BND.USvsBNDX.US

10-Year Study
Vanguard Total Bond Market Index Fund ETF Shares()
Vanguard Total International Bond Index Fund ETF Shares()

The Verdict

Over the synchronized 10-year period measured, neither historically led across 11 distinct risk and return vectors.
BND.US generated a 10-year CAGR of 1.6% (Max Drawdown: 17.5%), while BNDX.US generated 1.7% (Max Drawdown: 14.9%).

BND.US
6
metric wins
1.6% CAGR
VS
BNDX.US
5
metric wins
1.7% CAGR
Tied — very close race

Head-to-Head StatisticsiDetailed side-by-side breakdown of return and risk metrics.

10Y CAGRCAGRCompound Annual Growth Rate — the annualized rate of return over a period, accounting for compounding.Click for full definition →
BND.US
+1.6%
VS
BNDX.US
+1.7%
5Y CAGRCAGRCompound Annual Growth Rate — the annualized rate of return over a period, accounting for compounding.Click for full definition →
BND.US
+0.1%
VS
BNDX.US
+0.2%
3Y CAGRCAGRCompound Annual Growth Rate — the annualized rate of return over a period, accounting for compounding.Click for full definition →
BND.US
+3.9%
VS
BNDX.US
+3.8%
1Y CAGRCAGRCompound Annual Growth Rate — the annualized rate of return over a period, accounting for compounding.Click for full definition →
BND.US
+4.8%
VS
BNDX.US
+1.0%
Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
lower is better
BND.US
-17.5%
VS
BNDX.US
-14.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
BND.US
-0.53
VS
BNDX.US
-0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
BND.US
-0.77
VS
BNDX.US
-0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
lower is better
BND.US
+5.2%
VS
BNDX.US
+4.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
BND.US
+60.0%
VS
BNDX.US
+70.0%
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →
BND.US
+0.0%
VS
BNDX.US
+0.0%
10Y Income ($10k)
BND.US
$1,955
VS
BNDX.US
$52
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
lower = less market sensitivity
BND.US
0.98
VS
BNDX.US
0.60

Historical Trajectory

Growth of $10,000 Over 10 Years

Annual Returns Comparison

Performance Consistency

Rolling 12-Month Returns

Risk & Factor X-Ray AnalysisiAnalyzes downside volatility and macro factor exposures.

Historical Drawdowns

Return Correlation

86%
Pearson Correlation Coefficient

Moderately correlated. They share macro drivers but offer identifiable divergence.

Risk X-Ray Macro Factor Exposure Mapping

BND.US Factor Exposure
BNDX.US Factor Exposure

Fundamentals, Quality & IncomeiSide-by-side fundamental valuation, corporate health, and 10-year income generation.

Fundamentals Radar

Valuation & Quality Matrix

P/E Ratio
0.0
0.0
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 →
0
0
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 →
1.3
1.3
Market Cap
$0
$0

10-Year Income Simulation ($10k)

Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →
0.0%
0.0%
Total Income Gen
$1,955
$52

Momentum & Macro PositioningiCompares relative price trends, moving averages, and market sensitivity.

50-Day SMA

BND.US-0.4%
BNDX.US-0.6%

200-Day SMA

BND.US+0.6%
BNDX.US-0.2%

Beta (Market Risk)

BND.US0.98
BNDX.US0.60

Frequently Asked Questions

How did BND.US compare to BNDX.US historically?

BND.US and BNDX.US performed comparably over the measured period. Neither clearly dominated across all risk and return metrics. The right choice depends on your individual investment goals, income needs, and risk tolerance.

What is the 10-year CAGR of BND.US vs BNDX.US?

Over the 2016–2026 study period, BND.US produced an annualized return (CAGR) of 1.6% while BNDX.US produced 1.7%. A ${10,000} investment in BND.US would have grown to approximately $11,766, compared to $11,854 for BNDX.US.

What is the maximum drawdown of BND.US vs BNDX.US?

BND.US experienced a peak-to-trough drawdown of 17.5% (2022 was its worst year at -13.1%), versus 14.9% for BNDX.US (worst year 2022 at -12.8%). A smaller maximum drawdown indicates lower downside risk and is particularly important for investors close to or in retirement.

How correlated are BND.US and BNDX.US?

BND.US and BNDX.US have a Pearson return correlation of 86% over the study period. This moderate correlation means the ETFs share broad market drivers but show identifiable divergence, offering some diversification benefit when combined.

Which ETF has a better Sharpe ratio — BND.US or BNDX.US?

BND.US has a Sharpe ratio of -0.53 versus -0.62 for BNDX.US. The Sharpe ratio measures return per unit of risk (volatility) relative to a risk-free rate. BND.US delivered better risk-adjusted returns over the study period. BND.US had annualized volatility of 5.2% vs 4.4% for BNDX.US.

Which ETF pays a higher dividend — BND.US or BNDX.US?

BND.US has a dividend yield of 0.00%, while BNDX.US yields 0.00%. On a $10,000 investment, BND.US paid approximately $1,955 in cumulative income vs $52 for BNDX.US over the study period. Income-focused investors should weigh dividend yield alongside total return (price appreciation + dividends), since a lower-yielding ETF can still produce superior total returns through capital gains.

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