VTI vs. BND.TO
VTI (Vanguard Total Stock Market ETF) and BND.TO (Purpose Global Bond Fund) are both exchange-traded funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while BND.TO is a Global Bonds fund. VTI is passively managed, while BND.TO is actively managed. Over the past 10 years, VTI returned 15.23%/yr vs 2.25%/yr for BND.TO. At a 0.11 correlation, their price movements are largely independent.
Performance
VTI vs. BND.TO - Performance Comparison
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Different Trading Currencies
VTI is traded in USD, while BND.TO is traded in CAD. To make them comparable, the BND.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VTI achieves a 11.46% return, which is significantly higher than BND.TO's -0.41% return. Over the past 10 years, VTI has outperformed BND.TO with an annualized return of 15.23%, while BND.TO has yielded a comparatively lower 2.25% annualized return.
VTI
- 1D
- 1.68%
- 1M
- 2.70%
- YTD
- 11.46%
- 6M
- 11.76%
- 1Y
- 28.40%
- 3Y*
- 20.94%
- 5Y*
- 12.71%
- 10Y*
- 15.23%
BND.TO
- 1D
- 0.63%
- 1M
- -0.23%
- YTD
- -0.41%
- 6M
- 0.22%
- 1Y
- 3.40%
- 3Y*
- 5.46%
- 5Y*
- 0.48%
- 10Y*
- 2.25%
VTI vs. BND.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 11.46% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
BND.TO Purpose Global Bond Fund | -0.41% | 12.39% | -0.90% | 11.10% | -13.29% | 2.67% | 8.72% | 8.63% | -8.59% | 9.11% |
Correlation
The correlation between VTI and BND.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2015 | 0.11 |
The correlation between VTI and BND.TO shifts across timeframes, from 0.11 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VTI vs. BND.TO — Risk / Return Rank
VTI
BND.TO
VTI vs. BND.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Purpose Global Bond Fund (BND.TO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VTI | BND.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.11 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 0.69 | +2.51 |
| Martin ratioReturn relative to average drawdown | 14.35 | 2.06 | +12.28 |
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Drawdowns
VTI vs. BND.TO - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, which is greater than BND.TO's maximum drawdown of -26.06%. Use the drawdown chart below to compare losses from any high point for VTI and BND.TO.
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Drawdown Indicators
| VTI | BND.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.45% | -26.06% | -29.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -4.98% | -3.94% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -8.35% | -10.95% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -21.19% | -4.17% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -26.06% | -8.94% |
Current DrawdownCurrent decline from peak | -0.49% | -2.19% | +1.70% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -6.47% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 1.65% | +0.33% |
Volatility
VTI vs. BND.TO - Volatility Comparison
Vanguard Total Stock Market ETF (VTI) has a higher volatility of 4.74% compared to Purpose Global Bond Fund (BND.TO) at 1.76%. This indicates that VTI's price experiences larger fluctuations and is considered to be riskier than BND.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTI | BND.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 1.76% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 4.21% | +5.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 5.46% | +7.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 8.32% | +9.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.34% | 8.65% | +9.69% |
Dividends
VTI vs. BND.TO - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.01%, less than BND.TO's 5.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND.TO Purpose Global Bond Fund | 5.82% | 5.70% | 5.24% | 5.20% | 4.14% | 3.67% | 3.48% | 3.11% | 3.96% | 3.47% | 3.26% | 0.53% |
VTI Vanguard Total Stock Market ETF | 1.01% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
VTI and BND.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTI is categorized as Large Cap Blend Equities, while BND.TO is Global Bonds.
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