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

Correlation

The correlation between VGYAX and BNDX is 0.36, 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.


-0.50.00.51.00.4

Performance

VGYAX vs. BNDX - Performance Comparison

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

-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
1.38%
1.33%
VGYAX
BNDX

Key characteristics

Sharpe Ratio

VGYAX:

1.86

BNDX:

1.35

Sortino Ratio

VGYAX:

2.65

BNDX:

1.99

Omega Ratio

VGYAX:

1.34

BNDX:

1.23

Calmar Ratio

VGYAX:

2.43

BNDX:

0.55

Martin Ratio

VGYAX:

7.01

BNDX:

6.41

Ulcer Index

VGYAX:

1.36%

BNDX:

0.77%

Daily Std Dev

VGYAX:

5.13%

BNDX:

3.65%

Max Drawdown

VGYAX:

-17.75%

BNDX:

-16.23%

Current Drawdown

VGYAX:

-0.87%

BNDX:

-4.02%

Returns By Period

In the year-to-date period, VGYAX achieves a 2.15% return, which is significantly higher than BNDX's 0.05% return.


VGYAX

YTD

2.15%

1M

0.95%

6M

1.38%

1Y

9.35%

5Y*

3.81%

10Y*

N/A

BNDX

YTD

0.05%

1M

0.21%

6M

1.33%

1Y

5.35%

5Y*

-0.35%

10Y*

1.80%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VGYAX vs. BNDX - Expense Ratio Comparison

VGYAX has a 0.28% expense ratio, which is higher than BNDX's 0.07% expense ratio.


VGYAX
Vanguard Global Wellesley Income Fund Admiral Shares
Expense ratio chart for VGYAX: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VGYAX vs. BNDX — Risk-Adjusted Performance Rank

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

VGYAX
The Risk-Adjusted Performance Rank of VGYAX is 8484
Overall Rank
The Sharpe Ratio Rank of VGYAX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VGYAX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VGYAX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VGYAX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VGYAX is 7676
Martin Ratio Rank

BNDX
The Risk-Adjusted Performance Rank of BNDX is 5050
Overall Rank
The Sharpe Ratio Rank of BNDX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 5858
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.

VGYAX vs. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellesley Income Fund Admiral Shares (VGYAX) 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.


Sharpe ratio
The chart of Sharpe ratio for VGYAX, currently valued at 1.86, compared to the broader market-1.000.001.002.003.004.001.861.35
The chart of Sortino ratio for VGYAX, currently valued at 2.65, compared to the broader market0.002.004.006.008.0010.0012.002.651.99
The chart of Omega ratio for VGYAX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.23
The chart of Calmar ratio for VGYAX, currently valued at 2.43, compared to the broader market0.005.0010.0015.0020.002.430.55
The chart of Martin ratio for VGYAX, currently valued at 7.01, compared to the broader market0.0020.0040.0060.0080.007.016.41
VGYAX
BNDX

The current VGYAX Sharpe Ratio is 1.86, which is higher than the BNDX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of VGYAX 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.86
1.35
VGYAX
BNDX

Dividends

VGYAX vs. BNDX - Dividend Comparison

VGYAX's dividend yield for the trailing twelve months is around 3.81%, less than BNDX's 4.22% yield.


TTM20242023202220212020201920182017201620152014
VGYAX
Vanguard Global Wellesley Income Fund Admiral Shares
3.81%3.90%3.15%1.54%2.40%1.99%2.27%2.85%0.29%0.00%0.00%0.00%
BNDX
Vanguard Total International Bond ETF
4.22%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%

Drawdowns

VGYAX vs. BNDX - Drawdown Comparison

The maximum VGYAX drawdown since its inception was -17.75%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for VGYAX and BNDX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.87%
-4.02%
VGYAX
BNDX

Volatility

VGYAX vs. BNDX - Volatility Comparison

Vanguard Global Wellesley Income Fund Admiral Shares (VGYAX) has a higher volatility of 1.23% compared to Vanguard Total International Bond ETF (BNDX) at 0.94%. This indicates that VGYAX'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%1.80%2.00%SeptemberOctoberNovemberDecember2025February
1.23%
0.94%
VGYAX
BNDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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