Vanguard Total International Bond Index Fund ETF Shares

10-Year Study

BNDX.US · · US · ETF

Executive Summary: Vanguard Total International Bond Index Fund ETF Shares has compounded at 1.7% annually over the last 10 years, with a maximum drawdown of 14.9% and an annualized volatility of 5.8%.

1Y CAGR
+1.0%
3Y CAGR
+3.8%
5Y CAGR
+0.2%
10Y CAGR
+1.7%

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 →
14.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +8.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.51.3-2.40.3————————-0.2%
20250.20.9-1.21.70.00.3-0.10.10.51.0-0.2-0.52.9%
2024-0.6-0.51.1-1.40.30.62.10.51.3-0.71.7-0.83.6%
20232.4-1.52.60.20.10.0-0.10.2-1.7-0.13.43.28.8%
2022-1.4-1.3-2.2-3.0-0.7-1.73.2-3.6-2.90.52.4-2.7-12.8%
2021-0.6-1.7-0.0-0.2-0.00.41.5-0.4-1.1-0.41.1-0.7-2.3%
20201.90.7-2.91.90.40.50.9-0.80.90.30.40.44.7%
20191.00.21.80.21.31.61.22.1-0.4-0.5-0.5-0.37.9%
2018-0.60.31.2-0.1-0.20.60.10.1-0.20.10.51.22.8%
2017-1.00.9-0.00.50.7-0.50.20.9-0.40.60.20.32.4%
2016———-0.30.71.90.80.10.0-1.3-1.20.41.2%

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 5.8%. The dominant macroeconomic risk driver is LQD.US, accounting for 35.0% of variance. Idiosyncratic stock-specific factors contribute 10.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019973.574775743022
2016-05-0110048.16687331915
2016-06-0110244.03891804483
2016-07-0110327.973515614793
2016-08-0110335.343983947663
2016-09-0110336.453251756957
2016-10-0110206.471714903382
2016-11-0110079.127770396351
2016-12-0110121.945507835126
2017-01-0110023.146721620615
2017-02-0110111.764894385378
2017-03-0110109.151952434597
2017-04-0110158.87180068676
2017-05-0110232.970890347644
2017-06-0110178.0991093812
2017-07-0110194.787427312143
2017-08-0110290.061206932676
2017-09-0110248.574590865057
2017-10-0110312.271213514332
2017-11-0110336.35465017391
2017-12-0110364.554702925754
2018-01-0110305.46770428399
2018-02-0110331.991530124014
2018-03-0110450.95434007193
2018-04-0110436.040850635854
2018-05-0110411.760210810184
2018-06-0110474.37221604593
2018-07-0110489.310355877764
2018-08-0110495.053898090335
2018-09-0110470.30490074518
2018-10-0110477.995824222957
2018-11-0110532.62110123178
2018-12-0110656.045632812635
2019-01-0110762.116285776969
2019-02-0110784.548145920482
2019-03-0110974.627347642065
2019-04-0110992.942591693309
2019-05-0111133.129392392393
2019-06-0111307.580243200804
2019-07-0111448.802360521897
2019-08-0111690.795295718472
2019-09-0111641.91356092222
2019-10-0111584.87254512871
2019-11-0111529.754260204647
2019-12-0111494.257690307217
2020-01-0111711.62488013745
2020-02-0111789.914537077892
2020-03-0111446.85497925669
2020-04-0111664.961680959786
2020-05-0111713.276456653512
2020-06-0111776.110315451113
2020-07-0111887.776608253444
2020-08-0111797.457558181095
2020-09-0111898.080473682005
2020-10-0111939.197333813194
2020-11-0111985.712630616283
2020-12-0112028.974075178776
2021-01-0111952.952254648448
2021-02-0111754.541219159273
2021-03-0111753.505902537265
2021-04-0111731.07404239375
2021-05-0111730.85218883189
2021-06-0111774.384787747767
2021-07-0111950.191410323092
2021-08-0111898.770684763342
2021-09-0111770.662577987689
2021-10-0111718.551641346601
2021-11-0111842.49383123846
2021-12-0111753.998910452505
2022-01-0111592.045810295482
2022-02-0111446.38662173721
2022-03-0111191.353627182483
2022-04-0110855.63988729839
2022-05-0110782.52681346799
2022-06-0110596.860032587823
2022-07-0110937.922908352293
2022-08-0110543.393324179819
2022-09-0110238.369327019545
2022-10-0110294.20247342071
2022-11-0110544.428640801829
2022-12-0110254.539986639484
2023-01-0110496.705474606393
2023-02-0110339.312697665362
2023-03-0110603.540289839353
2023-04-0110625.676345233722
2023-05-0110640.88563941894
2023-06-0110641.551200104515
2023-07-0110628.018132831123
2023-08-0110650.302090600064
2023-09-0110464.117651408893
2023-10-0110448.563251683005
2023-11-0110807.275810813142
2023-12-0111154.18083037323
2024-01-0111089.769346246854
2024-02-0111030.016786919514
2024-03-0111153.589220874943
2024-04-0110997.207110160152
2024-05-0111028.833567922931
2024-06-0111098.618838325447
2024-07-0111334.62172735183
2024-08-0111392.106450269059
2024-09-0111534.561087378257
2024-10-0111451.119497723534
2024-11-0111641.814959339172
2024-12-0111552.383323514257
2025-01-0111580.657327453391
2025-02-0111682.857868283074
2025-03-0111544.519847266145
2025-04-0111743.103435525654
2025-05-0111744.06480096038
2025-06-0111783.80123892889
2025-07-0111770.465374821593
2025-08-0111786.463481671199
2025-09-0111848.681080574748
2025-10-0111967.520638543852
2025-11-0111945.631087107102
2025-12-0111883.610691369648
2026-01-0111945.088778400337
2026-02-0112103.344319193044
2026-03-0111816.906720437397
2026-04-0111854.375321995794
Annual Return Matrix
YearAnnual Return
20170.02396863279918171
20180.028123825696495963
20190.0786607045782084
20200.046520305989178334
2021-0.022859402889034985
2022-0.12757010913788625
20230.08773098012254832
20240.03569984198720433
20250.028671777812392607
2026-0.00246014196637101
Total Factor Risk
0.058381521902849336
VTI.US Exposure
-0.10176073007558227
VEA.US Exposure
-0.008903797505348353
VWO.US Exposure
-0.023823347947041097
QQQ.US Exposure
0.2734715923896996
VTV.US Exposure
0.0836791701555878
IJR.US Exposure
0.02223873485057736
QUAL.US Exposure
-0.016835812299942774
SHV.US Exposure
0.11887665034456064
TLT.US Exposure
0.008694425897624916
LQD.US Exposure
0.3503760288038686
HYG.US Exposure
0.07122881219793954
GLD.US Exposure
0.03496799769323978
USO.US Exposure
0.04141943935006845
VNQ.US Exposure
0.027106671746811566
BTC-USD.CC Exposure
0.01824794870646418
CPER.US Exposure
-0.005830077694984141
VIX.INDX Exposure
-0.010315064267896176
UUP.US Exposure
-0.012672774270768856
TIP.US Exposure
0.02828075915148416
Idiosyncratic Exposure
0.10155337277363703
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
5.8%

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
$52
Avg Yield on Cost
0.52%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$52.260.52%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 →
-0.6%
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 →
-0.2%
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 →
2.1% 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 →
0.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Vanguard Total International Bond Index Fund ETF Shares (BNDX.US) has an annualized volatility of 5.8% and experienced a maximum drawdown of 14.9% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BNDX.US has generated a Compound Annual Growth Rate (CAGR) of 1.7%. It has had a positive return in 70% 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.

Run a Full Backtest on Vanguard Total International Bond Index Fund ETF Shares

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest