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VGIT vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGIT and BND is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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.

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Key characteristics

Sharpe Ratio

VGIT:

1.24

BND:

0.89

Sortino Ratio

VGIT:

1.76

BND:

1.19

Omega Ratio

VGIT:

1.21

BND:

1.14

Calmar Ratio

VGIT:

0.46

BND:

0.34

Martin Ratio

VGIT:

2.76

BND:

2.05

Ulcer Index

VGIT:

1.94%

BND:

2.09%

Daily Std Dev

VGIT:

4.61%

BND:

5.29%

Max Drawdown

VGIT:

-16.05%

BND:

-18.84%

Current Drawdown

VGIT:

-6.05%

BND:

-7.65%

Returns By Period

In the year-to-date period, VGIT achieves a 2.84% return, which is significantly higher than BND's 1.87% return. Over the past 10 years, VGIT has underperformed BND with an annualized return of 1.27%, while BND has yielded a comparatively higher 1.45% annualized return.


VGIT

YTD

2.84%

1M

-0.35%

6M

2.72%

1Y

5.67%

3Y*

1.42%

5Y*

-1.06%

10Y*

1.27%

BND

YTD

1.87%

1M

-0.12%

6M

1.43%

1Y

4.65%

3Y*

1.48%

5Y*

-1.06%

10Y*

1.45%

*Annualized

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Vanguard Total Bond Market ETF

VGIT vs. BND - Expense Ratio Comparison

VGIT has a 0.04% 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%.


Risk-Adjusted Performance

VGIT vs. BND — Risk-Adjusted Performance Rank

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

VGIT
The Risk-Adjusted Performance Rank of VGIT is 7575
Overall Rank
The Sharpe Ratio Rank of VGIT is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VGIT is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VGIT is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VGIT is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VGIT is 6969
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 6262
Overall Rank
The Sharpe Ratio Rank of BND is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BND is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BND is 4242
Calmar Ratio Rank
The Martin Ratio Rank of BND is 5757
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.

VGIT vs. BND - Risk-Adjusted Performance 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.


The current VGIT Sharpe Ratio is 1.24, which is higher than the BND Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of VGIT and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VGIT vs. BND - Dividend Comparison

VGIT's dividend yield for the trailing twelve months is around 3.75%, which matches BND's 3.77% yield.


TTM20242023202220212020201920182017201620152014
VGIT
Vanguard Intermediate-Term Treasury ETF
3.75%3.67%2.72%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%
BND
Vanguard Total Bond Market ETF
3.77%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

VGIT vs. BND - Drawdown Comparison

The maximum VGIT drawdown since its inception was -16.05%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VGIT and BND. For additional features, visit the drawdowns tool.


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Volatility

VGIT vs. BND - Volatility Comparison

Vanguard Intermediate-Term Treasury ETF (VGIT) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.36% and 1.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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