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 SMA* 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 3.1%, compared to a Buy-and-Hold benchmark return of 1.9%. The strategy executed 3 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for BNDX:
Excess Return MMA
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 Active Model
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.
Switch to MMA to enable
🛡️ BNDX Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-5.9% (vs -16.2% B&H)
+10.3% shallower drawdown
Downside Efficiency
1.16 Sortino
+0.51 vs 0.65 B&H
Capital Sheltered from Risk
26.9% 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 | -1.33% | -2.93% | -2.94% | -15.60% | -5.89% | -16.23% | -5.89% | -16.23% |
| Sharpe Ratio | 1.38 | 0.32 | 1.23 | -0.01 | 1.05 | 0.35 | 1.14 | 0.48 |
| Sortino Ratio | 1.16 | 0.49 | 1.14 | -0.02 | 1.01 | 0.47 | 1.16 | 0.65 |
| CAGR | 2.85% | 1.15% | 2.68% | -0.05% | 2.81% | 1.43% | 3.15% | 1.95% |
| % Time Invested | 48.8% | 100.0% | 39.4% | 100.0% | 69.7% | 100.0% | 73.1% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 0.4 | 0.0 | 0.2 | 0.0 | 0.3 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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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.
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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 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 | ||||||||
| 2026-03-17 | 2026-03-31 | Completed | 100% | $47.70 | $47.40 | -0.69% | Signal | |
| 2026-02-10 | 2026-03-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2024-08-05 | 2026-02-10 | Completed | 100% | $45.75 | $47.97 | 4.79% | Signal | |
| 2022-01-27 | 2024-08-05 | Interest (CASH) | 100% | $1.00 | $1.11 | 10.82% | Interest Income | |
| 2015-05-29 | 2022-01-27 | Completed | 100% | $38.48 | $46.51 | 20.80% | Signal | |
| 2015-05-27 | 2015-05-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |