VFIUX vs. BND
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) and Vanguard Total Bond Market ETF (BND).
VFIUX is managed by Vanguard. It was launched on Feb 12, 2001. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFIUX or BND.
Performance
VFIUX vs. BND - Performance Comparison
Returns By Period
In the year-to-date period, VFIUX achieves a 1.34% return, which is significantly lower than BND's 1.70% return. Over the past 10 years, VFIUX has underperformed BND with an annualized return of 0.65%, while BND has yielded a comparatively higher 1.38% annualized return.
VFIUX
1.34%
-0.78%
3.12%
5.25%
-0.75%
0.65%
BND
1.70%
-0.51%
3.15%
6.10%
-0.32%
1.38%
Key characteristics
| VFIUX | BND | |
|---|---|---|
| Sharpe Ratio | 0.99 | 1.08 |
| Sortino Ratio | 1.46 | 1.58 |
| Omega Ratio | 1.18 | 1.19 |
| Calmar Ratio | 0.33 | 0.42 |
| Martin Ratio | 2.87 | 3.46 |
| Ulcer Index | 1.83% | 1.76% |
| Daily Std Dev | 5.30% | 5.65% |
| Max Drawdown | -18.44% | -18.84% |
| Current Drawdown | -11.20% | -9.07% |
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VFIUX vs. BND - Expense Ratio Comparison
VFIUX has a 0.10% 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%.
Correlation
The correlation between VFIUX and BND is 0.86, 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.
Risk-Adjusted Performance
VFIUX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) 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.
Dividends
VFIUX vs. BND - Dividend Comparison
VFIUX's dividend yield for the trailing twelve months is around 4.11%, more than BND's 3.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | 4.11% | 3.55% | 2.07% | 1.03% | 1.28% | 2.42% | 2.44% | 1.88% | 1.70% | 1.79% | 1.75% | 1.62% |
BND Vanguard Total Bond Market ETF | 3.57% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
VFIUX vs. BND - Drawdown Comparison
The maximum VFIUX drawdown since its inception was -18.44%, roughly equal to the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VFIUX and BND. For additional features, visit the drawdowns tool.
Volatility
VFIUX vs. BND - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) is 1.29%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.50%. This indicates that VFIUX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.