See what your fund actually adds
Horizon Core Bond ETF BNDY
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BNDY | Replication |
|---|---|---|
| Annualized growth | 2.5% | -0.2% |
| Annualized volatility | 4.8% | 4.5% |
| Sharpe ratio | 0.53 | -0.02 |
| Maximum drawdown | 4.5% | 6.0% |
| Replication fit (R²) | 0.83 · Tracking error 2.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model BNDY’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHP | FI · TIPS | 32.7% |
| VCIT | FI · IG Credit | 24.6% |
| VCLT | FI · Long Corp | 18.5% |
| SPTL | FI · Long Gov | 13.5% |
| MBB | FI · MBS | 10.7% |