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VGCIX vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGCIX and BNDX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

VGCIX vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Credit Bond Fund Investor Shares (VGCIX) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

8.00%10.00%12.00%14.00%16.00%18.00%December2025FebruaryMarchAprilMay
16.42%
11.43%
VGCIX
BNDX

Key characteristics

Sharpe Ratio

VGCIX:

1.78

BNDX:

1.70

Sortino Ratio

VGCIX:

2.65

BNDX:

2.48

Omega Ratio

VGCIX:

1.32

BNDX:

1.30

Calmar Ratio

VGCIX:

0.69

BNDX:

0.72

Martin Ratio

VGCIX:

7.31

BNDX:

7.65

Ulcer Index

VGCIX:

1.02%

BNDX:

0.83%

Daily Std Dev

VGCIX:

4.17%

BNDX:

3.71%

Max Drawdown

VGCIX:

-20.84%

BNDX:

-16.23%

Current Drawdown

VGCIX:

-4.41%

BNDX:

-2.91%

Returns By Period

In the year-to-date period, VGCIX achieves a 1.68% return, which is significantly higher than BNDX's 1.21% return.


VGCIX

YTD

1.68%

1M

-0.52%

6M

2.07%

1Y

6.29%

5Y*

0.81%

10Y*

N/A

BNDX

YTD

1.21%

1M

0.68%

6M

2.17%

1Y

5.53%

5Y*

0.05%

10Y*

2.05%

*Annualized

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VGCIX vs. BNDX - Expense Ratio Comparison

VGCIX has a 0.35% expense ratio, which is higher than BNDX's 0.07% expense ratio.


Expense ratio chart for VGCIX: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGCIX: 0.35%
Expense ratio chart for BNDX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BNDX: 0.07%

Risk-Adjusted Performance

VGCIX vs. BNDX — Risk-Adjusted Performance Rank

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

VGCIX
The Risk-Adjusted Performance Rank of VGCIX is 8585
Overall Rank
The Sharpe Ratio Rank of VGCIX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of VGCIX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of VGCIX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of VGCIX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VGCIX is 9090
Martin Ratio Rank

BNDX
The Risk-Adjusted Performance Rank of BNDX is 8686
Overall Rank
The Sharpe Ratio Rank of BNDX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VGCIX vs. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Credit Bond Fund Investor Shares (VGCIX) and Vanguard Total International Bond ETF (BNDX). 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.


The chart of Sharpe ratio for VGCIX, currently valued at 1.78, compared to the broader market-2.00-1.000.001.002.003.00
VGCIX: 1.78
BNDX: 1.70
The chart of Sortino ratio for VGCIX, currently valued at 2.65, compared to the broader market-2.000.002.004.006.008.00
VGCIX: 2.65
BNDX: 2.48
The chart of Omega ratio for VGCIX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.00
VGCIX: 1.32
BNDX: 1.30
The chart of Calmar ratio for VGCIX, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.00
VGCIX: 0.69
BNDX: 0.72
The chart of Martin ratio for VGCIX, currently valued at 7.31, compared to the broader market0.0010.0020.0030.0040.00
VGCIX: 7.31
BNDX: 7.65

The current VGCIX Sharpe Ratio is 1.78, which is comparable to the BNDX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of VGCIX and BNDX, 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 Ratio1.001.502.002.50December2025FebruaryMarchAprilMay
1.78
1.70
VGCIX
BNDX

Dividends

VGCIX vs. BNDX - Dividend Comparison

VGCIX's dividend yield for the trailing twelve months is around 4.76%, more than BNDX's 4.28% yield.


TTM20242023202220212020201920182017201620152014
VGCIX
Vanguard Global Credit Bond Fund Investor Shares
4.76%4.55%4.40%2.62%1.52%2.27%3.56%0.35%0.00%0.00%0.00%0.00%
BNDX
Vanguard Total International Bond ETF
4.28%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%

Drawdowns

VGCIX vs. BNDX - Drawdown Comparison

The maximum VGCIX drawdown since its inception was -20.84%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for VGCIX and BNDX. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%December2025FebruaryMarchAprilMay
-4.41%
-2.91%
VGCIX
BNDX

Volatility

VGCIX vs. BNDX - Volatility Comparison

Vanguard Global Credit Bond Fund Investor Shares (VGCIX) has a higher volatility of 1.69% compared to Vanguard Total International Bond ETF (BNDX) at 1.18%. This indicates that VGCIX's price experiences larger fluctuations and is considered to be riskier than BNDX 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%December2025FebruaryMarchAprilMay
1.69%
1.18%
VGCIX
BNDX