{"schemaVersion":1,"ticker":"BND","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/bnd/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, BND against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/bnd/"},"benchmark":{"ticker":"AGG","name":"Bloomberg U.S. Aggregate Bond Index","tier":1,"kind":"related index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"BND","b":"AGG","window":{"from":"2007-04-20","to":"2026-10-23","firstReturn":"2007-04-27","weeklyReturns":1018,"years":19.51,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01551657,"perWeek":0.0002983957,"days":4881,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.75461914,"b":0.7370334,"edge":"BND (slight)","lead":"BND"},"annualised":{"a":0.02913653,"b":0.02860714,"edge":"Tie"},"price":{"a":-0.05394632,"b":-0.04174156,"edge":"AGG","lead":"AGG"},"volatility":{"a":0.05031007,"b":0.05371259,"edge":"BND (slight)","lead":"BND"},"downsideDeviation":{"a":0.03666783,"b":0.04014072,"edge":"BND (slight)","lead":"BND"},"maxDrawdown":{"a":-0.18350903,"b":-0.18178373,"edge":"Tie","aPeak":"2020-08-07","aTrough":"2022-10-21","bPeak":"2020-08-07","bTrough":"2022-10-21"},"excess":{"a":0.01448277,"b":0.01415477,"edge":"BND (slight)","lead":"BND"},"sharpe":{"a":0.28787019,"b":0.26352798,"edge":"BND (slight)","lead":"BND"},"sortino":{"a":0.3949721,"b":0.35262874,"edge":"BND","lead":"BND"},"calmar":{"a":0.15877438,"b":0.15736907,"edge":"Tie"}},"relative":{"BND":{"on":"AGG","beta":0.90917455,"r2":0.94218667,"alpha":0.00161361,"alphaT":0.58952002,"alphaLow":-0.00375753,"alphaHigh":0.00698475,"upsideCapture":0.95760422,"downsideCapture":0.95642448,"treynor":0.01592958,"trackingError":0.01304343,"informationRatio":0.02514662,"upWeeks":587,"downWeeks":419,"treynorReference":0.01415477,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"AGG (slight)","lead":"AGG"},"downsideCapture":{"edge":"BND (slight)","lead":"BND"},"treynor":{"edge":"BND","lead":"BND"},"informationRatio":{"edge":null,"lead":"BND","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"BND":{"kept":"2026-10-26","distributions":234,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":1018,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.75461914}},"AGG":{"kept":"2026-10-26","distributions":234,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1018,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.7370334}}}}