Simulation Settings
Category: Fixed Income
Period: January 1871 - June 2025 (~155 years)
Consolidated Returns as of 30 June 2025
Live Update available for July 2025
Initial Amount: 1$
Currency:
USD
Inflation: US
(Change Settings)
Results
Vanguard Total Bond Market (BND)
1.00$
Invested Capital
July 1995
July 1995
3.38$
Final Capital
June 2025
June 2025
4.14%
Yearly Return
4.24%
Std Deviation
-17.28%
Max Drawdown
59months*
Recovery Period
* in progress
* in progress
1.00$
Invested Capital
July 1995
July 1995
1.61$
Final Capital
June 2025
June 2025
1.59%
Yearly Return
4.24%
Std Deviation
-30.41%
Max Drawdown
59months*
Recovery Period
* in progress
* in progress
1.00$
Invested Capital
January 1871
January 1871
886.14$
Final Capital
June 2025
June 2025
4.49%
Yearly Return
4.36%
Std Deviation
-17.28%
Max Drawdown
59months*
Recovery Period
* in progress
* in progress
1.00$
Invested Capital
January 1871
January 1871
34.48$
Final Capital
June 2025
June 2025
2.32%
Yearly Return
4.36%
Std Deviation
-48.08%
Max Drawdown
165months
Recovery Period
---
1 Day: ---
---
Month: ---
The Vanguard Total Bond Market (BND) ETF covers to the following investment themes:
- Asset Class: Bond
- Region: North America
- Country: U.S.
- Bond - Duration: All-Term
As of June 2025, in the previous 30 Years, the Vanguard Total Bond Market (BND) ETF obtained a 4.14% compound annual return, with a 4.24% standard deviation. It suffered a maximum drawdown of -17.28% which has been ongoing for 59 months and is still in progress.
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information.
The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.
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Investment Returns as of Jun 30, 2025
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
VANGUARD TOTAL BOND MARKET (BND) ETF
Capital Growth
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| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
Vanguard Total Bond Market (BND) |
1 $ | 3.38 $ | 237.95% | 4.14% | |
| Jul 1995 | Jun 2025 |
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| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
Vanguard Total Bond Market (BND) |
1 $ | 1.61 $ | 60.62% | 1.59% | |
| Jul 1995 | Jun 2025 |
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| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
Vanguard Total Bond Market (BND) |
1 $ | 886.14 $ | 88 513.81% | 4.49% | |
| Jan 1871 | Jun 2025 |
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| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
Vanguard Total Bond Market (BND) |
1 $ | 34.48 $ | 3 348.38% | 2.32% | |
| Jan 1871 | Jun 2025 |
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|
Show Live Returns: July 2025
|
Chg (%) | Return (%) | Return (%) as of Jun 30, 2025 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | --- |
YTD (6M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX (~155Y) |
|||
| Investment Return | --- | --- | 4.05 | 1.52 | 4.05 | 6.10 | -0.82 | 1.75 | 4.14 | 4.49 | |||
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
| The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation. | |||||||||||||
In 2024, the Vanguard Total Bond Market (BND) ETF granted a 3.67% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Total Bond Market (BND) ETF: Dividend Yield page.
Investment Metrics as of Jun 30, 2025
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
VANGUARD TOTAL BOND MARKET (BND) ETF
Advanced Metrics
1 January 1871 - 30 June 2025 (~155 years)
Swipe left to see all data
| Metrics as of Jun 30, 2025 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(6M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~155Y) |
|
| Investment Return (%) | 4.05 | 1.52 | 1.23 | 4.05 | 6.10 | 2.52 | -0.82 | 1.75 | 2.96 | 4.14 | 4.49 |
| Growth of 1$ | 1.04 | 1.02 | 1.01 | 1.04 | 1.06 | 1.08 | 0.96 | 1.19 | 1.79 | 3.38 | 886.14 |
| US Inflation (%) | 0.94 | 0.00 | 0.30 | 0.94 | 2.43 | 2.82 | 4.53 | 3.04 | 2.55 | 2.51 | 2.12 |
| Pending updates, the monthly inflation of Jun 2025 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -5.42 | -3.07 | -7.94 | -17.28 | -17.28 | -17.28 | -17.28 | -17.28 | |||
| Start to Recovery (# months) | 59* | 7 | 24 | 59* | 59* | 59* | 59* | 59* | |||
| Start (yyyy mm) | 2024 10 | 2022 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | ||||
| Start to Bottom (# months) | 3 | 3 | 27 | 27 | 27 | 27 | 27 | ||||
| Bottom (yyyy mm) | 2024 12 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | ||||
| Bottom to End (# months) | 4 | 21 | 32 | 32 | 32 | 32 | 32 | ||||
| End (yyyy mm) | 2025 04 | 2024 07 | - | - | - | - | - | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | |||||||||||
| Start (yyyy mm) | 2024 10 | 2022 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | ||||
| Start to Bottom (# months) | 3 | 3 | 27 | 27 | 27 | 27 | 27 | ||||
| Bottom (yyyy mm) | 2024 12 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | ||||
| Bottom to End (# months) | 4 | 21 | 32 | 32 | 32 | 32 | 32 | ||||
| End (yyyy mm) | 2025 04 | 2024 07 | - | - | - | - | - | ||||
| Longest negative period (# months) | 8 | 23 | 60* | 90 | 90 | 90 | 90 | ||||
| Start (yyyy mm) | 2024 10 | 2022 08 | 2020 07 | 2016 05 | 2016 05 | 2016 05 | 2016 05 | ||||
| End (yyyy mm) | 2025 05 | 2024 06 | 2025 06 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | ||||
| Annualized Return (%) | -0.98 | -0.42 | -0.82 | -0.02 | -0.02 | -0.02 | -0.02 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
| Deepest Drawdown Depth (%) | -23.79 | -3.99 | -11.60 | -30.41 | -30.41 | -30.41 | -30.41 | -48.08 | |||
| Start to Recovery (# months) | 59* | 9* | 35* | 59* | 59* | 59* | 59* | 165 | |||
| Start (yyyy mm) | 2024 10 | 2022 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 1916 03 | ||||
| Start to Bottom (# months) | 3 | 15 | 39 | 39 | 39 | 39 | 52 | ||||
| Bottom (yyyy mm) | 2024 12 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 1920 06 | ||||
| Bottom to End (# months) | 6 | 20 | 20 | 20 | 20 | 20 | 113 | ||||
| End (yyyy mm) | - | - | - | - | - | - | 1929 11 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
same |
-46.74 | ||||
| Start to Recovery (# months) | 538 | ||||||||||
| Start (yyyy mm) | 2024 10 | 2022 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 1941 05 | ||||
| Start to Bottom (# months) | 3 | 15 | 39 | 39 | 39 | 39 | 485 | ||||
| Bottom (yyyy mm) | 2024 12 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 1981 09 | ||||
| Bottom to End (# months) | 6 | 20 | 20 | 20 | 20 | 20 | 53 | ||||
| End (yyyy mm) | - | - | - | - | - | - | 1986 02 | ||||
| Longest negative period (# months) | 10 | 36* | 60* | 120* | 220 | 245 | 622 | ||||
| Start (yyyy mm) | 2024 08 | 2022 07 | 2020 07 | 2015 07 | 2005 07 | 2003 06 | 1932 08 | ||||
| End (yyyy mm) | 2025 05 | 2025 06 | 2025 06 | 2025 06 | 2023 10 | 2023 10 | 1984 05 | ||||
| Annualized Return (%) | -0.19 | -0.29 | -5.12 | -1.25 | -0.07 | -0.02 | 0.00 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 4.92 | 7.17 | 6.36 | 5.14 | 4.48 | 4.24 | 4.36 | ||||
| Sharpe Ratio | 0.30 | -0.28 | -0.55 | -0.01 | 0.32 | 0.44 | 0.11 | ||||
| Sortino Ratio | 0.38 | -0.39 | -0.79 | -0.02 | 0.44 | 0.61 | 0.17 | ||||
| Ulcer Index | 1.37 | 3.34 | 9.47 | 6.78 | 4.88 | 4.04 | 2.42 | ||||
| Ratio: Return / Standard Deviation | 1.24 | 0.35 | -0.13 | 0.34 | 0.66 | 0.98 | 1.03 | ||||
| Ratio: Return / Deepest Drawdown | 1.99 | 0.32 | -0.05 | 0.10 | 0.17 | 0.24 | 0.26 | ||||
| Positive Months (%) | 75.00 | 52.77 | 48.33 | 54.16 | 60.00 | 63.88 | 68.28 | ||||
| Positive Months | 9 | 19 | 29 | 65 | 144 | 230 | 1266 | ||||
| Negative Months | 3 | 17 | 31 | 55 | 96 | 130 | 588 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 1.75 | 4.93 | 6.56 | 13.97 | |||||||
| Worst 10 Years Return (%) - Annualized | 0.65 | 0.65 | 0.65 | ||||||||
| Best 10 Years Return (%) - Annualized | -1.25 | 3.12 | 4.03 | 9.65 | |||||||
| Worst 10 Years Return (%) - Annualized | -1.93 | -1.93 | -4.36 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Jun 2025 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 14.29 | 10.16 | 8.18 | 6.56 | 5.45 | 4.14 | |||||
| Worst Rolling Return (%) - Annualized | -15.59 | -5.59 | -0.99 | 0.65 | 2.67 | ||||||
| Positive Periods (%) | 82.8 | 89.8 | 94.3 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 13.67 | 7.76 | 5.60 | 4.03 | 3.23 | 1.59 | |||||
| Worst Rolling Return (%) - Annualized | -21.67 | -10.70 | -5.36 | -1.93 | 0.09 | ||||||
| Positive Periods (%) | 69.3 | 79.6 | 86.0 | 83.4 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 1.67 | 2.45 | 2.85 | 2.72 | 9.03 | 0.25 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 2.17 | 3.32 | 4.09 | 8.85 | 11.55 | 2.16 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 2.50 | 3.89 | 4.89 | 13.11 | 13.19 | 3.56 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 3.03 | 4.81 | 6.19 | 15.07 | 15.43 | 4.45 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 88.06 | 27.42 | 16.29 | 9.48 | 5.74 | 5.04 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 0.11 | 1.90 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1871 - Jun 2025) | |||||||||||
| Best Rolling Return (%) - Annualized | 34.57 | 19.06 | 20.18 | 13.97 | 10.77 | 8.93 | |||||
| Worst Rolling Return (%) - Annualized | -15.59 | -5.59 | -0.99 | 0.65 | 1.73 | 2.18 | |||||
| Positive Periods (%) | 86.3 | 97.5 | 98.9 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 30.24 | 17.38 | 16.54 | 9.65 | 7.77 | 5.89 | |||||
| Worst Rolling Return (%) - Annualized | -21.67 | -13.89 | -12.11 | -4.36 | -2.05 | -1.14 | |||||
| Positive Periods (%) | 64.1 | 72.6 | 72.5 | 73.6 | 80.6 | 85.4 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 1.70 | 2.47 | 2.83 | 1.72 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 2.22 | 3.37 | 4.11 | 4.18 | 2.53 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 2.56 | 3.95 | 4.93 | 5.92 | 8.15 | 0.16 | 0.00 | 0.00 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 3.10 | 4.90 | 6.27 | 9.50 | 11.25 | 1.83 | 0.00 | 0.00 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 88.06 | 26.15 | 14.07 | 7.49 | 3.66 | 2.46 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | --- | --- | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
- Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Correlations as of Jun 30, 2025
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
The following table shows the monthly correlations of Vanguard Total Bond Market (BND) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
VANGUARD TOTAL BOND MARKET (BND) ETF
Monthly correlations as of 30 June 2025
Swipe left to see all data
| Correlation vs BND | |||||
|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | |
|
VTI
|
US Total Stock Market | 0.28 | 0.61 | 0.41 | 0.15 |
|
SPY
|
US Large Cap Blend | 0.28 | 0.62 | 0.42 | 0.16 |
|
IJH
|
US Mid Cap Blend | 0.34 | 0.54 | 0.34 | 0.13 |
|
IJR
|
US Small Cap Blend | 0.42 | 0.50 | 0.30 | 0.09 |
|
VNQ
|
US REITs | 0.82 | 0.70 | 0.59 | 0.34 |
|
QQQ
|
US Technology | -0.01 | 0.60 | 0.43 | 0.09 |
|
PFF
|
US Preferred Stocks | 0.63 | 0.72 | 0.63 | 0.35 |
|
EFA
|
EAFE Stocks | 0.63 | 0.71 | 0.48 | 0.20 |
|
VT
|
World All Countries | 0.44 | 0.68 | 0.46 | 0.17 |
|
EEM
|
Emerging Markets | 0.44 | 0.66 | 0.45 | 0.13 |
|
TLT
|
US Long Term Treasuries | 0.97 | 0.94 | 0.88 | 0.85 |
|
BIL
|
US Cash | 0.07 | 0.20 | 0.10 | 0.12 |
|
TIP
|
US TIPS | 0.94 | 0.85 | 0.86 | 0.82 |
|
LQD
|
US Invest. Grade Bonds | 0.97 | 0.98 | 0.94 | 0.87 |
|
HYG
|
US High Yield Bonds | 0.74 | 0.78 | 0.59 | 0.38 |
|
CWB
|
US Convertible Bonds | 0.39 | 0.55 | 0.43 | 0.19 |
|
BNDX
|
International Bonds | 0.71 | 0.88 | 0.86 | 0.68 |
|
EMB
|
Emerg. Market Bonds | 0.89 | 0.86 | 0.73 | 0.50 |
|
GLD
|
Gold | 0.06 | 0.38 | 0.41 | 0.31 |
|
DBC
|
Commodities | -0.23 | -0.06 | -0.09 | 0.02 |
Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
VANGUARD TOTAL BOND MARKET (BND) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
1 July 1995 - 30 June 2025 (30 Years)
1 January 1871 - 30 June 2025 (~155 years)
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Rolling Returns
For a detailed rolling return analysis, click here
Vanguard Total Bond Market (BND) ETF: Rolling Returns
Vanguard Total Bond Market (BND) ETF: Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
VANGUARD TOTAL BOND MARKET (BND) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 July 1995 - 30 June 2025 (30 Years)
1 January 1871 - 30 June 2025 (~155 years)
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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in Vanguard Total Bond Market (BND) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1871 to June 2025.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Vanguard Total Bond Market (BND) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
VANGUARD TOTAL BOND MARKET (BND) ETF
Monthly Returns Distribution
1 July 1995 - 30 June 2025 (30 Years)
1 January 1871 - 30 June 2025 (~155 years)
230 Positive Months (64%) - 130 Negative Months (36%)
1266 Positive Months (68%) - 588 Negative Months (32%)
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Methodology
Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
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