Vanguard Total Bond Market Index Fund (BND) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vanguard Total Bond Market Index Fund (BND): 1Y return 2.4%, Sharpe ratio 0.66, volatility 3.6%, max drawdown -2.7%. A ETF in the Fixed Income asset class. Compare BND with other assets and invest through your own broker with pfolio.
Vanguard Total Bond Market Index Fund (BND) Overview
- Type: ETF
- Asset Class: Fixed Income
- Region: Americas
- Country: US (Developed)
- Currency: USD
BND Performance
- MTD
- Return: 0.3%, Sharpe: 1.84, Volatility: 3.9%, Max Drawdown: -0.4%
- YTD
- Return: -0.2%, Sharpe: -0.06, Volatility: 3.8%, Max Drawdown: -2.7%
- 1Y
- Return: 2.4%, Sharpe: 0.66, Volatility: 3.6%, Max Drawdown: -2.7%
- 5Y
- Return: -1.4%, Sharpe: -0.02, Volatility: 5.9%, Max Drawdown: -17.8%
- 10Y
- Return: 15.3%, Sharpe: 0.28, Volatility: 5.4%, Max Drawdown: -18.6%
Frequently Asked Questions
- What is Vanguard Total Bond Market Index Fund (BND)?
- Vanguard Total Bond Market Index Fund (BND) is a ETF in the Fixed Income asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does BND compare to other assets?
- You can compare BND with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in BND through pfolio?
- pfolio helps you build diversified portfolios that may include BND. You invest through your own broker — pfolio provides the analytics.