VGIT vs. BNDD
Compare and contrast key facts about Vanguard Intermediate-Term Treasury ETF (VGIT) and Quadratic Deflation ETF (BNDD).
VGIT and BNDD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGIT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 3-10 Year Government Float Adjusted Index. It was launched on Nov 19, 2009. BNDD is an actively managed fund by Quadratic. It was launched on Sep 16, 2021.
Performance
VGIT vs. BNDD - Performance Comparison
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VGIT vs. BNDD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | -0.10% | 7.34% | 1.39% | 4.28% | -10.53% | -1.54% |
BNDD Quadratic Deflation ETF | 3.43% | -8.17% | -6.65% | 4.02% | -17.48% | 5.54% |
Returns By Period
In the year-to-date period, VGIT achieves a -0.10% return, which is significantly lower than BNDD's 3.43% return.
VGIT
- 1D
- -0.07%
- 1M
- -1.27%
- YTD
- -0.10%
- 6M
- 0.70%
- 1Y
- 3.83%
- 3Y*
- 3.27%
- 5Y*
- 0.31%
- 10Y*
- 1.31%
BNDD
- 1D
- 0.21%
- 1M
- -0.46%
- YTD
- 3.43%
- 6M
- 0.20%
- 1Y
- -5.98%
- 3Y*
- -4.56%
- 5Y*
- —
- 10Y*
- —
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VGIT vs. BNDD - Expense Ratio Comparison
VGIT has a 0.04% expense ratio, which is lower than BNDD's 1.04% expense ratio.
Return for Risk
VGIT vs. BNDD — Risk / Return Rank
VGIT
BNDD
VGIT vs. BNDD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) and Quadratic Deflation ETF (BNDD). 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.
| VGIT | BNDD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | -0.49 | +1.50 |
Sortino ratioReturn per unit of downside risk | 1.52 | -0.58 | +2.10 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.93 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | -0.45 | +2.12 |
Martin ratioReturn relative to average drawdown | 5.15 | -0.68 | +5.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGIT | BNDD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | -0.49 | +1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | -0.35 | +0.85 |
Correlation
The correlation between VGIT and BNDD is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VGIT vs. BNDD - Dividend Comparison
VGIT's dividend yield for the trailing twelve months is around 3.83%, more than BNDD's 3.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | 3.83% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
BNDD Quadratic Deflation ETF | 3.63% | 3.82% | 3.85% | 4.30% | 43.17% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VGIT vs. BNDD - Drawdown Comparison
The maximum VGIT drawdown since its inception was -16.05%, smaller than the maximum BNDD drawdown of -30.87%. Use the drawdown chart below to compare losses from any high point for VGIT and BNDD.
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Drawdown Indicators
| VGIT | BNDD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.05% | -30.87% | +14.82% |
Max Drawdown (1Y)Largest decline over 1 year | -2.42% | -10.93% | +8.51% |
Max Drawdown (5Y)Largest decline over 5 years | -15.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -16.05% | — | — |
Current DrawdownCurrent decline from peak | -2.04% | -27.13% | +25.09% |
Average DrawdownAverage peak-to-trough decline | -3.53% | -19.04% | +15.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 7.27% | -6.48% |
Volatility
VGIT vs. BNDD - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Treasury ETF (VGIT) is 1.33%, while Quadratic Deflation ETF (BNDD) has a volatility of 3.47%. This indicates that VGIT experiences smaller price fluctuations and is considered to be less risky than BNDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGIT | BNDD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 3.47% | -2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 8.07% | -5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.81% | 12.39% | -8.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.36% | 13.55% | -8.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.50% | 13.55% | -9.05% |