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VIOO vs. BNDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIOO vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 ETF (VIOO) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIOO achieves a 19.73% return, which is significantly higher than BNDX's 1.04% return. Over the past 10 years, VIOO has outperformed BNDX with an annualized return of 11.35%, while BNDX has yielded a comparatively lower 1.72% annualized return.


VIOO

1D
0.05%
1M
4.59%
YTD
19.73%
6M
16.79%
1Y
36.99%
3Y*
16.33%
5Y*
6.65%
10Y*
11.35%

BNDX

1D
-0.17%
1M
0.67%
YTD
1.04%
6M
1.23%
1Y
2.08%
3Y*
4.14%
5Y*
0.42%
10Y*
1.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIOO vs. BNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIOO
Vanguard S&P Small-Cap 600 ETF
19.73%6.04%8.48%16.16%-16.26%26.79%11.47%22.68%-8.65%13.16%
BNDX
Vanguard Total International Bond ETF
1.04%2.86%3.57%8.77%-12.76%-2.29%4.65%7.87%2.81%2.40%

Correlation

The correlation between VIOO and BNDX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.27

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

0.16

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2013

-0.00

The correlation between VIOO and BNDX shifts across timeframes, from -0.00 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VIOO vs. BNDX — Risk / Return Rank

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

VIOO
VIOO Risk / Return Rank: 7171
Overall Rank
VIOO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VIOO Sortino Ratio Rank: 6969
Sortino Ratio Rank
VIOO Omega Ratio Rank: 6060
Omega Ratio Rank
VIOO Calmar Ratio Rank: 8383
Calmar Ratio Rank
VIOO Martin Ratio Rank: 7777
Martin Ratio Rank

BNDX
BNDX Risk / Return Rank: 1717
Overall Rank
BNDX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 1616
Sortino Ratio Rank
BNDX Omega Ratio Rank: 1616
Omega Ratio Rank
BNDX Calmar Ratio Rank: 1717
Calmar Ratio Rank
BNDX Martin Ratio Rank: 1818
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.

VIOO vs. BNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 ETF (VIOO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VIOOBNDXDifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+2.12

Omega ratioGain probability vs. loss probability

1.36

1.11

+0.25

Calmar ratioReturn relative to maximum drawdown

4.24

0.71

+3.53

Martin ratioReturn relative to average drawdown

14.31

1.97

+12.34

VIOO vs. BNDX - Sharpe Ratio Comparison

The current VIOO Sharpe Ratio is 2.09, which is higher than the BNDX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of VIOO and BNDX, 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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Drawdowns

VIOO vs. BNDX - Drawdown Comparison

The maximum VIOO drawdown since its inception was -44.15%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for VIOO and BNDX.


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Drawdown Indicators


VIOOBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-44.15%

-16.23%

-27.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-2.93%

-5.84%

Max Drawdown (3Y)

Largest decline over 3 years

-27.93%

-2.93%

-25.00%

Max Drawdown (5Y)

Largest decline over 5 years

-27.93%

-15.86%

-12.07%

Max Drawdown (10Y)

Largest decline over 10 years

-44.15%

-16.23%

-27.92%

Current Drawdown

Current decline from peak

-0.12%

-1.00%

+0.88%

Average Drawdown

Average peak-to-trough decline

-7.31%

-3.10%

-4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.06%

+1.53%

Volatility

VIOO vs. BNDX - Volatility Comparison

Vanguard S&P Small-Cap 600 ETF (VIOO) has a higher volatility of 4.93% compared to Vanguard Total International Bond ETF (BNDX) at 0.96%. This indicates that VIOO'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.


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Volatility by Period


VIOOBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

0.96%

+3.97%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

2.97%

+9.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.80%

3.46%

+14.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.40%

4.89%

+16.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.01%

4.10%

+18.91%

VIOO vs. BNDX - Expense Ratio Comparison

Both VIOO and BNDX have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VIOO vs. BNDX - Dividend Comparison

VIOO's dividend yield for the trailing twelve months is around 1.13%, less than BNDX's 4.47% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDX
Vanguard Total International Bond ETF
4.47%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.13%1.36%1.48%1.47%1.51%1.16%1.09%1.37%1.32%1.11%1.06%1.26%

Frequently Asked Questions


VIOO and BNDX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIOO has higher volatility (4.93%) compared to BNDX (0.96%). In terms of maximum drawdown, VIOO dropped -44.15% vs BNDX's -16.23%.

On 10-year performance, VIOO leads with 11.35% vs 1.72% for BNDX. Both ETFs have the same 0.07% expense ratio. On volatility, BNDX has been the lower-risk option at 0.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VIOO has performed better with a 11.35% return vs 1.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIOO and BNDX have the same expense ratio: 0.07% per year.

BNDX has the higher dividend yield at 4.47%, compared with 1.13% for VIOO.

VIOO is categorized as Small Cap Blend Equities, while BNDX is Global Bonds. VIOO tracks S&P SmallCap 600 Index, while BNDX tracks Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged).

VIOO currently has the higher Sharpe Ratio (2.09 vs 0.61), 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.

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