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WRLD vs. BNDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WRLD vs. BNDX - Performance Comparison

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

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WRLD vs. BNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WRLD
World Acceptance Corporation
-3.81%24.86%-13.86%97.95%-73.13%140.10%18.31%-15.51%26.68%25.58%
BNDX
Vanguard Total International Bond ETF
-0.13%2.86%3.57%8.77%-12.76%-2.29%4.65%7.87%2.81%2.40%

Returns By Period

In the year-to-date period, WRLD achieves a -3.81% return, which is significantly lower than BNDX's -0.13% return. Over the past 10 years, WRLD has outperformed BNDX with an annualized return of 14.50%, while BNDX has yielded a comparatively lower 1.73% annualized return.


WRLD

1D
1.28%
1M
0.12%
YTD
-3.81%
6M
-20.16%
1Y
6.71%
3Y*
17.48%
5Y*
0.73%
10Y*
14.50%

BNDX

1D
0.54%
1M
-2.14%
YTD
-0.13%
6M
0.17%
1Y
2.81%
3Y*
3.83%
5Y*
0.17%
10Y*
1.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WRLD vs. BNDX — Risk / Return Rank

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

WRLD
WRLD Risk / Return Rank: 4444
Overall Rank
WRLD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WRLD Sortino Ratio Rank: 4242
Sortino Ratio Rank
WRLD Omega Ratio Rank: 4343
Omega Ratio Rank
WRLD Calmar Ratio Rank: 4444
Calmar Ratio Rank
WRLD Martin Ratio Rank: 4444
Martin Ratio Rank

BNDX
BNDX Risk / Return Rank: 4646
Overall Rank
BNDX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 4949
Sortino Ratio Rank
BNDX Omega Ratio Rank: 4343
Omega Ratio Rank
BNDX Calmar Ratio Rank: 4141
Calmar Ratio Rank
BNDX Martin Ratio Rank: 4545
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.

WRLD vs. BNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for World Acceptance Corporation (WRLD) 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.


WRLDBNDXDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.88

-0.74

Sortino ratio

Return per unit of downside risk

0.50

1.23

-0.73

Omega ratio

Gain probability vs. loss probability

1.07

1.16

-0.09

Calmar ratio

Return relative to maximum drawdown

0.09

0.96

-0.86

Martin ratio

Return relative to average drawdown

0.20

3.94

-3.74

WRLD vs. BNDX - Sharpe Ratio Comparison

The current WRLD Sharpe Ratio is 0.14, which is lower than the BNDX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of WRLD 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.


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Sharpe Ratios by Period


WRLDBNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.88

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.04

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.43

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.60

-0.37

Correlation

The correlation between WRLD and BNDX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

WRLD vs. BNDX - Dividend Comparison

WRLD has not paid dividends to shareholders, while BNDX's dividend yield for the trailing twelve months is around 4.45%.


TTM20252024202320222021202020192018201720162015
WRLD
World Acceptance Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BNDX
Vanguard Total International Bond ETF
4.45%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%

Drawdowns

WRLD vs. BNDX - Drawdown Comparison

The maximum WRLD drawdown since its inception was -77.65%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for WRLD and BNDX.


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Drawdown Indicators


WRLDBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-77.65%

-16.23%

-61.42%

Max Drawdown (1Y)

Largest decline over 1 year

-37.34%

-2.93%

-34.41%

Max Drawdown (5Y)

Largest decline over 5 years

-77.00%

-15.86%

-61.14%

Max Drawdown (10Y)

Largest decline over 10 years

-77.00%

-16.23%

-60.77%

Current Drawdown

Current decline from peak

-47.86%

-2.14%

-45.72%

Average Drawdown

Average peak-to-trough decline

-33.18%

-3.10%

-30.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.39%

0.71%

+16.68%

Volatility

WRLD vs. BNDX - Volatility Comparison

World Acceptance Corporation (WRLD) has a higher volatility of 12.90% compared to Vanguard Total International Bond ETF (BNDX) at 1.73%. This indicates that WRLD'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.


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Volatility by Period


WRLDBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.90%

1.73%

+11.17%

Volatility (6M)

Calculated over the trailing 6-month period

40.90%

2.28%

+38.62%

Volatility (1Y)

Calculated over the trailing 1-year period

50.27%

3.21%

+47.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.80%

4.81%

+49.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.31%

4.05%

+51.26%