Vanguard Total Bond Market Index Fund ETF Shares

10-Year Study

BND.US · · US · ETF

Executive Summary: Vanguard Total Bond Market Index Fund ETF Shares has compounded at 1.6% annually over the last 10 years, with a maximum drawdown of 17.5% and an annualized volatility of 6.5%.

1Y CAGR
+4.8%
3Y CAGR
+3.9%
5Y CAGR
+0.1%
10Y CAGR
+1.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
17.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +8.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.21.3-2.10.5————————-0.1%
20250.62.20.00.4-0.71.5-0.31.21.10.60.6-0.37.1%
2024-0.2-1.40.9-2.41.70.92.41.51.3-2.51.1-1.71.4%
20233.3-2.72.70.6-1.2-0.2-0.1-0.7-2.5-1.54.53.65.7%
2022-2.1-1.1-2.8-4.00.8-1.72.4-2.8-4.2-1.23.7-0.8-13.1%
2021-0.9-1.5-1.30.90.20.91.2-0.2-1.00.10.2-0.5-2.0%
20202.01.7-1.42.80.70.71.5-0.9-0.1-0.61.2-0.07.5%
20191.1-0.11.9-0.01.81.20.22.8-0.60.3-0.0-0.18.8%
2018-1.2-1.00.7-0.90.7-0.0-0.00.7-0.5-0.90.61.9-0.1%
20170.20.6-0.00.80.70.10.40.9-0.5-0.0-0.10.53.6%
2016———0.4-0.02.00.6-0.30.1-0.9-2.60.3-0.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 6.5%. The dominant macroeconomic risk driver is LQD.US, accounting for 48.5% of variance. Idiosyncratic stock-specific factors contribute 1.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110040.89425072131
2016-05-0110040.17652791224
2016-06-0110242.989044360054
2016-07-0110304.39421802505
2016-08-0110272.12859040835
2016-09-0110283.851396289849
2016-10-0110187.166159210057
2016-11-019924.910244775376
2016-12-019957.734101243574
2017-01-019976.235400321859
2017-02-0110037.736270361396
2017-03-0110033.828668400896
2017-04-0110113.639444769635
2017-05-0110185.459573864044
2017-06-0110190.7228744639
2017-07-0110231.85636612157
2017-08-0110319.53019459858
2017-09-0110271.107829079896
2017-10-0110268.364533009666
2017-11-0110257.391348728752
2017-12-0110312.974992942392
2018-01-0110185.26818111496
2018-02-0110079.68318120268
2018-03-0110148.91950818443
2018-04-0110062.457833784965
2018-05-0110131.135931915218
2018-06-0110126.606303520191
2018-07-0110122.890094308776
2018-08-0110190.579329902086
2018-09-0110134.995685688446
2018-10-0110047.672743918098
2018-11-0110111.64577029999
2018-12-0110301.22028826938
2019-01-0110415.657202826871
2019-02-0110406.310856913185
2019-03-0110608.038814449514
2019-04-0110605.359315962312
2019-05-0110799.016879245528
2019-06-0110933.725475810348
2019-07-0110950.153353440206
2019-08-0111253.415164366497
2019-09-0111189.601631942172
2019-10-0111224.355365296986
2019-11-0111219.730040527415
2019-12-0111211.404455942187
2020-01-0111433.324348507056
2020-02-0111623.903678409144
2020-03-0111457.806670994269
2020-04-0111774.051290066875
2020-05-0111852.76155812837
2020-06-0111932.28524537348
2020-07-0112105.830620606937
2020-08-0111991.776491547618
2020-09-0111979.973938687332
2020-10-0111913.369262005508
2020-11-0112057.934585148243
2020-12-0112056.642684091914
2021-01-0111952.748320129891
2021-02-0111767.783177534318
2021-03-0111618.129997145057
2021-04-0111718.802583164137
2021-05-0111736.777552182433
2021-06-0111842.2190075329
2021-07-0111980.59596512186
2021-08-0111957.915924355208
2021-09-0111836.716465996686
2021-10-0111845.073949373425
2021-11-0111869.253233341255
2021-12-0111814.307564957902
2022-01-0111570.361556852418
2022-02-0111438.619547898428
2022-03-0111123.826323839721
2022-04-0110681.916415596595
2022-05-0110770.531258423272
2022-06-0110591.515240445115
2022-07-0110843.754934344312
2022-08-0110540.42932583499
2022-09-0110099.588027107591
2022-10-019982.678956207743
2022-11-0110348.621892459603
2022-12-0110265.190603253996
2023-01-0110605.27956898353
2023-02-0110322.52868100092
2023-03-0110598.772215514617
2023-04-0110661.054605946254
2023-05-0110536.952357559932
2023-06-0110513.363201235123
2023-07-0110500.954571336066
2023-08-0110431.558750396742
2023-09-0110172.891450007415
2023-10-0110018.293956933441
2023-11-0110473.234521510152
2023-12-0110845.509367877597
2024-01-0110827.821487982927
2024-02-0110680.20983025058
2024-03-0110771.025689691745
2024-04-0110511.95965440849
2024-05-0110688.583263023082
2024-06-0110782.716596781731
2024-07-0111036.51933146513
2024-08-0111196.715062449857
2024-09-0111344.007732267062
2024-10-0111065.403687181311
2024-11-0111183.556810950216
2024-12-0110995.60913134806
2025-01-0111061.368490054754
2025-02-0111299.875754207049
2025-03-0111301.32714922095
2025-04-0111346.160900694276
2025-05-0111269.715446830294
2025-06-0111440.677019951097
2025-07-0111410.341269221013
2025-08-0111542.003531196218
2025-09-0111669.74224181517
2025-10-0111740.15882408295
2025-11-0111810.224519644073
2025-12-0111774.657367105647
2026-01-0111800.08070394253
2026-02-0111952.828067108676
2026-03-0111705.261546166323
2026-04-0111765.86925004346
Annual Return Matrix
YearAnnual Return
20170.03567487222363708
2018-0.0011397976511199337
20190.08835692686907093
20200.07539093174912104
2021-0.020099718095963892
2022-0.13112211216666636
20230.056532682835878756
20240.01383980764564452
20250.07085084841153111
2026-0.0007463586232867581
Total Factor Risk
0.06516879152621999
VTI.US Exposure
-0.013924100107408662
VEA.US Exposure
0.00761349351035416
VWO.US Exposure
-0.0007164717092327361
QQQ.US Exposure
0.0033115385414612597
VTV.US Exposure
0.01213121964003038
IJR.US Exposure
0.0017561279599152557
QUAL.US Exposure
-0.024144928021011272
SHV.US Exposure
0.3471622441958517
TLT.US Exposure
0.09428650460446415
LQD.US Exposure
0.48492060690067734
HYG.US Exposure
-0.015145371143919928
GLD.US Exposure
0.0022209165815167053
USO.US Exposure
0.008961548040375205
VNQ.US Exposure
-0.007206407175152527
BTC-USD.CC Exposure
0.0012404506319410524
CPER.US Exposure
-0.004538196608110299
VIX.INDX Exposure
-0.000895889008256975
UUP.US Exposure
0.00267902278367595
TIP.US Exposure
0.08869205920116825
Idiosyncratic Exposure
0.01159563118166089
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$1,941
Avg Yield on Cost
2.77%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$23.470.23%Solid
2021$266.142.66%Solid
2022$297.772.98%Solid
2023$361.933.62%Solid
2024$420.754.21%Solid
2025$455.754.56%Solid
2026$115.361.15%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard Total Bond Market Index Fund ETF Shares a high-risk investment?

Vanguard Total Bond Market Index Fund ETF Shares (BND.US) has an annualized volatility of 6.5% and experienced a maximum drawdown of 17.5% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of BND.US?

Over the past 10 years, BND.US has generated a Compound Annual Growth Rate (CAGR) of 1.6%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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