Vanguard Total International Bond Index Fund ETF (BNDX)

48.32 -0.06 (-0.12%) USD  |  NASDAQ  |  Dec 31, 16:00
48.34 +0.02 (+0.04%) After-Hours: 20:00
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BNDX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Invesco Emerging Markets Sovereign Debt ETF Upgrade
Vanguard Emerging Markets Govt Bd Idx ETF Upgrade
iShares Core International Aggregate Bond ETF Upgrade
JPMorgan International Bond Opportunities ETF Upgrade
Vanguard Total World Bond ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade