Correlation
The correlation between VSIGX and BNDX is -0.01. 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.
VSIGX vs. BNDX
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and Vanguard Total International Bond ETF (BNDX).
VSIGX is managed by Vanguard. It was launched on Aug 4, 2010. BNDX is a passively managed fund by Vanguard that tracks the performance of the Barclays Global Aggregate ex-USD Float-Adjusted Index (Hedged). It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSIGX or BNDX.
Performance
VSIGX vs. BNDX - Performance Comparison
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Key characteristics
VSIGX:
1.43
BNDX:
1.80
VSIGX:
2.17
BNDX:
2.49
VSIGX:
1.26
BNDX:
1.31
VSIGX:
0.50
BNDX:
0.74
VSIGX:
3.30
BNDX:
7.84
VSIGX:
1.97%
BNDX:
0.83%
VSIGX:
4.56%
BNDX:
3.73%
VSIGX:
-17.20%
BNDX:
-16.23%
VSIGX:
-7.03%
BNDX:
-2.48%
Returns By Period
In the year-to-date period, VSIGX achieves a 3.18% return, which is significantly higher than BNDX's 1.66% return. Over the past 10 years, VSIGX has underperformed BNDX with an annualized return of 1.16%, while BNDX has yielded a comparatively higher 2.09% annualized return.
VSIGX
3.18%
-0.75%
2.06%
6.13%
1.55%
-1.29%
1.16%
BNDX
1.66%
0.22%
0.88%
6.48%
2.89%
0.05%
2.09%
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VSIGX vs. BNDX - Expense Ratio Comparison
Both VSIGX 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%.
Risk-Adjusted Performance
VSIGX vs. BNDX — Risk-Adjusted Performance Rank
VSIGX
BNDX
VSIGX vs. BNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) 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.
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Dividends
VSIGX vs. BNDX - Dividend Comparison
VSIGX's dividend yield for the trailing twelve months is around 3.41%, less than BNDX's 4.26% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | 3.41% | 3.64% | 2.70% | 1.71% | 1.66% | 2.21% | 2.21% | 2.05% | 1.67% | 1.69% | 1.70% | 1.56% |
BNDX Vanguard Total International Bond ETF | 4.26% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
Drawdowns
VSIGX vs. BNDX - Drawdown Comparison
The maximum VSIGX drawdown since its inception was -17.20%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for VSIGX and BNDX.
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Volatility
VSIGX vs. BNDX - Volatility Comparison
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and Vanguard Total International Bond ETF (BNDX) have volatilities of 1.25% and 1.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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