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VPL vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VPLBND
YTD Return0.40%-3.24%
1Y Return8.81%-0.49%
3Y Return (Ann)-2.13%-3.61%
5Y Return (Ann)4.42%-0.12%
10Y Return (Ann)4.78%1.18%
Sharpe Ratio0.66-0.15
Daily Std Dev13.55%6.80%
Max Drawdown-55.49%-18.84%
Current Drawdown-8.28%-13.49%

Correlation

-0.50.00.51.0-0.1

The correlation between VPL and BND is -0.11. 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.

Performance

VPL vs. BND - Performance Comparison

In the year-to-date period, VPL achieves a 0.40% return, which is significantly higher than BND's -3.24% return. Over the past 10 years, VPL has outperformed BND with an annualized return of 4.78%, while BND has yielded a comparatively lower 1.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.40%
5.04%
VPL
BND

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Vanguard FTSE Pacific ETF

Vanguard Total Bond Market ETF

VPL vs. BND - Expense Ratio Comparison

VPL has a 0.08% expense ratio, which is higher than BND's 0.03% expense ratio.

VPL
Vanguard FTSE Pacific ETF
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VPL vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) 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.


VPL
Sharpe ratio
The chart of Sharpe ratio for VPL, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.005.000.66
Sortino ratio
The chart of Sortino ratio for VPL, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.001.01
Omega ratio
The chart of Omega ratio for VPL, currently valued at 1.12, compared to the broader market1.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for VPL, currently valued at 0.43, compared to the broader market0.002.004.006.008.0010.0012.000.43
Martin ratio
The chart of Martin ratio for VPL, currently valued at 2.23, compared to the broader market0.0020.0040.0060.0080.002.23
BND
Sharpe ratio
The chart of Sharpe ratio for BND, currently valued at -0.15, compared to the broader market-1.000.001.002.003.004.005.00-0.15
Sortino ratio
The chart of Sortino ratio for BND, currently valued at -0.17, compared to the broader market-2.000.002.004.006.008.00-0.17
Omega ratio
The chart of Omega ratio for BND, currently valued at 0.98, compared to the broader market1.001.502.002.500.98
Calmar ratio
The chart of Calmar ratio for BND, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.00-0.06
Martin ratio
The chart of Martin ratio for BND, currently valued at -0.36, compared to the broader market0.0020.0040.0060.0080.00-0.36

VPL vs. BND - Sharpe Ratio Comparison

The current VPL Sharpe Ratio is 0.66, which is higher than the BND Sharpe Ratio of -0.15. The chart below compares the 12-month rolling Sharpe Ratio of VPL and BND.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.66
-0.15
VPL
BND

Dividends

VPL vs. BND - Dividend Comparison

VPL's dividend yield for the trailing twelve months is around 3.31%, less than BND's 3.37% yield.


TTM20232022202120202019201820172016201520142013
VPL
Vanguard FTSE Pacific ETF
3.31%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%2.69%2.49%
BND
Vanguard Total Bond Market ETF
3.37%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

VPL vs. BND - Drawdown Comparison

The maximum VPL drawdown since its inception was -55.49%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VPL and BND. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2024FebruaryMarchApril
-8.28%
-13.49%
VPL
BND

Volatility

VPL vs. BND - Volatility Comparison

Vanguard FTSE Pacific ETF (VPL) has a higher volatility of 3.93% compared to Vanguard Total Bond Market ETF (BND) at 1.81%. This indicates that VPL'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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.93%
1.81%
VPL
BND