Summary
BND
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.16% Volatility 4.34% Sharpe -0.00
Official loaded data — not a live quote.

VANGUARD TOTAL BOND MARKET INDEX FUND ETF SHARES

Symbol: BND

Exchange: NASDAQ

Sector: N/A

Category: Intermediate Core Bond

Inception date: 03/04/2007

Latest date: 16/07/2026

Current price: $72.81

Expense ratio: 0.03%

Assets under management
$397.9B
0.11% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.49%

Ann. -14.51% (Sharpe / Sortino numerator)

Volatility

5.63%

Sharpe ratio

-3.223

VaR 95%

-0.57%

CVaR 95%: -0.69%
Max drawdown: -1.94%
Sortino ratio: -5.363
Calmar ratio: -7.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.31%

Ann. -1.18% (Sharpe / Sortino numerator)

Volatility

4.25%

Sharpe ratio

-1.133

VaR 95%

-0.44%

CVaR 95%: -0.57%
Max drawdown: -2.81%
Sortino ratio: -1.562
Calmar ratio: -0.42

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.08%

Ann. 0.41% (Sharpe / Sortino numerator)

Volatility

3.66%

Sharpe ratio

-0.880

VaR 95%

-0.40%

CVaR 95%: -0.51%
Max drawdown: -2.81%
Sortino ratio: -1.240
Calmar ratio: 0.15

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.16%

Ann. 3.61% (Sharpe / Sortino numerator)

Volatility

4.34%

Sharpe ratio

-0.004

VaR 95%

-0.43%

CVaR 95%: -0.62%
Max drawdown: -2.81%
Sortino ratio: -0.005
Calmar ratio: 1.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.68%

Ann. 4.82% (Sharpe / Sortino numerator)

Volatility

4.78%

Sharpe ratio

0.248

VaR 95%

-0.48%

CVaR 95%: -0.66%
Max drawdown: -4.74%
Sortino ratio: 0.377
Calmar ratio: 1.02

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

12.06%

Ann. 3.47% (Sharpe / Sortino numerator)

Volatility

5.50%

Sharpe ratio

-0.030

VaR 95%

-0.56%

CVaR 95%: -0.74%
Max drawdown: -7.18%
Sortino ratio: -0.047
Calmar ratio: 0.48

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.016%

Best day

0.866%

01/08/2025
Worst day

-0.8%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $72.73 $72.83 $72.69 $72.81 6,108,700
15/07/2026 $72.75 $72.89 $72.72 $72.82 6,181,200
14/07/2026 $72.69 $72.79 $72.63 $72.70 8,081,100
13/07/2026 $72.65 $72.75 $72.49 $72.50 7,595,500
10/07/2026 $72.83 $72.85 $72.70 $72.77 7,170,500
09/07/2026 $72.75 $72.92 $72.75 $72.83 8,250,700
08/07/2026 $72.73 $72.74 $72.59 $72.70 8,944,900
07/07/2026 $73.01 $73.04 $72.80 $72.85 8,412,400
06/07/2026 $73.09 $73.14 $73.03 $73.14 10,191,800
02/07/2026 $73.06 $73.17 $73.04 $73.11 7,627,600