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

Performance

VGIT vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Treasury ETF (VGIT) 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, VGIT achieves a -0.73% return, which is significantly lower than BND's -0.05% return. Over the past 10 years, VGIT has underperformed BND with an annualized return of 1.21%, while BND has yielded a comparatively higher 1.56% annualized return.


VGIT

1D
-0.41%
1M
-0.67%
YTD
-0.73%
6M
-0.51%
1Y
3.61%
3Y*
3.31%
5Y*
-0.01%
10Y*
1.21%

BND

1D
-0.45%
1M
-0.39%
YTD
-0.05%
6M
0.11%
1Y
4.90%
3Y*
3.80%
5Y*
0.02%
10Y*
1.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGIT vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.73%7.34%1.39%4.28%-10.53%-2.64%7.71%6.19%1.35%1.70%
BND
Vanguard Total Bond Market ETF
-0.05%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Correlation

The correlation between VGIT and BND is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.96

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

0.96

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

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.89

The correlation between VGIT and BND has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.

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

VGIT vs. BND — Risk / Return Rank

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

VGIT
VGIT Risk / Return Rank: 2424
Overall Rank
VGIT Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 2525
Sortino Ratio Rank
VGIT Omega Ratio Rank: 2424
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2323
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2424
Martin Ratio Rank

BND
BND Risk / Return Rank: 3333
Overall Rank
BND Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3333
Sortino Ratio Rank
BND Omega Ratio Rank: 3030
Omega Ratio Rank
BND Calmar Ratio Rank: 3434
Calmar Ratio Rank
BND Martin Ratio Rank: 3333
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.

VGIT vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) 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.


VGITBNDDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratioReturn relative to maximum drawdown

1.07

1.62

-0.56

Martin ratioReturn relative to average drawdown

3.14

4.86

-1.72

VGIT vs. BND - Sharpe Ratio Comparison

The current VGIT Sharpe Ratio is 0.90, which is comparable to the BND Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of VGIT 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


VGITBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.16

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.00

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.28

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.58

-0.09

Drawdowns

VGIT vs. BND - Drawdown Comparison

The maximum VGIT drawdown since its inception was -16.05%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for VGIT and BND.


Loading charts...

Drawdown Indicators


VGITBNDDifference

Max Drawdown

Largest peak-to-trough decline

-16.05%

-18.58%

+2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-2.68%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-4.34%

-5.92%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-17.91%

+2.89%

Max Drawdown (10Y)

Largest decline over 10 years

-16.05%

-18.58%

+2.53%

Current Drawdown

Current decline from peak

-2.66%

-2.67%

+0.01%

Average Drawdown

Average peak-to-trough decline

-3.52%

-3.06%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.89%

+0.07%

Volatility

VGIT vs. BND - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury ETF (VGIT) is 1.06%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.23%. This indicates that VGIT 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.


Loading charts...

Volatility by Period


VGITBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.23%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

2.70%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

3.76%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

6.02%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

5.53%

-1.03%

VGIT vs. BND - Expense Ratio Comparison

Both VGIT and BND have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VGIT vs. BND - Dividend Comparison

VGIT's dividend yield for the trailing twelve months is around 3.88%, less than BND's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.98%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.88%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%

Frequently Asked Questions


With a correlation of 0.95, VGIT and BND move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BND has higher volatility (1.23%) compared to VGIT (1.06%). In terms of maximum drawdown, VGIT dropped -16.05% vs BND's -18.58%.

On 10-year performance, BND leads with 1.56% vs 1.21% for VGIT. Both ETFs have the same 0.03% expense ratio. On volatility, VGIT has been the lower-risk option at 1.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BND has performed better with a 1.56% return vs 1.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGIT and BND have the same expense ratio: 0.03% per year.

BND has the higher dividend yield at 3.98%, compared with 3.88% for VGIT.

VGIT is categorized as Government Bonds, while BND is Total Bond Market. VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index.

BND currently has the higher Sharpe Ratio (1.16 vs 0.90), 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 VGIT 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