Data Source: from January 1972 to August 2022
Consolidated Returns as of 31 Aug 2022
Live Update: Sep 23 2022
Category: Fixed Income
ETF: Vanguard Total Bond Market (BND)
ETF • LIVE PERFORMANCE (USD currency)
0.28%
1 Day
Sep 23 2022
3.28%
Current Month
September 2022

In the last 30 Years, the Vanguard Total Bond Market (BND) ETF obtained a 4.51% compound annual return, with a 3.89% standard deviation.

In 2021, the ETF granted a 2.06% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Total Bond Market (BND) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: All-Term

The Vanguard Total Bond Market (BND) ETF is part of the following Lazy Portfolios:

Portfolio Name Author BND Weight
Five Asset Roger Gibson 14.0%
Robo Advisor 80 Betterment 6.8%
Robo Advisor 90 Betterment 3.5%
Ivy Portfolio Mebane Faber 20.0%
Stocks/Bonds 60/40 40.0%
Stocks/Bonds 40/60 60.0%
Core Four Rick Ferri 20.0%
Coffee House Bill Schultheis 40.0%
Three Funds Bogleheads 20.0%
Four Funds Bogleheads 10.0%
Lifepath Fund iShares 50.8%
Simple Path to Wealth JL Collins 25.0%
Second Grader's Starter Paul Farrell 10.0%
Talmud Portfolio Roger Gibson 33.3%
Conservative Income Charles Schwab 40.0%
Robo Advisor 10 Betterment 3.8%
Robo Advisor 20 Betterment 7.6%
Robo Advisor 50 Betterment 14.7%
Gone Fishin' Portfolio Alexander Green 10.0%
Stocks/Bonds 80/20 20.0%
Stocks/Bonds 20/80 80.0%
Total Bond US 100.0%
All Country World 80/20 10.0%
All Country World 60/40 20.0%
All Country World 40/60 30.0%
All Country World 20/80 40.0%
All Country World Bonds 50.0%
Stocks/Bonds 60/40 with Bitcoin 39.0%
Stocks/Bonds 40/60 with Bitcoin 59.0%
Stocks/Bonds 60/40 Momentum 40.0%
Stocks/Bonds 40/60 Momentum 60.0%
Jane Bryant Quinn Portfolio Jane Bryant Quinn 20.0%
Marc Faber Portfolio Marc Faber 25.0%
Vanguard LifeStrategy Income Fund Vanguard 56.0%
Vanguard LifeStrategy Conservative Growth Vanguard 42.0%
Vanguard LifeStrategy Moderate Growth Vanguard 28.0%
Vanguard LifeStrategy Growth Fund Vanguard 14.0%

Historical Returns as of Aug 31, 2022

Historical returns and stats of Vanguard Total Bond Market (BND) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

VANGUARD TOTAL BOND MARKET (BND) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from January 1972 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
-2.80
-2.76
-2.80
Aug 2022 - Aug 2022
0 - 1
3M
-2.14
-3.42
-2.80
Aug 2022 - Aug 2022
1 - 2
6M
-7.85
-11.73
-7.85
Mar 2022 - Aug 2022
2 - 4
YTD
-10.78
-16.01
-10.78
Jan 2022 - Aug 2022
2 - 6
1Y
-11.72
-18.46
5.88
-11.72
Sep 2021 - Aug 2022
4 - 8
33% pos
3Y(*)
-2.06
-6.63
5.04
-12.66
Aug 2020 - Aug 2022
17 - 19
47% pos
5Y(*)
0.49
-3.21
4.58
-12.66
Aug 2020 - Aug 2022
29 - 31
48% pos
10Y(*)
1.21
-1.30
3.90
-12.66
Aug 2020 - Aug 2022
66 - 54
55% pos
15Y(*)
2.93
0.53
4.02
-12.66
Aug 2020 - Aug 2022
111 - 69
62% pos
20Y(*)
3.24
0.72
3.94
-12.66
Aug 2020 - Aug 2022
150 - 90
63% pos
25Y(*)
4.05
1.54
3.82
-12.66
Aug 2020 - Aug 2022
195 - 105
65% pos
30Y(*)
4.51
1.95
3.89
-12.66
Aug 2020 - Aug 2022
236 - 124
66% pos
MAX(*)
01 Jan 1972
6.39
2.32
5.37
-12.66
Aug 2020 - Aug 2022
407 - 201
67% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54% , 30Y: 2.51%

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Aug 31, 2022

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 31 Aug 2022
Swipe left to see all data
Correlation vs BND
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.70
0.36
0.25
0.10
0.10
US Large Cap
SPY
0.69
0.35
0.25
0.11
0.11
US Small Cap
IJR
0.78
0.24
0.11
0.02
0.02
US REITs
VNQ
0.45
0.42
0.48
0.26
0.26
US Technology
QQQ
0.73
0.43
0.32
0.04
0.04
Preferred Stocks
PFF
0.81
0.56
0.56
0.31
0.32
EAFE Stocks
EFA
0.68
0.31
0.25
0.11
0.11
World All Countries
VT
0.70
0.35
0.26
0.10
0.10
Emerging Markets
EEM
0.53
0.24
0.24
0.09
0.09
Europe
VGK
0.64
0.32
0.26
0.12
0.12
Pacific
VPL
0.69
0.27
0.22
0.09
0.10
Latin America
FLLA
0.20
0.14
0.17
0.05
0.05
Long Term Treasuries
TLT
0.85
0.80
0.83
0.83
0.83
US Cash
BIL
-0.25
0.15
0.09
0.16
0.16
TIPS
TIP
0.82
0.85
0.83
0.84
0.84
Investment Grade Bonds
LQD
0.98
0.92
0.91
0.85
0.85
High Yield Bonds
HYG
0.80
0.56
0.50
0.37
0.37
International Bond Market
BNDX
0.91
0.87
0.86
0.65
0.65
Emerging Market Bonds
EMB
0.75
0.63
0.65
0.47
0.47
Gold
GLD
-0.01
0.36
0.40
0.26
0.26
Commodities
DBC
-0.27
-0.19
-0.19
0.03
0.02

Capital Growth as of Aug 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the Vanguard Total Bond Market (BND) ETF: Dividend Yield page.

An investment of 1000$, since September 1992, now would be worth 3757.29$, with a total return of 275.73% (4.51% annualized).

The Inflation Adjusted Capital now would be 1787.49$, with a net total return of 78.75% (1.95% annualized).
An investment of 1000$, since January 1972, now would be worth 23067.31$, with a total return of 2206.73% (6.39% annualized).

The Inflation Adjusted Capital now would be 3201.08$, with a net total return of 220.11% (2.32% annualized).

Drawdowns

Worst drawdowns since September 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-12.66% Aug 2020 Aug 2022 25 in progress 25
-5.01% Feb 1994 Jun 1994 5 Mar 1995 9 14
-4.01% May 2013 Aug 2013 4 May 2014 9 13
-3.88% Apr 2008 Oct 2008 7 Dec 2008 2 9
-3.68% Aug 2016 Nov 2016 4 Aug 2017 9 13
-3.47% Jun 2003 Jul 2003 2 Jan 2004 6 8
-3.16% Feb 1996 May 1996 4 Oct 1996 5 9
-3.03% Apr 2004 May 2004 2 Aug 2004 3 5
-2.67% Feb 2015 Jun 2015 5 Feb 2016 8 13
-2.65% Jan 2009 Feb 2009 2 Jun 2009 4 6
-2.64% Feb 1999 Aug 1999 7 Mar 2000 7 14
-2.63% Sep 2017 Oct 2018 14 Jan 2019 3 17
-1.91% Nov 2001 Dec 2001 2 May 2002 5 7
-1.90% Sep 2005 Oct 2005 2 Aug 2006 10 12
-1.70% Nov 2010 Dec 2010 2 May 2011 5 7
-1.56% Dec 2012 Jan 2013 2 Apr 2013 3 5
-1.47% Dec 1996 Mar 1997 4 Apr 1997 1 5
-1.45% Dec 2009 Dec 2009 1 Feb 2010 2 3
-1.43% Mar 2020 Mar 2020 1 Apr 2020 1 2
-1.24% Oct 1992 Nov 1992 2 Dec 1992 1 3

Worst drawdowns since January 1972.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-12.66% Aug 2020 Aug 2022 25 in progress 25
-10.70% Jul 1979 Feb 1980 8 Apr 1980 2 10
-8.66% Jul 1980 Aug 1981 14 Nov 1981 3 17
-5.86% Mar 1987 Sep 1987 7 Jan 1988 4 11
-5.01% Feb 1994 Jun 1994 5 Mar 1995 9 14
-4.66% Feb 1984 May 1984 4 Jul 1984 2 6
-4.01% May 2013 Aug 2013 4 May 2014 9 13
-3.88% Apr 2008 Oct 2008 7 Dec 2008 2 9
-3.80% May 1983 Jul 1983 3 Nov 1983 4 7
-3.75% Mar 1974 Apr 1974 2 Sep 1974 5 7
-3.68% Aug 2016 Nov 2016 4 Aug 2017 9 13
-3.47% Jun 2003 Jul 2003 2 Jan 2004 6 8
-3.37% Jul 1973 Jul 1973 1 Sep 1973 2 3
-3.16% Feb 1996 May 1996 4 Oct 1996 5 9
-3.08% Dec 1981 Dec 1981 1 Apr 1982 4 5
-3.03% Apr 2004 May 2004 2 Aug 2004 3 5
-2.79% Mar 1975 Apr 1975 2 Oct 1975 6 8
-2.67% Feb 2015 Jun 2015 5 Feb 2016 8 13
-2.65% Jan 2009 Feb 2009 2 Jun 2009 4 6
-2.64% Mar 1988 May 1988 3 Sep 1988 4 7

Rolling Returns ( more details)

Vanguard Total Bond Market (BND) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
6.83 34.57
Oct 1981 - Sep 1982
-11.72
Sep 2021 - Aug 2022
11.39%
2 Years
6.91 25.05
Jul 1984 - Jun 1986
-6.10
Sep 2020 - Aug 2022
2.74%
3 Years
6.99 19.06
Jul 1982 - Jun 1985
-2.06
Sep 2019 - Aug 2022
0.52%
5 Years
7.04 20.18
Sep 1981 - Aug 1986
0.49
Sep 2017 - Aug 2022
0.00%
7 Years
7.12 15.97
Mar 1980 - Feb 1987
1.26
Sep 2015 - Aug 2022
0.00%
10 Years
7.36 13.97
Oct 1981 - Sep 1991
1.21
Sep 2012 - Aug 2022
0.00%
15 Years
7.47 11.71
Oct 1981 - Sep 1996
2.93
Sep 2007 - Aug 2022
0.00%
20 Years
7.47 10.77
Oct 1981 - Sep 2001
3.24
Sep 2002 - Aug 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Vanguard Total Bond Market (BND) ETF: Rolling Returns page.

Seasonality

Vanguard Total Bond Market (BND) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.46
69%
0.10
63%
0.05
55%
0.49
65%
0.70
67%
0.60
71%
0.54
69%
0.60
69%
0.70
72%
0.60
68%
0.88
70%
0.66
68%
Best
Year
3.1
1988
3.2
1986
3.6
1986
10.5
1980
5.7
1985
3.1
1986
4.5
1982
5.1
1982
4.6
1982
6.5
1981
8.4
1981
5.1
2008
Worst
Year
-2.4
1977
-7.5
1980
-2.8
2022
-4.0
2022
-3.2
1984
-1.9
1982
-3.4
1973
-5.0
1980
-2.3
1987
-5.7
1979
-2.6
2016
-3.1
1981
Statistics calculated for the period Jan 1972 - Aug 2022

Monthly/Yearly Returns

Vanguard Total Bond Market (BND) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
407 Positive Months (67%) - 201 Negative Months (33%)
Jan 1972 - Aug 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-10.78 -16.01 -2.1 -1.1 -2.8 -4.0 0.8 -1.7 2.4 -2.8
2021
-1.86 -8.31 -0.9 -1.5 -1.3 0.9 0.2 0.9 1.2 -0.2 -1.0 0.1 0.2 -0.3
2020
+7.71 +6.27 2.0 1.7 -1.4 2.8 0.7 0.7 1.5 -0.9 -0.1 -0.6 1.2 0.2
2019
+8.83 +6.40 1.1 -0.1 1.9 0.0 1.8 1.2 0.1 2.8 -0.6 0.3 0.0 -0.1
2018
-0.12 -1.99 -1.2 -1.0 0.7 -0.9 0.7 0.0 0.0 0.7 -0.5 -0.9 0.6 1.9
2017
+3.57 +1.43 0.2 0.6 0.0 0.8 0.7 0.1 0.4 0.9 -0.5 0.0 -0.1 0.5
2016
+2.52 +0.44 1.2 0.9 0.9 0.4 0.0 2.0 0.6 -0.3 0.1 -0.9 -2.6 0.3
2015
+0.56 -0.17 2.4 -1.3 0.5 -0.3 -0.5 -1.1 0.9 -0.2 0.8 0.0 -0.4 -0.2
2014
+5.82 +5.02 1.5 0.5 -0.2 0.8 1.1 0.1 -0.3 1.1 -0.6 0.7 0.8 0.1
2013
-2.10 -3.55 -0.7 0.5 0.1 1.0 -1.9 -1.6 0.4 -0.9 1.1 0.9 -0.3 -0.6
2012
+3.16 +1.39 0.6 0.0 -0.5 1.1 0.9 0.1 1.2 0.2 0.2 -0.1 0.3 -0.9
2011
+7.92 +4.82 0.1 0.3 -0.1 1.5 1.2 -0.4 1.6 1.7 0.7 0.1 -0.1 1.2
2010
+6.20 +4.63 1.3 0.3 -0.2 1.1 1.1 1.5 0.9 1.6 0.0 0.3 -0.7 -1.0
2009
+3.64 +0.89 -2.1 -0.6 1.1 0.5 0.7 0.6 1.3 1.0 1.0 0.3 1.3 -1.4
2008
+6.86 +6.76 1.3 0.1 0.4 -0.3 -1.0 0.0 0.0 0.8 -0.5 -2.9 3.9 5.1
2007
+6.92 +2.73 -0.1 1.5 0.0 0.5 -0.8 -0.4 0.8 1.3 0.7 0.9 1.9 0.2
2006
+4.27 +1.69 -0.1 0.4 -1.0 -0.2 -0.1 0.1 1.3 1.6 0.8 0.7 1.1 -0.5
2005
+2.40 -0.99 0.7 -0.6 -0.5 1.4 1.1 0.6 -1.0 1.4 -1.1 -0.8 0.5 1.0
2004
+4.24 +0.95 0.9 1.0 0.8 -2.6 -0.4 0.6 1.0 1.9 0.2 0.8 -0.8 0.9
2003
+3.97 +2.06 0.1 1.4 -0.1 0.9 1.8 -0.1 -3.3 0.6 2.7 -1.0 0.3 0.9
2002
+8.26 +5.74 0.7 0.9 -1.5 1.7 0.8 0.3 0.5 1.7 1.5 -0.6 0.0 2.1
2001
+8.43 +6.77 1.8 0.9 0.5 -0.5 0.7 0.5 2.2 1.1 0.9 1.9 -1.3 -0.6
2000
+11.39 +7.74 -0.2 1.2 1.4 -0.5 -0.2 2.1 0.9 1.4 0.8 0.6 1.6 1.8
1999
-0.76 -3.35 0.8 -1.8 0.6 0.4 -0.8 -0.5 -0.4 -0.1 1.3 0.3 0.0 -0.5
1998
+8.58 +6.86 1.3 -0.1 0.3 0.5 1.0 0.8 0.2 1.9 2.0 -0.6 0.5 0.4
1997
+9.44 +7.61 0.2 0.1 -1.0 1.5 0.9 1.2 2.8 -0.9 1.4 1.4 0.3 1.0
1996
+3.58 +0.25 0.6 -1.8 -0.8 -0.5 -0.2 1.3 0.2 -0.2 1.7 2.2 1.8 -0.9
1995
+18.18 +15.26 1.9 2.2 0.7 1.3 4.0 0.7 -0.3 1.2 1.0 1.5 1.4 1.4
1994
-2.66 -5.19 1.4 -1.8 -2.3 -0.8 0.0 -0.2 1.8 0.1 -1.4 -0.1 -0.2 0.8
1993
+9.68 +6.75 1.8 2.0 0.4 0.7 0.1 1.8 0.6 1.7 0.4 0.3 -1.0 0.5
1992
+7.14 +4.12 -1.4 0.6 -0.5 0.7 1.8 1.3 1.9 1.0 1.3 -1.2 0.0 1.5
1991
+15.25 +11.82 1.1 0.8 0.7 1.0 0.7 -0.1 1.3 2.0 2.0 1.0 0.7 3.0
1990
+8.65 +2.40 -1.9 0.8 0.1 -0.9 2.9 1.6 1.3 -1.2 0.7 1.5 2.2 1.5
1989
+13.64 +8.60 0.9 -0.6 0.3 2.0 2.5 2.9 2.2 -1.6 0.5 2.5 0.7 0.7
1988
+7.35 +2.81 3.1 1.2 -1.1 -0.6 -1.0 2.7 -0.5 0.2 2.2 1.5 -0.9 0.4
1987
+1.54 -2.78 1.3 0.5 -0.6 -3.2 -0.4 1.4 -0.1 -0.8 -2.3 3.5 0.7 1.6
1986
+15.10 +13.85 0.5 3.2 3.6 0.7 -2.1 3.1 1.5 3.2 -1.9 1.5 1.0 -0.1
1985
+22.24 +17.77 2.1 -2.0 1.9 2.4 5.7 0.9 -0.5 1.8 0.9 1.8 2.4 3.1
1984
+15.01 +10.65 1.8 -0.5 -1.0 0.0 -3.2 1.3 4.3 1.4 2.1 4.3 2.2 1.6
1983
+5.22 +1.38 0.0 2.7 -0.9 2.4 -1.7 0.1 -2.2 0.2 3.2 0.2 1.1 0.2
1982
+31.13 +26.30 0.2 1.6 0.2 2.9 1.7 -1.9 4.5 5.1 4.6 5.2 1.7 1.9
1981
+9.41 +0.45 0.3 -2.3 2.5 -2.6 2.8 0.3 -2.2 -1.6 0.8 6.5 8.4 -3.1
1980
+2.88 -8.56 -1.9 -7.5 1.7 10.5 4.6 2.3 -1.6 -5.0 0.2 -2.1 -0.4 3.1
1979
+5.35 -7.01 2.2 -0.6 1.2 0.1 2.0 1.9 -0.3 -0.7 0.3 -5.7 3.8 1.1
1978
+1.15 -7.22 -0.1 0.1 0.2 0.2 -0.1 -0.2 0.9 0.9 0.4 -1.9 1.6 -0.7
1977
+1.04 -5.31 -2.4 -0.1 0.7 0.7 0.7 1.3 -0.8 1.0 -0.1 -0.8 0.9 -0.1
1976
+13.75 +8.47 0.9 0.5 0.9 0.8 -1.2 1.5 1.1 1.9 1.1 1.7 3.7 0.2
1975
+7.36 +0.40 0.7 1.5 -0.9 -1.9 2.8 -0.2 -0.4 0.3 -0.4 3.8 -0.3 2.3
1974
+5.70 -5.91 0.2 0.3 -2.2 -1.6 1.3 -0.4 0.2 0.0 3.1 1.1 2.2 1.5
1973
+4.47 -3.89 -0.3 -0.6 0.2 0.9 0.4 0.1 -3.4 3.1 3.0 0.2 0.7 0.3
1972
+2.72 -0.66 -0.6 0.8 -1.3 1.4 0.9 -0.4 0.6 -0.5 0.6 0.4 0.9 -0.1

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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