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VFICX vs. BNDW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFICX and BNDW is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

VFICX vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
11.10%
9.24%
VFICX
BNDW

Key characteristics

Sharpe Ratio

VFICX:

0.66

BNDW:

0.57

Sortino Ratio

VFICX:

0.97

BNDW:

0.83

Omega Ratio

VFICX:

1.11

BNDW:

1.10

Calmar Ratio

VFICX:

0.26

BNDW:

0.24

Martin Ratio

VFICX:

2.18

BNDW:

1.81

Ulcer Index

VFICX:

1.67%

BNDW:

1.41%

Daily Std Dev

VFICX:

5.54%

BNDW:

4.49%

Max Drawdown

VFICX:

-22.68%

BNDW:

-17.22%

Current Drawdown

VFICX:

-8.48%

BNDW:

-6.24%

Returns By Period

In the year-to-date period, VFICX achieves a 2.92% return, which is significantly higher than BNDW's 2.55% return.


VFICX

YTD

2.92%

1M

-0.19%

6M

2.43%

1Y

3.76%

5Y*

0.07%

10Y*

1.79%

BNDW

YTD

2.55%

1M

0.24%

6M

2.55%

1Y

2.62%

5Y*

-0.08%

10Y*

N/A

Compare stocks, funds, or ETFs

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


VFICX vs. BNDW - Expense Ratio Comparison

VFICX has a 0.20% expense ratio, which is higher than BNDW's 0.06% 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%.


VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
Expense ratio chart for VFICX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for BNDW: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VFICX vs. BNDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) and Vanguard Total World Bond ETF (BNDW). 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.


Sharpe ratio
The chart of Sharpe ratio for VFICX, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.000.660.57
The chart of Sortino ratio for VFICX, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.000.970.83
The chart of Omega ratio for VFICX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.10
The chart of Calmar ratio for VFICX, currently valued at 0.26, compared to the broader market0.002.004.006.008.0010.0012.0014.000.260.24
The chart of Martin ratio for VFICX, currently valued at 2.18, compared to the broader market0.0020.0040.0060.002.181.81
VFICX
BNDW

The current VFICX Sharpe Ratio is 0.66, which is comparable to the BNDW Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VFICX and BNDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.66
0.57
VFICX
BNDW

Dividends

VFICX vs. BNDW - Dividend Comparison

VFICX's dividend yield for the trailing twelve months is around 4.52%, more than BNDW's 4.19% yield.


TTM20232022202120202019201820172016201520142013
VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
4.52%3.81%3.09%2.26%2.51%3.04%3.21%2.80%2.87%3.08%3.16%3.27%
BNDW
Vanguard Total World Bond ETF
2.71%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VFICX vs. BNDW - Drawdown Comparison

The maximum VFICX drawdown since its inception was -22.68%, which is greater than BNDW's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for VFICX and BNDW. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-8.48%
-6.24%
VFICX
BNDW

Volatility

VFICX vs. BNDW - Volatility Comparison

Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) has a higher volatility of 1.77% compared to Vanguard Total World Bond ETF (BNDW) at 1.28%. This indicates that VFICX's price experiences larger fluctuations and is considered to be riskier than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.77%
1.28%
VFICX
BNDW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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