Data Source: from January 1985 to August 2022
Consolidated Returns as of 31 Aug 2022
Live Update: Sep 23 2022
Category: Fixed Income
ETF: Vanguard Total International Bond (BNDX)
ETF • LIVE PERFORMANCE (USD currency)
0.50%
1 Day
Sep 23 2022
2.22%
Current Month
September 2022

In the last 30 Years, the Vanguard Total International Bond (BNDX) ETF obtained a 5.23% compound annual return, with a 4.54% standard deviation.

In 2021, the ETF granted a 3.55% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Total International Bond (BNDX) ETF: Dividend Yield page.

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:

Historical Returns as of Aug 31, 2022

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

VANGUARD TOTAL INTERNATIONAL BOND (BNDX) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from January 1985 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
-3.61
-3.57
-3.61
Aug 2022 - Aug 2022
0 - 1
3M
-2.22
-3.50
-3.61
Aug 2022 - Aug 2022
1 - 2
6M
-7.89
-11.76
-7.89
Mar 2022 - Aug 2022
1 - 5
YTD
-10.30
-15.56
-10.30
Jan 2022 - Aug 2022
1 - 7
1Y
-11.39
-18.15
5.96
-11.39
Sep 2021 - Aug 2022
2 - 10
17% pos
3Y(*)
-3.38
-7.90
4.84
-12.35
Jan 2021 - Aug 2022
14 - 22
39% pos
5Y(*)
0.49
-3.21
4.28
-12.35
Jan 2021 - Aug 2022
33 - 27
55% pos
10Y(*)
2.02
-0.51
3.71
-12.35
Jan 2021 - Aug 2022
75 - 45
63% pos
15Y(*)
3.98
1.55
4.18
-12.35
Jan 2021 - Aug 2022
122 - 58
68% pos
20Y(*)
4.15
1.61
3.87
-12.35
Jan 2021 - Aug 2022
161 - 79
67% pos
25Y(*)
5.02
2.48
4.21
-12.35
Jan 2021 - Aug 2022
203 - 97
68% pos
30Y(*)
5.23
2.66
4.54
-12.35
Jan 2021 - Aug 2022
246 - 114
68% pos
MAX(*)
01 Jan 1985
6.72
3.83
5.03
-12.35
Jan 2021 - Aug 2022
312 - 140
69% 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 2013, 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 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 Aug 2022
Swipe left to see all data
Correlation vs BNDX
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.65
0.37
0.29
0.11
0.11
US Large Cap
SPY
0.64
0.36
0.29
0.11
0.11
US Small Cap
IJR
0.69
0.27
0.18
0.09
0.09
US REITs
VNQ
0.47
0.46
0.51
0.25
0.25
US Technology
QQQ
0.72
0.41
0.32
0.06
0.07
Preferred Stocks
PFF
0.69
0.60
0.57
0.34
0.34
EAFE Stocks
EFA
0.59
0.32
0.26
0.14
0.14
World All Countries
VT
0.62
0.35
0.29
0.13
0.13
Emerging Markets
EEM
0.32
0.22
0.21
0.12
0.12
Europe
VGK
0.55
0.32
0.25
0.14
0.14
Pacific
VPL
0.58
0.28
0.24
0.15
0.15
Latin America
FLLA
0.14
0.21
0.18
0.08
0.07
US Total Bond Market
BND
0.91
0.87
0.86
0.65
0.65
Long Term Treasuries
TLT
0.80
0.61
0.68
0.48
0.48
US Cash
BIL
-0.40
0.10
0.00
0.07
0.08
TIPS
TIP
0.90
0.83
0.77
0.60
0.61
Investment Grade Bonds
LQD
0.88
0.84
0.83
0.66
0.66
High Yield Bonds
HYG
0.78
0.62
0.54
0.36
0.36
Emerging Market Bonds
EMB
0.65
0.64
0.64
0.34
0.34
Gold
GLD
-0.02
0.31
0.32
0.21
0.21
Commodities
DBC
-0.32
-0.19
-0.22
0.07
0.06

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 International Bond (BNDX) ETF: Dividend Yield page.

An investment of 1000$, since September 1992, now would be worth 4617.63$, with a total return of 361.76% (5.23% annualized).

The Inflation Adjusted Capital now would be 2196.78$, with a net total return of 119.68% (2.66% annualized).
An investment of 1000$, since January 1985, now would be worth 11595.70$, with a total return of 1059.57% (6.72% annualized).

The Inflation Adjusted Capital now would be 4122.71$, with a net total return of 312.27% (3.83% 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
-12.35% Jan 2021 Aug 2022 20 in progress 20
-10.03% Mar 2008 Nov 2008 9 Jul 2009 8 17
-8.68% Feb 1994 Aug 1994 7 Jul 1995 11 18
-8.31% Dec 1996 Apr 1997 5 Sep 1998 17 22
-4.24% May 2013 Aug 2013 4 May 2014 9 13
-3.17% May 1999 Aug 1999 4 Mar 2000 7 11
-3.03% Oct 2016 Jan 2017 4 Nov 2017 10 14
-2.91% Mar 2020 Mar 2020 1 Jul 2020 4 5
-2.88% Apr 2015 Jun 2015 3 Jan 2016 7 10
-2.34% Jun 2003 Aug 2003 3 Jan 2004 5 8
-2.26% Nov 1998 Nov 1998 1 Dec 1998 1 2
-1.97% Nov 2010 Dec 2010 2 May 2011 5 7
-1.82% Jan 1996 Jan 1996 1 Jul 1996 6 7
-1.68% Sep 2019 Dec 2019 4 Jan 2020 1 5
-1.62% Oct 1992 Oct 1992 1 Dec 1992 2 3
-1.62% Mar 2007 Jun 2007 4 Aug 2007 2 6
-1.51% Feb 1999 Feb 1999 1 Apr 1999 2 3
-1.11% Nov 2001 Mar 2002 5 Apr 2002 1 6
-1.06% Dec 2006 Jan 2007 2 Feb 2007 1 3
-1.02% Sep 2005 Oct 2005 2 Dec 2005 2 4

Worst drawdowns since January 1985.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-12.35% Jan 2021 Aug 2022 20 in progress 20
-10.03% Mar 2008 Nov 2008 9 Jul 2009 8 17
-8.68% Feb 1994 Aug 1994 7 Jul 1995 11 18
-8.31% Dec 1996 Apr 1997 5 Sep 1998 17 22
-4.82% Apr 1987 Sep 1987 6 Dec 1987 3 9
-4.24% May 2013 Aug 2013 4 May 2014 9 13
-3.70% Feb 1985 Feb 1985 1 Apr 1985 2 3
-3.57% Dec 1989 Apr 1990 5 Jun 1990 2 7
-3.35% May 1986 May 1986 1 Jul 1986 2 3
-3.17% May 1999 Aug 1999 4 Mar 2000 7 11
-3.03% Oct 2016 Jan 2017 4 Nov 2017 10 14
-2.91% Mar 2020 Mar 2020 1 Jul 2020 4 5
-2.88% Apr 2015 Jun 2015 3 Jan 2016 7 10
-2.76% Aug 1990 Aug 1990 1 Nov 1990 3 4
-2.34% Jun 2003 Aug 2003 3 Jan 2004 5 8
-2.26% Nov 1998 Nov 1998 1 Dec 1998 1 2
-2.20% Jan 1992 Jan 1992 1 May 1992 4 5
-2.18% Aug 1989 Sep 1989 2 Nov 1989 2 4
-1.97% Nov 2010 Dec 2010 2 May 2011 5 7
-1.82% Jan 1996 Jan 1996 1 Jul 1996 6 7

Rolling Returns ( more details)

Vanguard Total International Bond (BNDX) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.06 31.75
Mar 1985 - Feb 1986
-11.39
Sep 2021 - Aug 2022
10.88%
2 Years
6.89 22.63
Mar 1985 - Feb 1987
-5.46
Sep 2020 - Aug 2022
2.56%
3 Years
6.87 17.37
Oct 1990 - Sep 1993
-3.38
Sep 2019 - Aug 2022
1.20%
5 Years
6.85 13.50
Jan 1989 - Dec 1993
0.49
Sep 2017 - Aug 2022
0.00%
7 Years
6.88 13.10
Jan 1985 - Dec 1991
1.44
Sep 2015 - Aug 2022
0.00%
10 Years
6.79 11.30
Mar 1985 - Feb 1995
2.02
Sep 2012 - Aug 2022
0.00%
15 Years
6.70 9.89
Mar 1985 - Feb 2000
3.98
Sep 2007 - Aug 2022
0.00%
20 Years
6.68 9.35
Mar 1985 - Feb 2005
4.15
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 International Bond (BNDX) ETF: Rolling Returns page.

Seasonality

Vanguard Total International Bond (BNDX) 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 %
0.54
68%
0.37
71%
0.20
63%
0.20
63%
0.52
66%
0.48
61%
0.96
79%
0.63
71%
0.55
70%
0.72
78%
0.42
70%
1.09
68%
Best
Year
3.4
1988
4.6
1986
3.7
1985
2.5
1995
4.6
1985
2.7
1989
3.2
2022
3.8
1985
6.4
1998
4.1
1998
3.9
1995
5.3
1992
Worst
Year
-4.3
1997
-3.7
1985
-2.9
2020
-3.1
1987
-3.4
1986
-2.0
2013
-2.5
1997
-3.6
2022
-4.6
2008
-3.1
2008
-2.5
1997
-1.1
1997
Statistics calculated for the period Jan 1985 - Aug 2022

Monthly/Yearly Returns

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

MONTHLY RETURNS HISTOGRAM
312 Positive Months (69%) - 140 Negative Months (31%)
Jan 1985 - 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
-10.30 -15.56 -1.4 -1.3 -2.2 -3.0 -0.7 -1.7 3.2 -3.6
2021
-2.28 -8.70 -0.6 -1.7 0.0 -0.2 0.0 0.4 1.5 -0.4 -1.1 -0.4 1.1 -0.7
2020
+4.65 +3.25 1.9 0.7 -2.9 1.9 0.4 0.5 0.9 -0.8 0.9 0.3 0.4 0.4
2019
+7.87 +5.46 1.0 0.2 1.8 0.2 1.3 1.6 1.2 2.1 -0.4 -0.5 -0.5 -0.3
2018
+2.81 +0.88 -0.6 0.3 1.2 -0.1 -0.2 0.6 0.1 0.1 -0.2 0.1 0.5 1.2
2017
+2.40 +0.28 -1.0 0.9 0.0 0.5 0.7 -0.5 0.2 0.9 -0.4 0.6 0.2 0.3
2016
+4.61 +2.49 1.3 1.3 0.7 -0.3 0.7 1.9 0.8 0.1 0.0 -1.3 -1.2 0.4
2015
+1.19 +0.46 1.8 -0.2 0.5 -1.0 -0.5 -1.4 1.3 -0.7 0.8 0.6 0.2 -0.1
2014
+8.74 +7.92 1.4 0.5 0.3 0.6 0.7 0.6 0.5 1.4 -0.1 0.6 0.9 1.0
2013
-0.81 -2.28 -0.3 0.8 0.6 1.0 -2.3 -2.0 0.5 -0.6 0.6 0.8 0.3 -0.2
2012
+9.54 +7.66 1.3 0.1 0.4 1.2 0.5 0.3 1.8 0.8 1.5 0.2 0.8 0.3
2011
+8.60 +5.47 0.3 0.5 0.0 1.0 0.9 -0.4 2.1 0.7 0.7 0.4 -0.6 2.6
2010
+8.53 +6.93 2.0 0.4 0.6 1.5 0.9 1.5 0.4 2.9 0.1 0.0 -1.1 -0.9
2009
+15.30 +12.24 1.2 -0.8 0.5 1.5 1.6 1.7 3.1 2.4 1.8 0.8 0.8 -0.3
2008
-2.35 -2.44 2.7 1.4 -1.1 -1.0 -0.9 -0.8 0.9 0.6 -4.6 -3.1 -0.3 4.3
2007
+4.99 +0.88 -0.3 1.2 -0.1 0.0 -1.2 -0.4 1.6 0.2 1.0 0.9 1.0 0.9
2006
+2.94 +0.39 -0.2 0.2 -0.5 -0.2 0.3 0.0 1.0 1.2 0.6 0.4 0.9 -0.8
2005
+4.98 +1.52 0.7 -0.3 0.7 1.2 0.7 0.8 -0.3 0.9 -0.3 -0.7 0.4 1.1
2004
+6.11 +2.76 0.5 1.1 0.6 -0.8 -0.1 0.1 0.4 1.3 0.3 0.8 0.9 0.8
2003
+3.93 +2.02 1.1 1.5 -0.4 0.5 1.6 -0.4 -2.0 0.0 1.7 -1.0 0.2 1.1
2002
+9.29 +6.75 0.5 0.5 -1.0 1.5 0.3 0.9 0.9 1.1 1.6 0.0 0.5 2.1
2001
+10.83 +9.14 2.1 0.9 1.6 -0.6 0.4 -0.3 2.9 1.0 0.7 2.8 -0.7 -0.4
2000
+9.20 +5.62 -0.4 1.2 1.4 0.2 0.4 1.1 0.8 0.3 1.2 0.3 1.2 1.2
1999
+0.29 -2.33 2.2 -1.5 0.7 1.0 -1.5 -1.2 -0.1 -0.4 0.5 0.3 -0.1 0.5
1998
+17.11 +15.25 0.6 1.7 -1.8 2.1 0.1 -0.2 -0.1 2.9 6.4 4.1 -2.3 2.8
1997
-4.84 -6.43 -4.3 -0.9 -0.9 -2.1 3.2 1.3 -2.5 0.1 2.7 2.1 -2.5 -1.1
1996
+4.66 +1.29 -1.8 0.0 0.1 0.1 0.0 0.4 2.6 0.7 -0.1 1.8 1.3 -0.5
1995
+21.23 +18.23 0.7 0.7 0.1 2.5 3.9 -0.6 1.9 1.9 1.4 1.7 3.9 1.5
1994
-7.29 -9.71 0.1 -2.7 -1.7 -0.9 -1.5 -1.8 0.6 -1.0 0.2 0.4 1.5 -0.7
1993
+16.41 +13.30 0.8 2.2 0.4 0.0 0.9 2.4 1.6 2.4 0.4 1.5 0.3 2.5
1992
+11.90 +8.74 -2.2 0.8 -0.7 0.3 2.6 2.0 2.7 0.6 0.9 -1.6 0.9 5.3
1991
+21.42 +17.81 1.3 1.6 1.0 1.6 0.5 -0.4 1.7 3.0 2.9 0.9 0.6 5.2
1990
+7.20 +1.03 -2.0 -0.2 0.4 -1.6 3.5 2.1 1.3 -2.8 0.1 1.5 3.1 1.9
1989
+11.10 +6.17 1.2 -0.1 0.6 1.5 1.9 2.7 2.0 -1.9 -0.3 2.2 1.0 -0.2
1988
+8.79 +4.18 3.4 1.2 -0.6 -0.3 -0.3 1.8 -0.2 0.4 1.7 1.4 -0.4 0.3
1987
+3.47 -0.92 1.9 0.8 0.3 -3.1 -0.5 1.3 0.0 -0.5 -2.1 3.6 0.6 1.3
1986
+16.37 +15.10 0.1 4.6 3.2 0.6 -3.4 2.7 1.5 3.1 -1.7 1.8 -1.1 4.1
1985
+24.95 +20.38 3.1 -3.7 3.7 0.5 4.6 1.6 -0.7 3.8 1.1 2.3 2.6 4.0

ETF Returns, up to December 2013, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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