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VTIFX vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTIFX 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.


-0.50.00.51.00.8

Performance

VTIFX vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

26.00%28.00%30.00%32.00%JulyAugustSeptemberOctoberNovemberDecember
30.83%
30.95%
VTIFX
BNDX

Key characteristics

Sharpe Ratio

VTIFX:

0.93

BNDX:

0.90

Sortino Ratio

VTIFX:

1.37

BNDX:

1.32

Omega Ratio

VTIFX:

1.15

BNDX:

1.15

Calmar Ratio

VTIFX:

0.34

BNDX:

0.39

Martin Ratio

VTIFX:

3.19

BNDX:

3.03

Ulcer Index

VTIFX:

1.02%

BNDX:

1.15%

Daily Std Dev

VTIFX:

3.49%

BNDX:

3.86%

Max Drawdown

VTIFX:

-16.74%

BNDX:

-16.23%

Current Drawdown

VTIFX:

-4.80%

BNDX:

-3.90%

Returns By Period

The year-to-date returns for both investments are quite close, with VTIFX having a 3.58% return and BNDX slightly higher at 3.75%. Both investments have delivered pretty close results over the past 10 years, with VTIFX having a 1.90% annualized return and BNDX not far ahead at 1.95%.


VTIFX

YTD

3.58%

1M

0.47%

6M

3.57%

1Y

3.48%

5Y*

-0.08%

10Y*

1.90%

BNDX

YTD

3.75%

1M

0.74%

6M

3.71%

1Y

3.63%

5Y*

0.12%

10Y*

1.95%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTIFX vs. BNDX - Expense Ratio Comparison

Both VTIFX 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%.


VTIFX
Vanguard Total International Bond Index Fund Institutional Shares
Expense ratio chart for VTIFX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VTIFX vs. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) 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.


Sharpe ratio
The chart of Sharpe ratio for VTIFX, currently valued at 0.93, compared to the broader market-1.000.001.002.003.004.000.930.90
The chart of Sortino ratio for VTIFX, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.001.371.32
The chart of Omega ratio for VTIFX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.003.501.151.15
The chart of Calmar ratio for VTIFX, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.0012.0014.000.340.39
The chart of Martin ratio for VTIFX, currently valued at 3.19, compared to the broader market0.0020.0040.0060.003.193.03
VTIFX
BNDX

The current VTIFX Sharpe Ratio is 0.93, which is comparable to the BNDX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of VTIFX and BNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.93
0.90
VTIFX
BNDX

Dividends

VTIFX vs. BNDX - Dividend Comparison

VTIFX's dividend yield for the trailing twelve months is around 1.88%, less than BNDX's 4.77% yield.


TTM20232022202120202019201820172016201520142013
VTIFX
Vanguard Total International Bond Index Fund Institutional Shares
1.88%4.44%1.52%3.07%0.97%3.41%3.04%2.29%1.95%1.68%1.60%0.90%
BNDX
Vanguard Total International Bond ETF
2.06%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%

Drawdowns

VTIFX vs. BNDX - Drawdown Comparison

The maximum VTIFX drawdown since its inception was -16.74%, roughly equal to the maximum BNDX drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for VTIFX and BNDX. For additional features, visit the drawdowns tool.


-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%JulyAugustSeptemberOctoberNovemberDecember
-4.80%
-3.90%
VTIFX
BNDX

Volatility

VTIFX vs. BNDX - Volatility Comparison

The current volatility for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) is 0.85%, while Vanguard Total International Bond ETF (BNDX) has a volatility of 1.07%. This indicates that VTIFX experiences smaller price fluctuations and is considered to be less risky than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.70%0.80%0.90%1.00%1.10%1.20%1.30%JulyAugustSeptemberOctoberNovemberDecember
0.85%
1.07%
VTIFX
BNDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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