VTABX vs. BNDX
Compare and contrast key facts about Vanguard Total International Bond Index Fund Admiral Shares (VTABX) and Vanguard Total International Bond ETF (BNDX).
VTABX is managed by Vanguard. It was launched on May 31, 2013. 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: VTABX or BNDX.
Performance
VTABX vs. BNDX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with VTABX having a 3.09% return and BNDX slightly lower at 2.99%. Over the past 10 years, VTABX has underperformed BNDX with an annualized return of 1.90%, while BNDX has yielded a comparatively higher 2.00% annualized return.
VTABX
3.09%
-0.01%
3.73%
6.92%
-0.27%
1.90%
BNDX
2.99%
0.00%
3.77%
6.90%
-0.08%
2.00%
Key characteristics
| VTABX | BNDX | |
|---|---|---|
| Sharpe Ratio | 1.84 | 1.70 |
| Sortino Ratio | 2.82 | 2.57 |
| Omega Ratio | 1.32 | 1.30 |
| Calmar Ratio | 0.59 | 0.62 |
| Martin Ratio | 6.88 | 6.14 |
| Ulcer Index | 1.03% | 1.14% |
| Daily Std Dev | 3.85% | 4.11% |
| Max Drawdown | -16.82% | -16.23% |
| Current Drawdown | -5.40% | -4.61% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VTABX vs. BNDX - Expense Ratio Comparison
VTABX has a 0.11% expense ratio, which is higher than BNDX's 0.07% 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%.
Correlation
The correlation between VTABX and BNDX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VTABX vs. BNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) 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
VTABX vs. BNDX - Dividend Comparison
VTABX's dividend yield for the trailing twelve months is around 4.75%, which matches BNDX's 4.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.75% | 4.39% | 1.48% | 3.04% | 0.93% | 3.38% | 2.99% | 2.24% | 1.90% | 1.64% | 1.54% | 0.87% |
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
VTABX vs. BNDX - Drawdown Comparison
The maximum VTABX drawdown since its inception was -16.82%, roughly equal to the maximum BNDX drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for VTABX and BNDX. For additional features, visit the drawdowns tool.
Volatility
VTABX vs. BNDX - Volatility Comparison
Vanguard Total International Bond Index Fund Admiral Shares (VTABX) has a higher volatility of 0.88% compared to Vanguard Total International Bond ETF (BNDX) at 0.79%. This indicates that VTABX'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.