Thanks for the link Heckler.
Seems like the article is a little hypocritical. First, their argument was you shouldn't do it because you don't gain any additional return and expose yourself to currency risk, sounds logical enough. But then they mention that there are funds with currency hedges to eliminate this (which seems to be true of the vanguard bond funds I'm invested in(VTABX) based on its description).
But then at the end, they say if you have a ton of money maybe you should, because then you're protected from the Canadian bond market imploding. This sounds reasonable, the more you're diversified the less risk you have. I also don't really see how the decision changes if you have a little or alot of money invested.
I'm kind of thinking same return but more diversification is better than same return all in one countries bonds.