PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VWOB vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWOB and BNDX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

VWOB vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Government Bond ETF (VWOB) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.43%
3.71%
VWOB
BNDX

Key characteristics

Sharpe Ratio

VWOB:

0.84

BNDX:

0.90

Sortino Ratio

VWOB:

1.20

BNDX:

1.32

Omega Ratio

VWOB:

1.15

BNDX:

1.15

Calmar Ratio

VWOB:

0.45

BNDX:

0.39

Martin Ratio

VWOB:

3.90

BNDX:

3.03

Ulcer Index

VWOB:

1.47%

BNDX:

1.15%

Daily Std Dev

VWOB:

6.83%

BNDX:

3.86%

Max Drawdown

VWOB:

-26.97%

BNDX:

-16.23%

Current Drawdown

VWOB:

-5.50%

BNDX:

-3.90%

Returns By Period

In the year-to-date period, VWOB achieves a 5.66% return, which is significantly higher than BNDX's 3.75% return. Over the past 10 years, VWOB has outperformed BNDX with an annualized return of 3.02%, while BNDX has yielded a comparatively lower 1.95% annualized return.


VWOB

YTD

5.66%

1M

-0.53%

6M

3.50%

1Y

5.74%

5Y*

0.16%

10Y*

3.02%

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.


VWOB vs. BNDX - Expense Ratio Comparison

VWOB has a 0.20% 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%.


VWOB
Vanguard Emerging Markets Government Bond ETF
Expense ratio chart for VWOB: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
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

VWOB vs. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Government Bond ETF (VWOB) 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 VWOB, currently valued at 0.84, compared to the broader market0.002.004.000.840.90
The chart of Sortino ratio for VWOB, currently valued at 1.20, compared to the broader market-2.000.002.004.006.008.0010.001.201.32
The chart of Omega ratio for VWOB, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.15
The chart of Calmar ratio for VWOB, currently valued at 0.45, compared to the broader market0.005.0010.0015.000.450.39
The chart of Martin ratio for VWOB, currently valued at 3.90, compared to the broader market0.0020.0040.0060.0080.00100.003.903.03
VWOB
BNDX

The current VWOB Sharpe Ratio is 0.84, which is comparable to the BNDX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of VWOB 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
0.84
0.90
VWOB
BNDX

Dividends

VWOB vs. BNDX - Dividend Comparison

VWOB's dividend yield for the trailing twelve months is around 5.99%, more than BNDX's 4.77% yield.


TTM20232022202120202019201820172016201520142013
VWOB
Vanguard Emerging Markets Government Bond ETF
5.99%5.50%5.31%4.04%4.18%4.58%4.53%4.61%4.71%4.93%4.49%2.39%
BNDX
Vanguard Total International Bond ETF
4.77%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%

Drawdowns

VWOB vs. BNDX - Drawdown Comparison

The maximum VWOB drawdown since its inception was -26.97%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for VWOB and BNDX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-5.50%
-3.90%
VWOB
BNDX

Volatility

VWOB vs. BNDX - Volatility Comparison

Vanguard Emerging Markets Government Bond ETF (VWOB) has a higher volatility of 2.20% compared to Vanguard Total International Bond ETF (BNDX) at 1.07%. This indicates that VWOB's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
2.20%
1.07%
VWOB
BNDX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab