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VTEC vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTEC vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard California Tax-Exempt Bond ETF (VTEC) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTEC achieves a 0.98% return, which is significantly higher than BND's 0.27% return.


VTEC

1D
-0.05%
1M
0.62%
YTD
0.98%
6M
1.25%
1Y
6.69%
3Y*
5Y*
10Y*

BND

1D
-0.19%
1M
0.27%
YTD
0.27%
6M
0.12%
1Y
5.11%
3Y*
3.96%
5Y*
0.09%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTEC vs. BND - Yearly Performance Comparison


2026 (YTD)20252024
VTEC
Vanguard California Tax-Exempt Bond ETF
0.98%3.98%1.42%
BND
Vanguard Total Bond Market ETF
0.27%7.08%1.98%

Correlation

The correlation between VTEC and BND is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2024

0.68

The correlation between VTEC and BND has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.

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Return for Risk

VTEC vs. BND — Risk / Return Rank

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

VTEC
VTEC Risk / Return Rank: 6666
Overall Rank
VTEC Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VTEC Sortino Ratio Rank: 7878
Sortino Ratio Rank
VTEC Omega Ratio Rank: 8484
Omega Ratio Rank
VTEC Calmar Ratio Rank: 4848
Calmar Ratio Rank
VTEC Martin Ratio Rank: 4747
Martin Ratio Rank

BND
BND Risk / Return Rank: 3737
Overall Rank
BND Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3939
Sortino Ratio Rank
BND Omega Ratio Rank: 3535
Omega Ratio Rank
BND Calmar Ratio Rank: 3838
Calmar Ratio Rank
BND Martin Ratio Rank: 3636
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.

VTEC vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard California Tax-Exempt Bond ETF (VTEC) 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.


VTECBNDDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

1.52

1.24

+0.28

Calmar ratioReturn relative to maximum drawdown

2.35

1.92

+0.44

Martin ratioReturn relative to average drawdown

7.83

5.80

+2.03

VTEC vs. BND - Sharpe Ratio Comparison

The current VTEC Sharpe Ratio is 2.39, which is higher than the BND Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of VTEC and BND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VTECBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

1.36

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.59

+0.14

Drawdowns

VTEC vs. BND - Drawdown Comparison

The maximum VTEC drawdown since its inception was -4.50%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for VTEC and BND.


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Drawdown Indicators


VTECBNDDifference

Max Drawdown

Largest peak-to-trough decline

-4.50%

-18.58%

+14.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-2.68%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-0.82%

-2.37%

+1.55%

Average Drawdown

Average peak-to-trough decline

-1.12%

-3.06%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.88%

-0.02%

Volatility

VTEC vs. BND - Volatility Comparison

The current volatility for Vanguard California Tax-Exempt Bond ETF (VTEC) is 0.86%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.23%. This indicates that VTEC experiences smaller price fluctuations and is considered to be less risky 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


VTECBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

1.23%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

1.87%

2.66%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

2.82%

3.78%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.76%

6.02%

-2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.76%

5.53%

-1.77%

VTEC vs. BND - Expense Ratio Comparison

VTEC has a 0.08% 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%.


Dividends

VTEC vs. BND - Dividend Comparison

VTEC's dividend yield for the trailing twelve months is around 3.16%, less than BND's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.97%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
VTEC
Vanguard California Tax-Exempt Bond ETF
3.16%3.13%2.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VTEC and BND have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BND has higher volatility (1.23%) compared to VTEC (0.86%). In terms of maximum drawdown, VTEC dropped -4.50% vs BND's -18.58%.

On 1-year performance, VTEC leads with 6.69% vs 5.11% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, VTEC has been the lower-risk option at 0.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VTEC has performed better with a 6.69% return vs 5.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.08% for VTEC.

BND has the higher dividend yield at 3.97%, compared with 3.16% for VTEC.

VTEC is categorized as Municipal Bonds, while BND is Total Bond Market. VTEC tracks S&P California AMT-Free Municipal Bond Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. Their fees differ too: 0.08% for VTEC and 0.03% for BND.

VTEC currently has the higher Sharpe Ratio (2.39 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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