VTIBX vs. BNDX
Compare and contrast key facts about Vanguard Total International Bond Index Fund (VTIBX) and Vanguard Total International Bond ETF (BNDX).
VTIBX is managed by Vanguard. It was launched on May 30, 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: VTIBX or BNDX.
Key characteristics
| VTIBX | BNDX | |
|---|---|---|
| YTD Return | 2.82% | 2.86% |
| 1Y Return | 8.01% | 8.18% |
| 3Y Return (Ann) | -1.25% | -0.93% |
| 5Y Return (Ann) | -0.29% | -0.07% |
| 10Y Return (Ann) | 1.88% | 2.01% |
| Sharpe Ratio | 2.08 | 1.94 |
| Sortino Ratio | 3.22 | 2.98 |
| Omega Ratio | 1.37 | 1.34 |
| Calmar Ratio | 0.64 | 0.68 |
| Martin Ratio | 7.99 | 7.20 |
| Ulcer Index | 1.02% | 1.13% |
| Daily Std Dev | 3.91% | 4.19% |
| Max Drawdown | -16.84% | -16.23% |
| Current Drawdown | -5.71% | -4.72% |
Correlation
The correlation between VTIBX and BNDX is 0.82, 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.
Performance
VTIBX vs. BNDX - Performance Comparison
The year-to-date returns for both investments are quite close, with VTIBX having a 2.82% return and BNDX slightly higher at 2.86%. Over the past 10 years, VTIBX has underperformed BNDX with an annualized return of 1.88%, while BNDX has yielded a comparatively higher 2.01% 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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VTIBX vs. BNDX - Expense Ratio Comparison
VTIBX has a 0.13% 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%.
Risk-Adjusted Performance
VTIBX vs. BNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund (VTIBX) 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
VTIBX vs. BNDX - Dividend Comparison
VTIBX's dividend yield for the trailing twelve months is around 4.75%, which matches BNDX's 4.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIBX Vanguard Total International Bond Index Fund | 4.75% | 4.36% | 1.40% | 3.01% | 0.91% | 3.36% | 2.98% | 2.20% | 1.86% | 1.61% | 1.49% | 0.84% |
BNDX Vanguard Total International Bond ETF | 4.78% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
Drawdowns
VTIBX vs. BNDX - Drawdown Comparison
The maximum VTIBX drawdown since its inception was -16.84%, roughly equal to the maximum BNDX drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for VTIBX and BNDX. For additional features, visit the drawdowns tool.
Volatility
VTIBX vs. BNDX - Volatility Comparison
Vanguard Total International Bond Index Fund (VTIBX) and Vanguard Total International Bond ETF (BNDX) have volatilities of 1.03% and 0.99%, 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.