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.
Key characteristics
| VSIGX | BNDX | |
|---|---|---|
| YTD Return | 1.68% | 3.01% |
| 1Y Return | 6.49% | 8.40% |
| 3Y Return (Ann) | -2.15% | -1.05% |
| 5Y Return (Ann) | -0.28% | 0.05% |
| 10Y Return (Ann) | 1.04% | 2.04% |
| Sharpe Ratio | 1.12 | 1.89 |
| Sortino Ratio | 1.66 | 2.89 |
| Omega Ratio | 1.20 | 1.33 |
| Calmar Ratio | 0.38 | 0.66 |
| Martin Ratio | 3.60 | 7.05 |
| Ulcer Index | 1.59% | 1.13% |
| Daily Std Dev | 5.08% | 4.21% |
| Max Drawdown | -17.20% | -16.23% |
| Current Drawdown | -9.59% | -4.59% |
Correlation
The correlation between VSIGX and BNDX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VSIGX vs. BNDX - Performance Comparison
In the year-to-date period, VSIGX achieves a 1.68% return, which is significantly lower than BNDX's 3.01% return. Over the past 10 years, VSIGX has underperformed BNDX with an annualized return of 1.04%, while BNDX has yielded a comparatively higher 2.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
VSIGX vs. BNDX - Dividend Comparison
VSIGX's dividend yield for the trailing twelve months is around 3.53%, less than BNDX's 4.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | 3.53% | 2.70% | 1.70% | 1.11% | 1.51% | 2.21% | 2.06% | 1.67% | 1.56% | 1.66% | 1.56% | 1.34% |
BNDX Vanguard Total International Bond ETF | 4.77% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
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. For additional features, visit the drawdowns tool.
Volatility
VSIGX vs. BNDX - Volatility Comparison
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) has a higher volatility of 1.26% compared to Vanguard Total International Bond ETF (BNDX) at 0.96%. This indicates that VSIGX'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.