PortfoliosLab logoPortfoliosLab logo
VTILX vs. VBND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTILX vs. VBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond II Index Fund (VTILX) and Vident U.S. Bond Strategy ETF (VBND). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VTILX vs. VBND - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VTILX
Vanguard Total International Bond II Index Fund
-0.76%2.96%3.91%8.85%-13.01%0.38%
VBND
Vident U.S. Bond Strategy ETF
-0.88%7.31%1.26%8.16%-14.18%2.41%

Returns By Period

In the year-to-date period, VTILX achieves a -0.76% return, which is significantly higher than VBND's -0.88% return.


VTILX

1D
0.31%
1M
-2.59%
YTD
-0.76%
6M
-0.29%
1Y
2.36%
3Y*
3.71%
5Y*
0.13%
10Y*

VBND

1D
0.13%
1M
-2.13%
YTD
-0.88%
6M
0.08%
1Y
3.41%
3Y*
3.98%
5Y*
0.44%
10Y*
1.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VTILX vs. VBND - Expense Ratio Comparison

VTILX has a 0.07% expense ratio, which is lower than VBND's 0.41% expense ratio.


Return for Risk

VTILX vs. VBND — Risk / Return Rank

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

VTILX
VTILX Risk / Return Rank: 3333
Overall Rank
VTILX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VTILX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VTILX Omega Ratio Rank: 2626
Omega Ratio Rank
VTILX Calmar Ratio Rank: 3333
Calmar Ratio Rank
VTILX Martin Ratio Rank: 3737
Martin Ratio Rank

VBND
VBND Risk / Return Rank: 3838
Overall Rank
VBND Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VBND Sortino Ratio Rank: 3535
Sortino Ratio Rank
VBND Omega Ratio Rank: 3131
Omega Ratio Rank
VBND Calmar Ratio Rank: 5151
Calmar Ratio Rank
VBND Martin Ratio Rank: 3535
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.

VTILX vs. VBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond II Index Fund (VTILX) and Vident U.S. Bond Strategy ETF (VBND). 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.


VTILXVBNDDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.70

+0.09

Sortino ratio

Return per unit of downside risk

1.10

1.00

+0.10

Omega ratio

Gain probability vs. loss probability

1.14

1.12

+0.02

Calmar ratio

Return relative to maximum drawdown

0.92

1.31

-0.39

Martin ratio

Return relative to average drawdown

3.92

3.13

+0.79

VTILX vs. VBND - Sharpe Ratio Comparison

The current VTILX Sharpe Ratio is 0.79, which is comparable to the VBND Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of VTILX and VBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VTILXVBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.70

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.07

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.30

-0.25

Correlation

The correlation between VTILX and VBND is 0.77, 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.


Dividends

VTILX vs. VBND - Dividend Comparison

VTILX's dividend yield for the trailing twelve months is around 4.13%, which matches VBND's 4.17% yield.


TTM20252024202320222021202020192018201720162015
VTILX
Vanguard Total International Bond II Index Fund
4.13%4.27%4.52%4.22%0.94%0.62%0.00%0.00%0.00%0.00%0.00%0.00%
VBND
Vident U.S. Bond Strategy ETF
4.17%4.22%4.41%3.88%2.55%1.56%1.98%3.14%2.82%2.00%3.12%1.49%

Drawdowns

VTILX vs. VBND - Drawdown Comparison

The maximum VTILX drawdown since its inception was -15.85%, smaller than the maximum VBND drawdown of -18.97%. Use the drawdown chart below to compare losses from any high point for VTILX and VBND.


Loading graphics...

Drawdown Indicators


VTILXVBNDDifference

Max Drawdown

Largest peak-to-trough decline

-15.85%

-18.97%

+3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-2.82%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-15.85%

-18.97%

+3.12%

Max Drawdown (10Y)

Largest decline over 10 years

-18.97%

Current Drawdown

Current decline from peak

-2.59%

-2.13%

-0.46%

Average Drawdown

Average peak-to-trough decline

-6.05%

-4.25%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

1.18%

-0.50%

Volatility

VTILX vs. VBND - Volatility Comparison

Vanguard Total International Bond II Index Fund (VTILX) and Vident U.S. Bond Strategy ETF (VBND) have volatilities of 1.41% and 1.48%, 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.


Loading graphics...

Volatility by Period


VTILXVBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.48%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

2.91%

-0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

3.04%

4.87%

-1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

6.10%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.37%

5.45%

-1.08%