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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

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 Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -6.8% (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 2.4%. The strategy executed 82 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

🛡️ BNDX Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-6.8% (vs -16.2% B&H)
+9.4% shallower drawdown
Downside Efficiency
0.93 Sortino
+0.11 vs 0.82 B&H
Capital Sheltered from Risk
41.1% 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 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-2.55%-2.93%-3.73%-15.60%-6.84%-16.23%-6.84%-16.23%
Sharpe Ratio-0.030.320.57-0.010.630.350.920.61
Sortino Ratio-0.030.490.66-0.020.590.470.930.82
CAGR-0.06%1.15%1.25%-0.05%1.44%1.43%2.18%2.40%
% Time Invested56.5%100.0%39.8%100.0%51.6%100.0%58.9%100.0%
Trades / Year8.00.07.60.07.10.06.50.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of BNDX under the Excess Return MMA strategy (Trading) versus Buy & Hold. The strategy produced a 2.2% CAGR with a -6.8% Max Drawdown across 82 trade signals (compared to Buy & Hold's 2.4% CAGR and -16.2% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for BNDX under Excess Return MMA strategy in Trading context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for BNDX under Excess Return MMA (Trading). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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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
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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 DateExit DateTypeAllocationEntry PriceExit PriceNet 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.
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2026-03-26 2026-06-25 Interest (CASH) 33.33% $1.00 $1.01 0.90% Interest Income
2026-05-15 2026-06-12 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2026-04-28 2026-05-15 Completed 33.33% $47.54 $47.33 -0.48% Signal
2026-03-19 2026-04-28 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2026-02-13 2026-03-26 Completed 33.33% $48.18 $47.33 -1.81% Signal
2026-01-22 2026-03-19 Completed 33.33% $47.65 $47.44 -0.51% Signal
2026-01-26 2026-02-18 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2025-12-05 2026-02-13 Interest (CASH) 33.33% $1.00 $1.01 0.67% Interest Income
2025-10-30 2026-01-26 Completed 33.33% $47.75 $47.76 -0.02% Signal
2025-11-20 2026-01-22 Interest (CASH) 33.33% $1.00 $1.01 0.59% Interest Income
2025-10-08 2025-12-05 Completed 33.33% $47.52 $47.63 0.18% Signal
2025-09-24 2025-11-20 Completed 33.33% $47.32 $47.58 0.50% Signal
2025-10-02 2025-10-30 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2025-08-04 2025-10-08 Interest (CASH) 33.33% $1.00 $1.01 0.75% Interest Income
2025-07-02 2025-10-02 Completed 33.33% $47.02 $47.40 0.77% Signal
2025-08-29 2025-09-24 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-08-20 2025-08-29 Completed 33.33% $47.08 $47.14 0.07% Signal
2025-07-16 2025-08-20 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2025-07-11 2025-08-04 Completed 33.33% $46.88 $47.25 0.74% Signal
2025-06-17 2025-07-16 Completed 33.33% $46.96 $46.91 -0.14% Signal
2025-06-17 2025-07-11 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-01-22 2025-07-02 Interest (CASH) 33.33% $1.00 $1.02 1.89% Interest Income
2025-05-23 2025-06-17 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-05-01 2025-06-17 Completed 33.33% $47.02 $46.96 -0.20% Signal
2025-04-16 2025-05-23 Completed 33.33% $46.59 $46.65 0.08% Signal
2025-03-17 2025-05-01 Interest (CASH) 33.33% $1.00 $1.01 0.54% Interest Income
2025-03-10 2025-04-16 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
2025-03-04 2025-03-17 Completed 33.33% $46.55 $45.95 -1.33% Signal
2025-02-11 2025-03-10 Completed 33.33% $46.51 $45.95 -1.24% Signal
2025-01-17 2025-03-04 Interest (CASH) 33.33% $1.00 $1.01 0.51% Interest Income
2025-01-06 2025-02-11 Interest (CASH) 33.33% $1.00 $1.00 0.41% Interest Income
2024-08-05 2025-01-22 Completed 33.33% $45.75 $46.17 0.87% Signal
2024-12-13 2025-01-17 Completed 33.33% $46.53 $45.99 -1.20% Signal
2024-12-04 2025-01-06 Completed 33.33% $46.61 $46.09 -1.18% Signal
2024-10-30 2024-12-13 Interest (CASH) 33.33% $1.00 $1.01 0.55% Interest Income
2024-10-18 2024-12-04 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
2024-07-15 2024-10-30 Completed 33.33% $44.79 $45.97 2.58% Signal
2024-06-28 2024-10-18 Completed 33.33% $44.50 $46.22 3.82% Signal
2024-05-14 2024-08-05 Interest (CASH) 33.33% $1.00 $1.01 1.19% Interest Income
2024-04-19 2024-07-15 Interest (CASH) 33.33% $1.00 $1.01 1.23% Interest Income
2024-04-17 2024-06-28 Interest (CASH) 33.33% $1.00 $1.01 1.06% Interest Income
2024-01-05 2024-05-14 Completed 33.33% $44.22 $44.26 0.05% Signal
2024-04-05 2024-04-19 Completed 33.33% $44.51 $44.15 -0.85% Signal
2024-03-20 2024-04-17 Completed 33.33% $44.36 $44.20 -0.42% Signal
2024-02-14 2024-04-05 Interest (CASH) 33.33% $1.00 $1.01 0.74% Interest Income
2024-01-26 2024-03-20 Interest (CASH) 33.33% $1.00 $1.01 0.78% Interest Income
2023-11-27 2024-02-14 Completed 33.33% $42.92 $44.09 2.68% Signal
2023-11-13 2024-01-26 Completed 33.33% $42.40 $44.06 3.88% Signal
2023-04-27 2024-01-05 Interest (CASH) 33.33% $1.00 $1.04 3.75% Interest Income
2023-05-19 2023-11-27 Interest (CASH) 33.33% $1.00 $1.03 2.83% Interest Income
2023-05-23 2023-11-13 Interest (CASH) 33.33% $1.00 $1.03 2.59% Interest Income
2023-05-19 2023-05-23 Completed 33.33% $42.17 $42.16 -0.09% Signal
2023-04-27 2023-05-19 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2023-04-11 2023-05-19 Completed 33.33% $42.37 $42.17 -0.52% Signal
2023-04-04 2023-04-27 Completed 33.33% $42.28 $42.24 -0.13% Signal
2023-03-24 2023-04-27 Completed 33.33% $42.80 $42.24 -1.34% Signal
2023-02-24 2023-04-11 Interest (CASH) 33.33% $1.00 $1.01 0.59% Interest Income
2021-11-22 2023-04-04 Interest (CASH) 33.33% $1.00 $1.03 3.29% Interest Income
2023-02-23 2023-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2023-02-21 2023-02-24 Completed 33.33% $41.51 $41.44 -0.24% Signal
2023-01-27 2023-02-23 Completed 33.33% $41.96 $41.51 -1.12% Signal
2023-01-19 2023-02-21 Interest (CASH) 33.33% $1.00 $1.00 0.41% Interest Income
2022-12-30 2023-01-27 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2022-11-29 2023-01-19 Completed 33.33% $42.01 $42.28 0.60% Signal
2022-11-11 2022-12-30 Completed 33.33% $41.49 $41.11 -0.98% Signal
2022-09-15 2022-11-29 Interest (CASH) 33.33% $1.00 $1.01 0.79% Interest Income
2022-09-01 2022-11-11 Interest (CASH) 33.33% $1.00 $1.01 0.71% Interest Income
2022-08-02 2022-09-15 Completed 33.33% $43.95 $41.92 -4.66% Signal
2022-07-19 2022-09-01 Completed 33.33% $42.73 $41.98 -1.80% Signal
2022-01-14 2022-08-02 Interest (CASH) 33.33% $1.00 $1.01 0.53% Interest Income
2022-01-06 2022-07-19 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2021-12-02 2022-01-14 Completed 33.33% $47.53 $46.75 -1.67% Signal
2021-11-15 2022-01-06 Completed 33.33% $47.20 $46.70 -1.10% Signal
2021-09-24 2021-12-02 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-08-10 2021-11-22 Completed 33.33% $47.89 $47.31 -1.26% Signal
2021-09-08 2021-11-15 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-06-29 2021-09-24 Completed 33.33% $47.02 $47.26 0.46% Signal
2021-06-14 2021-09-08 Completed 33.33% $47.17 $47.53 0.71% Signal
2021-03-17 2021-08-10 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-02-08 2021-06-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-04-22 2021-06-14 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-04-14 2021-04-22 Completed 33.33% $47.09 $47.12 0.02% Signal
2021-01-25 2021-04-14 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-06-29 2021-03-17 Completed 33.33% $47.12 $47.01 -0.28% Signal
2020-05-12 2021-02-08 Completed 33.33% $46.48 $47.66 2.49% Signal
2020-09-24 2021-01-25 Completed 33.33% $47.56 $47.93 0.73% Signal
2020-09-01 2020-09-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-23 2020-09-01 Completed 33.33% $46.20 $47.22 2.17% Signal
2020-06-04 2020-06-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-14 2020-06-04 Completed 33.33% $46.20 $46.66 0.95% Signal
2020-03-19 2020-05-12 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-03-19 2020-04-23 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
2020-03-09 2020-03-20 Completed 33.33% $47.71 $44.81 -6.12% Stop
2020-01-27 2020-03-19 Completed 33.33% $46.72 $44.78 -4.20% Stop
2020-01-22 2020-03-19 Completed 33.33% $46.30 $44.78 -3.34% Stop
2019-12-31 2020-03-09 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2019-10-15 2020-01-27 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2019-09-25 2020-01-22 Interest (CASH) 33.33% $1.00 $1.01 0.51% Interest Income
2018-12-11 2019-12-31 Completed 33.33% $42.39 $46.02 8.51% Signal
2018-10-22 2019-10-15 Completed 33.33% $41.85 $46.35 10.69% Signal
2019-05-31 2019-09-25 Completed 33.33% $44.49 $46.65 4.81% Signal
2019-05-08 2019-05-31 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-10-22 2019-05-08 Completed 33.33% $41.85 $44.05 5.21% Signal
2018-10-09 2018-12-11 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2018-09-14 2018-10-22 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2018-08-29 2018-10-22 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2018-05-18 2018-10-09 Completed 33.33% $41.53 $41.64 0.22% Signal
2018-09-11 2018-09-14 Completed 33.33% $42.01 $41.96 -0.16% Signal
2018-08-08 2018-09-11 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2018-07-11 2018-08-29 Completed 33.33% $42.04 $41.94 -0.27% Signal
2018-06-29 2018-08-08 Completed 33.33% $41.89 $41.91 -0.02% Signal
2018-05-23 2018-07-11 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2018-05-04 2018-06-29 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2018-03-26 2018-05-23 Completed 33.33% $41.67 $41.62 -0.17% Signal
2018-03-14 2018-05-18 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2018-03-13 2018-05-04 Completed 33.33% $41.48 $41.80 0.73% Signal
2018-01-22 2018-03-26 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2017-05-11 2018-03-14 Completed 33.33% $40.56 $41.49 2.23% Signal
2018-01-09 2018-03-13 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2017-11-09 2018-01-22 Completed 33.33% $41.36 $41.37 -0.03% Signal
2017-10-30 2018-01-09 Completed 33.33% $41.24 $41.43 0.42% Signal
2017-10-13 2017-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2017-09-28 2017-10-30 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2017-08-24 2017-10-13 Completed 33.33% $41.12 $41.12 -0.04% Signal
2017-08-10 2017-09-28 Completed 33.33% $40.99 $40.95 -0.14% Signal
2017-07-24 2017-08-24 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2017-07-11 2017-08-10 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2017-03-22 2017-07-24 Completed 33.33% $40.35 $40.85 1.19% Signal
2017-06-13 2017-07-11 Completed 33.33% $40.98 $40.56 -1.08% Signal
2017-05-19 2017-06-13 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2017-04-20 2017-05-19 Completed 33.33% $40.68 $40.78 0.18% Signal
2016-12-01 2017-05-11 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2017-03-28 2017-04-20 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2017-03-01 2017-03-28 Completed 33.33% $40.39 $40.42 0.04% Signal
2017-02-07 2017-03-22 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-01-30 2017-03-01 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2017-01-30 2017-02-07 Completed 33.33% $40.08 $40.10 -0.00% Signal
2017-01-04 2017-01-30 Completed 33.33% $40.41 $40.08 -0.86% Signal
2016-10-05 2017-01-30 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2016-09-16 2017-01-04 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2015-10-13 2016-12-01 Completed 33.33% $38.52 $40.27 4.50% Signal
2015-08-03 2016-10-05 Completed 33.33% $38.36 $41.11 7.12% Signal
2016-06-02 2016-09-16 Completed 33.33% $41.43 $41.02 -1.04% Signal
2016-05-10 2016-06-02 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-12-16 2016-05-10 Completed 33.33% $38.60 $40.08 3.80% Signal
2015-11-23 2015-12-16 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-10-05 2015-11-23 Completed 33.33% $38.59 $38.74 0.33% Signal
2015-06-23 2015-10-13 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-09-11 2015-10-05 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-07-21 2015-09-11 Completed 33.33% $38.16 $38.39 0.57% Signal
2015-05-13 2015-08-03 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-05-06 2015-07-21 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-12-12 2015-06-23 Completed 33.33% $35.28 $37.74 6.92% Signal
2014-01-28 2015-05-13 Completed 33.33% $35.54 $38.20 7.41% Signal
2015-03-25 2015-05-06 Completed 33.33% $39.03 $38.31 -1.91% Signal
2015-03-03 2015-03-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-01-21 2015-03-03 Completed 33.33% $35.51 $38.76 9.09% Signal
2014-01-03 2014-01-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-12-10 2014-01-21 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-12-12 2014-01-03 Completed 33.33% $35.28 $35.24 -0.16% Signal
2013-12-10 2013-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-12-10 2013-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income