Hi Darren,
The step response of your system is a graph of the encoder feedback when the motor is moved a defined number of steps as quickly as possible. The bode plot is acquired by oscillating the motor at increasing frequencies, and plotting the magnitude and phase offset of the encoder feedback. They measure different aspects of the motor control, and while there are transfer functions to predict the step response from the known bode plot, the bandwidth of the bode plot does not determine the peak time of the step response. For more information about the two graphs, refer to the links below.
Bode PlotStep ResponseHope this clears things up!