Data Source: from January 1985 to March 2024 (~39 years)
Consolidated Returns as of 31 March 2024
Live Update: Apr 18 2024
Consolidated Returns as of 31 March 2024
Live Update: Apr 18 2024
Category: Fixed Income
Vanguard Total International Bond (BNDX) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.14%
1 Day
Apr 18 2024
1.14%
Current Month
April 2024
In the last 30 Years, the Vanguard Total International Bond (BNDX) ETF obtained a 4.86% compound annual return, with a 4.55% standard deviation.
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The ETF is related to the following investment themes:
- Asset Class: Bond
- Region: Developed Markets
- Country: Broad Developed Markets
- Bond - Duration: All-Term
The Vanguard Total International Bond (BNDX) ETF is part of the following Lazy Portfolios:
Investment Returns as of Mar 31, 2024
The Vanguard Total International Bond (BNDX) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
VANGUARD TOTAL INTERNATIONAL BOND (BNDX) ETF
Consolidated returns as of 31 March 2024
Live Update: Apr 18 2024
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~39Y) |
|||
| Vanguard Total International Bond (BNDX) ETF | -0.14 | -1.14 | 1.12 | 6.59 | 5.19 | 0.33 | 2.18 | 4.86 | 6.60 | |||
| Returns over 1 year are annualized | Available data source: since Jan 1985 | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
Live update: World Markets and Indexes
In 2023, the Vanguard Total International Bond (BNDX) ETF granted a 4.66% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Total International Bond (BNDX) ETF: Dividend Yield page.
Capital Growth as of Mar 31, 2024
An investment of 1$, since April 1994,
now would be worth 4.15$, with a total return of 315.40% (4.86% annualized).
The Inflation Adjusted Capital now would be 1.96$, with a net total return of 95.71% (2.26% annualized).
The Inflation Adjusted Capital now would be 1.96$, with a net total return of 95.71% (2.26% annualized).
An investment of 1$, since January 1985,
now would be worth 12.27$, with a total return of 1126.68% (6.60% annualized).
The Inflation Adjusted Capital now would be 4.14$, with a net total return of 314.49% (3.69% annualized).
The Inflation Adjusted Capital now would be 4.14$, with a net total return of 314.49% (3.69% annualized).
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Investment Metrics as of Mar 31, 2024
Metrics of Vanguard Total International Bond (BNDX) ETF, updated as of 31 March 2024.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
VANGUARD TOTAL INTERNATIONAL BOND (BNDX) ETF
Advanced Metrics
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
Swipe left to see all data
| Metrics as of Mar 31, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~39Y) |
|
| Investment Return (%) | 1.12 | -0.02 | 6.59 | 5.19 | -1.73 | 0.33 | 2.18 | 3.91 | 4.86 | 6.60 |
| US Inflation (%) | 0.38 | 1.13 | 1.61 | 3.48 | 5.63 | 4.19 | 2.84 | 2.59 | 2.54 | 2.80 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -1.89 | -14.32 | -14.88 | -14.88 | -14.88 | -14.88 | -14.88 | |||
| Start to Recovery (# months) details | 3 | 32* | 39* | 39* | 39* | 39* | 39* | |||
| Start (yyyy mm) | 2023 09 | 2021 08 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | |||
| Start to Bottom (# months) | 2 | 14 | 21 | 21 | 21 | 21 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Bottom to End (# months) | 1 | 18 | 18 | 18 | 18 | 18 | 18 | |||
| End (yyyy mm) | 2023 11 | - | - | - | - | - | - | |||
| Longest Drawdown Depth (%) | -1.12 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 3* | |||||||||
| Start (yyyy mm) | 2024 01 | 2021 08 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | |||
| Start to Bottom (# months) | 2 | 14 | 21 | 21 | 21 | 21 | 21 | |||
| Bottom (yyyy mm) | 2024 02 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Bottom to End (# months) | 1 | 18 | 18 | 18 | 18 | 18 | 18 | |||
| End (yyyy mm) | - | - | - | - | - | - | - | |||
| Longest negative period (# months) details | 7 | 36* | 57 | 77 | 77 | 77 | 77 | |||
| Period Start (yyyy mm) | 2023 04 | 2021 04 | 2019 06 | 2016 08 | 2016 08 | 2016 08 | 2016 08 | |||
| Period End (yyyy mm) | 2023 10 | 2024 03 | 2024 02 | 2022 12 | 2022 12 | 2022 12 | 2022 12 | |||
| Annualized Return (%) | -2.49 | -1.73 | -0.19 | -0.11 | -0.11 | -0.11 | -0.11 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -3.31 | -23.42 | -26.14 | -26.14 | -26.14 | -26.14 | -26.14 | |||
| Start to Recovery (# months) details | 9 | 36* | 44* | 44* | 44* | 44* | 44* | |||
| Start (yyyy mm) | 2023 04 | 2021 04 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | |||
| Start to Bottom (# months) | 7 | 31 | 39 | 39 | 39 | 39 | 39 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Bottom to End (# months) | 2 | 5 | 5 | 5 | 5 | 5 | 5 | |||
| End (yyyy mm) | 2023 12 | - | - | - | - | - | - | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | ||||||||||
| Start (yyyy mm) | 2023 04 | 2021 04 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | |||
| Start to Bottom (# months) | 7 | 31 | 39 | 39 | 39 | 39 | 39 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Bottom to End (# months) | 2 | 5 | 5 | 5 | 5 | 5 | 5 | |||
| End (yyyy mm) | 2023 12 | - | - | - | - | - | - | |||
| Longest negative period (# months) details | 8 | 36* | 60* | 120* | 158 | 158 | 158 | |||
| Period Start (yyyy mm) | 2023 04 | 2021 04 | 2019 04 | 2014 04 | 2010 09 | 2010 09 | 2010 09 | |||
| Period End (yyyy mm) | 2023 11 | 2024 03 | 2024 03 | 2024 03 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -0.23 | -6.97 | -3.71 | -0.64 | -0.19 | -0.19 | -0.19 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 5.00 | 6.14 | 5.42 | 4.27 | 4.13 | 4.55 | 5.09 | |||
| Sharpe Ratio | 0.00 | -0.69 | -0.29 | 0.22 | 0.62 | 0.57 | 0.51 | |||
| Sortino Ratio | -0.01 | -1.02 | -0.40 | 0.31 | 0.83 | 0.80 | 0.73 | |||
| Ulcer Index | 0.80 | 8.99 | 7.44 | 5.33 | 4.07 | 3.59 | 3.38 | |||
| Ratio: Return / Standard Deviation | 1.04 | -0.28 | 0.06 | 0.51 | 0.95 | 1.07 | 1.30 | |||
| Ratio: Return / Deepest Drawdown | 2.74 | -0.12 | 0.02 | 0.15 | 0.26 | 0.33 | 0.44 | |||
| % Positive Months details | 58% | 41% | 50% | 60% | 66% | 66% | 68% | |||
| Positive Months | 7 | 15 | 30 | 72 | 159 | 241 | 323 | |||
| Negative Months | 5 | 21 | 30 | 48 | 81 | 119 | 148 | |||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 2.18 | 6.31 | 7.54 | 11.30 | ||||||
| Worst 10 Years Return (%) - Annualized | 1.47 | 1.47 | 1.47 | |||||||
| Best 10 Years Return (%) - Annualized | -0.64 | 4.61 | 4.97 | 7.47 | ||||||
| Worst 10 Years Return (%) - Annualized | -1.10 | -1.10 | -1.10 | |||||||
|
ROLLING PERIODS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 21.23 | 11.43 | 9.58 | 7.54 | 6.79 | 4.86 | ||||
| Worst Rolling Return (%) - Annualized | -13.01 | -4.35 | -0.21 | 1.47 | 3.70 | |||||
| % Positive Periods | 85% | 92% | 98% | 100% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 89.24 | 27.72 | 18.65 | 10.47 | 6.26 | 5.31 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 1.27 | 2.60 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 19.57 | 9.81 | 7.33 | 4.97 | 4.44 | 2.26 | ||||
| Worst Rolling Return (%) - Annualized | -19.60 | -9.52 | -3.90 | -1.10 | 1.11 | |||||
| % Positive Periods | 69% | 88% | 90% | 90% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 89.24 | 27.72 | 18.65 | 10.47 | 6.26 | 5.31 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 1.27 | 2.60 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Over all the available data source (Jan 1985 - Mar 2024) | ||||||||||
| Best Rolling Return (%) - Annualized | 31.75 | 17.37 | 13.50 | 11.30 | 9.35 | 8.24 | ||||
| Worst Rolling Return (%) - Annualized | -13.01 | -4.35 | -0.21 | 1.47 | 3.70 | 4.58 | ||||
| % Positive Periods | 87% | 94% | 98% | 100% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 89.24 | 27.72 | 18.65 | 10.47 | 6.26 | 5.02 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 1.27 | 2.30 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 29.20 | 14.00 | 9.22 | 7.47 | 6.15 | 5.41 | ||||
| Worst Rolling Return (%) - Annualized | -19.60 | -9.52 | -3.90 | -1.10 | 1.11 | 2.00 | ||||
| % Positive Periods | 73% | 91% | 92% | 93% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 89.24 | 27.72 | 18.65 | 10.47 | 6.26 | 5.02 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 1.27 | 2.30 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- 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.
- 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.
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Correlations as of Mar 31, 2024
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
Monthly correlations of Vanguard Total International Bond (BNDX) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
VANGUARD TOTAL INTERNATIONAL BOND (BNDX) ETF
Monthly correlations as of 31 March 2024
Swipe left to see all data
| Correlation vs BNDX | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
VTI
|
US Total Stock Market |
0.67
|
0.57
|
0.43
|
0.15
|
0.16
|
|
SPY
|
US Large Cap |
0.65
|
0.57
|
0.43
|
0.15
|
0.16
|
|
IJR
|
US Small Cap |
0.72
|
0.46
|
0.32
|
0.13
|
0.13
|
|
VNQ
|
US REITs |
0.84
|
0.62
|
0.59
|
0.30
|
0.29
|
|
QQQ
|
US Technology |
0.62
|
0.62
|
0.47
|
0.11
|
0.11
|
|
PFF
|
Preferred Stocks |
0.64
|
0.63
|
0.59
|
0.37
|
0.36
|
|
EFA
|
EAFE Stocks |
0.69
|
0.55
|
0.40
|
0.18
|
0.18
|
|
VT
|
World All Countries |
0.68
|
0.57
|
0.43
|
0.17
|
0.18
|
|
EEM
|
Emerging Markets |
0.54
|
0.46
|
0.35
|
0.13
|
0.16
|
|
VGK
|
Europe |
0.71
|
0.53
|
0.39
|
0.17
|
0.18
|
|
VPL
|
Pacific |
0.69
|
0.54
|
0.39
|
0.20
|
0.19
|
|
FLLA
|
Latin America |
0.64
|
0.36
|
0.25
|
0.09
|
0.10
|
|
BND
|
US Total Bond Market |
0.95
|
0.89
|
0.88
|
0.67
|
0.68
|
|
TLT
|
Long Term Treasuries |
0.95
|
0.72
|
0.74
|
0.52
|
0.53
|
|
BIL
|
US Cash |
0.27
|
0.14
|
0.07
|
0.06
|
0.07
|
|
TIP
|
TIPS |
0.90
|
0.84
|
0.79
|
0.61
|
0.63
|
|
LQD
|
Invest. Grade Bonds |
0.94
|
0.89
|
0.86
|
0.69
|
0.69
|
|
HYG
|
High Yield Bonds |
0.87
|
0.73
|
0.60
|
0.38
|
0.39
|
|
CWB
|
US Convertible Bonds |
0.71
|
0.48
|
0.38
|
0.21
|
0.21
|
|
EMB
|
Emerg. Market Bonds |
0.86
|
0.73
|
0.68
|
0.36
|
0.38
|
|
GLD
|
Gold |
0.38
|
0.43
|
0.37
|
0.24
|
0.23
|
|
DBC
|
Commodities |
-0.30
|
-0.09
|
-0.16
|
0.08
|
0.07
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated 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 INTERNATIONAL BOND (BNDX) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
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Rolling Returns
( more details)
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 INTERNATIONAL BOND (BNDX) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
If you need a deeper detail about rolling returns, please refer to the Vanguard Total International Bond (BNDX) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in Vanguard Total International Bond (BNDX) ETF?
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.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Vanguard Total International Bond (BNDX) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
VANGUARD TOTAL INTERNATIONAL BOND (BNDX) ETF
Monthly Returns Distribution
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
241 Positive Months (67%) - 119 Negative Months (33%)
323 Positive Months (69%) - 148 Negative Months (31%)
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(Scroll down to see all data)
Investment Returns, up to December 2013, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
You can find additional information on extended Data Sources here.
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