BNDX vs SPYM

Comparison between VANGUARD TOTAL INTERNATIONAL BOND INDEX FUND ETF SHARES (BNDX, ETF) and SPDR Portfolio S&P 500 ETF (SPYM, ETF).

5-Year PerformanceSPYM has outperformed BNDX, delivering a return of +13.4% compared to +0.4%

BNDX vs SPYM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BNDX(ETF)	SPYM(ETF)
Net Assets	$117B	$118B
Expense Ratio	0.07%	0.02%
Max Drawdown	20.67%	55.77%
Sharpe Ratio	-0.53	2.08
5Y Beta	0.02	0.97
5Y Dividends CAGR	28.62%	10.23%

Net Assets

BNDX

$117B

Winner

SPYM

$118B

Expense Ratio

BNDX

0.07%

Winner

SPYM

0.02%

Max Drawdown

Winner

BNDX

20.67%

SPYM

55.77%

Sharpe Ratio

BNDX

-0.53

Winner

SPYM

2.08

5Y Beta

Winner

BNDX

0.02

SPYM

0.97

5Y Dividends CAGR

Winner

BNDX

28.62%

SPYM

10.23%

BNDX vs SPYM - Historical Returns

Returns include dividend reinvestment.

Period	BNDX	SPYM
1 month	-0.06%	+9.14%
3 months	-0.22%	+6.60%
6 months	+0.07%	+10.59%
1 year	+2.32%	+32.16%
5 years(CAGR)	+0.37%	+13.42%
10 years(CAGR)	+1.76%	+15.61%
Max(CAGR)	+2.36%	+11.21%

BNDX

-0.06%

Winner

SPYM

+9.14%

BNDX

-0.22%

Winner

SPYM

+6.60%

BNDX

+0.07%

Winner

SPYM

+10.59%

BNDX

+2.32%

Winner

SPYM

+32.16%

5Y(CAGR)

BNDX

+0.37%

Winner

SPYM

+13.42%

10Y(CAGR)

BNDX

+1.76%

Winner

SPYM

+15.61%

Max(CAGR)

BNDX

+2.36%

Winner

SPYM

+11.21%

BNDX vs SPYM - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	BNDX	SPYM
2026	+0.55%	+8.27%
2025	+2.78%	+18.09%
2024	+3.95%	+25.67%
2023	+7.82%	+26.80%
2022	-12.49%	-18.62%
2021	-2.30%	+30.56%
2020	+4.37%	+17.52%
2019	+7.73%	+31.99%
2018	+3.03%	-5.82%
2017	+2.76%	+20.95%
2016	+4.40%	+14.91%
2015	+0.73%	+1.36%
2014	+8.70%	+14.49%
2013	-0.50%	+29.42%
2012	N/A	+13.68%
2011	N/A	+0.35%
2010	N/A	+13.53%
2009	N/A	+24.31%
2008	N/A	-36.07%
2007	N/A	+6.43%
2006	N/A	+14.21%
2005	N/A	+1.93%

BNDX vs SPYM Drawdown Comparison

The maximum drawdown for BNDX was -16.23%, occurring on Oct 20, 2022. Recovery took 1299 trading sessions.

The maximum drawdown for SPYM was -54.47%, occurring on Mar 9, 2009. Recovery took 1118 trading sessions.

The current BNDX drawdown is -1.50%.

Rank	BNDX	SPYM
#1	-16.23% Dec 11, 2020 - Feb 17, 2026	-54.47% Oct 10, 2007 - Mar 19, 2012
#2	-5.89% Mar 6, 2020 - Jul 30, 2020	-33.86% Feb 19, 2020 - Aug 10, 2020
#3	-3.89% Apr 15, 2015 - Jan 29, 2016	-24.49% Jan 3, 2022 - Dec 13, 2023
#4	-3.37% Aug 30, 2016 - Nov 7, 2017	-19.77% Sep 20, 2018 - Apr 5, 2019
#5	-2.93% Feb 27, 2026 - Mar 27, 2026	-18.72% Feb 19, 2025 - Jun 26, 2025
#6	-2.66% Jun 5, 2013 - Nov 1, 2013	-14.24% Jul 20, 2015 - Jun 6, 2016
#7	-2.21% Sep 3, 2019 - Feb 19, 2020	-9.93% Jan 26, 2018 - Jul 25, 2018
#8	-1.29% Jul 19, 2018 - Dec 3, 2018	-9.91% Apr 2, 2012 - Aug 17, 2012
#9	-1.17% Dec 15, 2017 - Mar 22, 2018	-9.43% Sep 2, 2020 - Nov 11, 2020
#10	-1.09% Feb 2, 2015 - Mar 19, 2015	-8.93% Jul 17, 2007 - Oct 5, 2007
#11	-0.99% Aug 4, 2020 - Oct 9, 2020	-8.90% Jan 27, 2026 - Apr 14, 2026
#12	-0.95% Apr 17, 2018 - Jun 19, 2018	-8.43% Jul 16, 2024 - Sep 19, 2024
#13	-0.87% Jul 27, 2016 - Aug 10, 2016	-7.70% Sep 19, 2014 - Nov 5, 2014
#14	-0.84% Oct 15, 2014 - Nov 21, 2014	-7.67% May 5, 2006 - Sep 15, 2006
#15	-0.80% Nov 5, 2020 - Nov 20, 2020	-7.34% Sep 14, 2012 - Jan 2, 2013

Correlation

Correlation between BNDX and SPYM is 0.75 which considered as a strong positive correlation - the stocks tend to move together.

0.75

-101

Dividend Comparison (2005 - 2026)

BNDX vs SPYM dividend yield comparison.

Year	BNDX	SPYM
2026	0.91%	0.22%
2025	4.39%	1.13%
2024	4.18%	1.28%
2023	4.42%	1.44%
2022	1.51%	1.69%
2021	3.74%	1.25%
2020	1.11%	1.54%
2019	3.40%	1.79%
2018	3.01%	2.23%
2017	2.23%	1.75%
2016	1.89%	1.97%
2015	1.63%	1.98%
2014	1.54%	1.79%
2013	0.86%	1.71%
2012	0.00%	2.08%
2011	0.00%	1.87%
2010	0.00%	1.31%
2009	0.00%	1.69%
2008	0.00%	2.96%
2007	0.00%	1.88%
2006	0.00%	1.80%
2005	0.00%	0.05%