BNDX
Vanguard Total International Bond Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-08-29
Executive Summary
The quantitative backtest for BNDX (Vanguard Total International Bond Index Fund ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -5.9% (compared to the benchmark's drawdown of -16.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.2%, compared to a Buy-and-Hold benchmark return of 1.9%. The strategy executed 28 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for BNDX:
Excess Return MMA Active Model
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for BNDX:
🛡️ Long-Term Investing Active Horizon
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
🛡️ BNDX Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-5.9% (vs -16.2% B&H)
+10.4% shallower drawdown
Downside Efficiency
0.93 Sortino
+0.28 vs 0.65 B&H
Capital Sheltered from Risk
38.0% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 BNDX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -2.44% | -2.93% | -2.44% | -15.60% | -5.88% | -16.23% | -5.88% | -16.23% |
| Sharpe Ratio | 0.67 | 0.32 | 1.29 | -0.01 | 0.82 | 0.35 | 0.93 | 0.48 |
| Sortino Ratio | 0.89 | 0.49 | 1.47 | -0.02 | 0.78 | 0.47 | 0.93 | 0.65 |
| CAGR | 1.42% | 1.15% | 2.44% | -0.05% | 1.90% | 1.43% | 2.24% | 1.95% |
| % Time Invested | 59.5% | 100.0% | 39.4% | 100.0% | 58.8% | 100.0% | 62.0% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.0 | 0.0 | 2.3 | 0.0 | 2.5 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Loading...
Loading Top Diversifiers for BNDX... Top Diversifiers for BNDX
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
| Loading top diversifier assets... | |||
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Subscribe to Unlock | ||||||||
| 2024-08-05 | 2026-04-24 | Completed | 33.33% | $45.75 | $47.63 | 4.04% | Signal | |
| 2025-11-12 | 2026-03-09 | Completed | 33.33% | $47.84 | $47.73 | -0.28% | Signal | |
| 2026-01-21 | 2026-02-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-11-06 | 2026-01-21 | Completed | 33.33% | $47.79 | $47.65 | -0.34% | Signal | |
| 2025-05-09 | 2025-11-12 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.14% | Interest Income | |
| 2025-09-30 | 2025-11-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2025-07-02 | 2025-09-30 | Completed | 33.33% | $47.02 | $47.40 | 0.76% | Signal | |
| 2025-01-16 | 2025-07-02 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.95% | Interest Income | |
| 2024-03-18 | 2025-05-09 | Completed | 33.33% | $44.27 | $46.70 | 5.44% | Signal | |
| 2024-08-05 | 2025-01-16 | Completed | 33.33% | $45.75 | $45.72 | -0.12% | Signal | |
| 2024-05-14 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income | |
| 2022-01-14 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.11 | 10.83% | Interest Income | |
| 2024-01-05 | 2024-05-14 | Completed | 33.33% | $44.22 | $44.26 | 0.05% | Signal | |
| 2022-02-02 | 2024-03-18 | Interest (CASH) | 33.33% | $1.00 | $1.09 | 8.60% | Interest Income | |
| 2023-07-06 | 2024-01-05 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.75% | Interest Income | |
| 2023-06-15 | 2023-07-06 | Completed | 33.33% | $42.33 | $42.16 | -0.45% | Signal | |
| 2023-04-28 | 2023-06-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2023-04-03 | 2023-04-28 | Completed | 33.33% | $42.34 | $42.43 | 0.16% | Signal | |
| 2021-11-22 | 2023-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.27% | Interest Income | |
| 2021-11-19 | 2022-02-02 | Completed | 33.33% | $47.31 | $46.35 | -2.09% | Signal | |
| 2020-04-14 | 2022-01-14 | Completed | 33.33% | $46.20 | $46.75 | 1.15% | Signal | |
| 2021-08-10 | 2021-11-22 | Completed | 33.33% | $47.89 | $47.31 | -1.26% | Signal | |
| 2021-05-18 | 2021-11-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-03-17 | 2021-08-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-14 | 2021-05-18 | Completed | 33.33% | $46.20 | $46.69 | 1.01% | Signal | |
| 2020-06-30 | 2021-03-17 | Completed | 33.33% | $47.17 | $47.01 | -0.40% | Signal | |
| 2020-05-29 | 2020-06-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-14 | 2020-05-29 | Completed | 33.33% | $46.20 | $46.86 | 1.39% | Signal | |
| 2020-03-20 | 2020-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-20 | 2020-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-20 | 2020-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-10 | 2020-03-20 | Completed | 33.33% | $47.13 | $44.81 | -4.95% | Stop | |
| 2019-02-15 | 2020-03-20 | Completed | 33.33% | $43.19 | $44.81 | 3.71% | Stop | |
| 2018-06-28 | 2020-03-20 | Completed | 33.33% | $41.91 | $44.81 | 6.88% | Stop | |
| 2019-12-30 | 2020-03-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2018-12-11 | 2019-12-30 | Completed | 33.33% | $42.39 | $46.00 | 8.46% | Signal | |
| 2018-12-17 | 2019-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2018-11-30 | 2018-12-17 | Completed | 33.33% | $42.18 | $42.41 | 0.50% | Signal | |
| 2018-10-11 | 2018-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2018-10-15 | 2018-11-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2017-08-18 | 2018-10-15 | Completed | 33.33% | $41.09 | $41.74 | 1.51% | Signal | |
| 2018-05-14 | 2018-10-11 | Completed | 33.33% | $41.72 | $41.68 | -0.13% | Signal | |
| 2017-11-21 | 2018-06-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.98% | Interest Income | |
| 2018-03-22 | 2018-05-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2017-05-10 | 2018-03-22 | Completed | 33.33% | $40.66 | $41.67 | 2.44% | Signal | |
| 2015-05-29 | 2017-11-21 | Completed | 33.33% | $38.48 | $41.44 | 7.64% | Signal | |
| 2017-02-21 | 2017-08-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2016-12-01 | 2017-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2015-11-19 | 2017-02-21 | Completed | 33.33% | $38.77 | $40.26 | 3.81% | Signal | |
| 2015-10-13 | 2016-12-01 | Completed | 33.33% | $38.52 | $40.27 | 4.50% | Signal | |
| 2015-09-25 | 2015-11-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-06-23 | 2015-10-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-05-29 | 2015-09-25 | Completed | 33.33% | $38.48 | $38.41 | -0.23% | Signal | |
| 2015-05-29 | 2015-06-23 | Completed | 33.33% | $38.48 | $37.74 | -1.97% | Signal | |
| 2015-05-27 | 2015-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-05-27 | 2015-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-05-27 | 2015-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |