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VONG vs. BND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VONG vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Growth ETF (VONG) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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VONG vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VONG
Vanguard Russell 1000 Growth ETF
-8.97%18.45%33.20%42.67%-29.18%27.60%38.30%36.06%-1.53%30.05%
BND
Vanguard Total Bond Market ETF
0.09%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Returns By Period

In the year-to-date period, VONG achieves a -8.97% return, which is significantly lower than BND's 0.09% return. Over the past 10 years, VONG has outperformed BND with an annualized return of 16.75%, while BND has yielded a comparatively lower 1.68% annualized return.


VONG

1D
0.91%
1M
-4.62%
YTD
-8.97%
6M
-8.47%
1Y
18.72%
3Y*
21.47%
5Y*
12.55%
10Y*
16.75%

BND

1D
0.04%
1M
-1.30%
YTD
0.09%
6M
0.74%
1Y
3.96%
3Y*
3.60%
5Y*
0.25%
10Y*
1.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VONG vs. BND - Expense Ratio Comparison

VONG has a 0.06% 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%.


Return for Risk

VONG vs. BND — Risk / Return Rank

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

VONG
VONG Risk / Return Rank: 4545
Overall Rank
VONG Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 4848
Sortino Ratio Rank
VONG Omega Ratio Rank: 4747
Omega Ratio Rank
VONG Calmar Ratio Rank: 4545
Calmar Ratio Rank
VONG Martin Ratio Rank: 4343
Martin Ratio Rank

BND
BND Risk / Return Rank: 5050
Overall Rank
BND Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BND Sortino Ratio Rank: 4646
Sortino Ratio Rank
BND Omega Ratio Rank: 3939
Omega Ratio Rank
BND Calmar Ratio Rank: 6767
Calmar Ratio Rank
BND Martin Ratio Rank: 4848
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.

VONG vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Growth ETF (VONG) 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.


VONGBNDDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.93

-0.09

Sortino ratio

Return per unit of downside risk

1.36

1.32

+0.04

Omega ratio

Gain probability vs. loss probability

1.19

1.16

+0.03

Calmar ratio

Return relative to maximum drawdown

1.22

1.75

-0.53

Martin ratio

Return relative to average drawdown

4.16

4.78

-0.63

VONG vs. BND - Sharpe Ratio Comparison

The current VONG Sharpe Ratio is 0.84, which is comparable to the BND Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VONG 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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Sharpe Ratios by Period


VONGBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.93

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.04

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.30

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.59

+0.26

Correlation

The correlation between VONG and BND is -0.05. 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.


Dividends

VONG vs. BND - Dividend Comparison

VONG's dividend yield for the trailing twelve months is around 0.50%, less than BND's 3.93% yield.


TTM20252024202320222021202020192018201720162015
VONG
Vanguard Russell 1000 Growth ETF
0.50%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%
BND
Vanguard Total Bond Market ETF
3.93%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

Drawdowns

VONG vs. BND - Drawdown Comparison

The maximum VONG drawdown since its inception was -32.72%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for VONG and BND.


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Drawdown Indicators


VONGBNDDifference

Max Drawdown

Largest peak-to-trough decline

-32.72%

-18.58%

-14.14%

Max Drawdown (1Y)

Largest decline over 1 year

-16.23%

-2.44%

-13.79%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-17.91%

-14.81%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

-18.58%

-14.14%

Current Drawdown

Current decline from peak

-12.29%

-2.54%

-9.75%

Average Drawdown

Average peak-to-trough decline

-4.90%

-3.07%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

0.90%

+3.88%

Volatility

VONG vs. BND - Volatility Comparison

Vanguard Russell 1000 Growth ETF (VONG) has a higher volatility of 6.81% compared to Vanguard Total Bond Market ETF (BND) at 1.63%. This indicates that VONG's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VONGBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.81%

1.63%

+5.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

2.52%

+9.85%

Volatility (1Y)

Calculated over the trailing 1-year period

22.42%

4.30%

+18.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.35%

6.00%

+15.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.82%

5.52%

+15.30%