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VGIT vs. BNDD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGIT vs. BNDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Treasury ETF (VGIT) and Quadratic Deflation ETF (BNDD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGIT achieves a -0.46% return, which is significantly lower than BNDD's 4.32% return.


VGIT

1D
-0.19%
1M
-0.16%
YTD
-0.46%
6M
-0.60%
1Y
3.54%
3Y*
3.40%
5Y*
0.05%
10Y*
1.23%

BNDD

1D
-0.08%
1M
1.37%
YTD
4.32%
6M
2.24%
1Y
3.39%
3Y*
-3.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGIT vs. BNDD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.46%7.34%1.39%4.28%-10.53%-1.54%
BNDD
Quadratic Deflation ETF
4.32%-8.17%-6.65%4.02%-17.48%5.54%

Correlation

The correlation between VGIT and BNDD is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.37

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2021

0.41

The correlation between VGIT and BNDD shifts across timeframes, from 0.30 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VGIT vs. BNDD — Risk / Return Rank

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

VGIT
VGIT Risk / Return Rank: 2727
Overall Rank
VGIT Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 2828
Sortino Ratio Rank
VGIT Omega Ratio Rank: 2626
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2626
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2626
Martin Ratio Rank

BNDD
BNDD Risk / Return Rank: 1414
Overall Rank
BNDD Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BNDD Sortino Ratio Rank: 1212
Sortino Ratio Rank
BNDD Omega Ratio Rank: 1212
Omega Ratio Rank
BNDD Calmar Ratio Rank: 1616
Calmar Ratio Rank
BNDD Martin Ratio Rank: 1515
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. 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.


VGITBNDDDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.18

1.06

+0.12

Calmar ratioReturn relative to maximum drawdown

1.25

0.56

+0.69

Martin ratioReturn relative to average drawdown

3.75

1.20

+2.55

VGIT vs. BNDD - Sharpe Ratio Comparison

The current VGIT Sharpe Ratio is 1.05, which is higher than the BNDD Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of VGIT and BNDD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VGITBNDDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.32

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

-0.33

+0.82

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


VGITBNDDDifference

Max Drawdown

Largest peak-to-trough decline

-16.05%

-30.87%

+14.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-6.09%

+3.26%

Max Drawdown (3Y)

Largest decline over 3 years

-4.34%

-20.75%

+16.41%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

Max Drawdown (10Y)

Largest decline over 10 years

-16.05%

Current Drawdown

Current decline from peak

-2.39%

-26.51%

+24.12%

Average Drawdown

Average peak-to-trough decline

-3.52%

-19.34%

+15.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

2.83%

-1.89%

Volatility

VGIT vs. BNDD - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury ETF (VGIT) is 1.05%, while Quadratic Deflation ETF (BNDD) has a volatility of 2.21%. 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


VGITBNDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

2.21%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

8.11%

-5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

10.59%

-7.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

13.38%

-8.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

13.38%

-8.88%

VGIT vs. BNDD - Expense Ratio Comparison

VGIT has a 0.03% expense ratio, which is lower than BNDD's 1.02% expense ratio.


Dividends

VGIT vs. BNDD - Dividend Comparison

VGIT's dividend yield for the trailing twelve months is around 3.87%, more than BNDD's 3.61% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDD
Quadratic Deflation ETF
3.61%3.82%3.85%4.30%43.17%1.04%0.00%0.00%0.00%0.00%0.00%0.00%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.87%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


VGIT and BNDD have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNDD has higher volatility (2.21%) compared to VGIT (1.05%). In terms of maximum drawdown, VGIT dropped -16.05% vs BNDD's -30.87%.

On 3-year performance, VGIT leads with 3.40% vs -3.91% for BNDD. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VGIT has performed better with a 3.40% return vs -3.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGIT is cheaper with a 0.03% expense ratio, compared with 1.02% for BNDD.

VGIT has the higher dividend yield at 3.87%, compared with 3.61% for BNDD.

They also come from different issuers: Vanguard and KraneShares. Their fees differ too: 0.03% for VGIT and 1.02% for BNDD.

VGIT currently has the higher Sharpe Ratio (1.05 vs 0.32), 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

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