has performed better with a 9.47% return vs 1.61%. 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 0.09% for VDE.

BND has the higher dividend yield at 3.96%, compared with 2.37% for VDE.

VDE is categorized as Energy Equities, while BND is Total Bond Market. VDE tracks MSCI US Investable Market Energy 25/50 Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. Their fees differ too: 0.09% for VDE and 0.03% for BND.

VDE currently has the higher Sharpe Ratio (2.41 vs 1.24), 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

Find the right allocation for VDE and BND

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer