Summary
BND
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -1.33% 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: 15/10/2026

Current price: $70.81

Expense ratio: 0.03%

Assets under management
$389.1B
-0.23% daily change

Period performance

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

Adjusted return
--
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Performance metrics

Period total return

-0.12%

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

-1.73%

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

-2.16%

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

-1.33%

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

3.06%

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

14.47%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.005%

Best day

0.582%

15/10/2026
Worst day

-0.84%

23/09/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $70.97 $71.00 $70.76 $70.81 12,638,700
14/10/2026 $70.00 $70.45 $69.96 $70.40 15,244,600
13/10/2026 $70.36 $70.38 $70.25 $70.33 15,067,400
12/10/2026 $70.17 $70.27 $70.13 $70.25 10,364,500
09/10/2026 $70.15 $70.25 $70.08 $70.22 10,089,400
08/10/2026 $69.92 $70.23 $69.87 $70.22 23,714,700
07/10/2026 $69.68 $70.07 $69.66 $70.00 11,308,800
06/10/2026 $69.94 $70.11 $69.91 $70.02 12,221,400
05/10/2026 $69.88 $69.95 $69.72 $69.88 17,720,900
02/10/2026 $70.24 $70.30 $69.88 $69.94 13,884,100