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BIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


BIV 100%BondBond
PositionCategory/SectorWeight
BIV
Vanguard Intermediate-Term Bond ETF
Total Bond Market

100%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BIV, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


100.00%150.00%200.00%250.00%2024FebruaryMarchAprilMayJune
86.46%
277.29%
BIV
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BIV

Returns By Period

As of Jun 22, 2024, the BIV returned 0.11% Year-To-Date and 1.84% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.57%3.01%14.93%25.67%13.42%10.85%
BIV0.11%1.60%0.38%3.41%0.28%1.81%
BIV
Vanguard Intermediate-Term Bond ETF
0.11%1.60%0.38%3.41%0.28%1.81%

Monthly Returns

The table below presents the monthly returns of BIV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.04%-1.61%0.87%-2.52%1.86%0.11%
20233.39%-2.98%3.40%0.77%-1.24%-0.76%-0.06%-0.53%-2.53%-1.50%4.67%3.66%6.07%
2022-2.11%-0.87%-3.38%-3.92%0.84%-1.59%3.05%-3.49%-4.31%-0.71%3.68%-0.89%-13.21%
2021-0.73%-1.84%-1.61%0.94%0.55%0.74%1.45%-0.26%-1.28%-0.52%0.33%-0.14%-2.40%
20202.51%1.92%-1.55%2.42%1.38%1.10%1.30%-0.43%0.00%-0.68%1.18%0.20%9.67%
20191.61%-0.09%2.20%0.11%2.13%1.53%0.08%3.10%-0.72%0.35%-0.24%-0.11%10.34%
2018-1.54%-1.02%0.53%-1.04%0.76%0.02%0.06%0.76%-0.68%-0.49%0.50%2.00%-0.18%
20170.33%0.74%0.00%1.16%0.83%-0.23%0.64%1.07%-0.89%0.01%-0.27%0.24%3.65%
20161.83%1.12%1.30%0.30%-0.20%2.63%0.51%-0.52%0.16%-0.96%-3.30%-0.45%2.33%
20153.08%-1.41%0.60%-0.26%-0.44%-1.35%0.93%-0.19%1.09%0.06%-0.40%-0.60%1.03%
20142.20%0.78%-0.47%1.00%1.41%-0.02%-0.31%1.50%-0.98%1.12%0.86%0.52%7.85%
2013-1.12%1.00%0.35%1.42%-2.79%-2.74%0.45%-1.10%1.45%1.31%-0.54%-1.21%-3.58%

Expense Ratio

BIV has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for BIV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BIV is 5, indicating that it is in the bottom 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BIV is 55
BIV
The Sharpe Ratio Rank of BIV is 66Sharpe Ratio Rank
The Sortino Ratio Rank of BIV is 55Sortino Ratio Rank
The Omega Ratio Rank of BIV is 55Omega Ratio Rank
The Calmar Ratio Rank of BIV is 44Calmar Ratio Rank
The Martin Ratio Rank of BIV is 66Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BIV
Sharpe ratio
The chart of Sharpe ratio for BIV, currently valued at 0.48, compared to the broader market0.002.004.000.48
Sortino ratio
The chart of Sortino ratio for BIV, currently valued at 0.74, compared to the broader market-2.000.002.004.006.000.74
Omega ratio
The chart of Omega ratio for BIV, currently valued at 1.08, compared to the broader market0.801.001.201.401.601.801.08
Calmar ratio
The chart of Calmar ratio for BIV, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.000.18
Martin ratio
The chart of Martin ratio for BIV, currently valued at 1.33, compared to the broader market0.0010.0020.0030.0040.0050.001.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0010.0020.0030.0040.0050.008.36

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BIV
Vanguard Intermediate-Term Bond ETF
0.480.741.080.181.33

Sharpe Ratio

The current BIV Sharpe ratio is 0.48. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.46 to 2.43, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of BIV with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.48
2.24
BIV
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

BIV granted a 3.45% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
BIV3.45%3.09%2.41%3.42%2.95%2.75%2.88%2.69%2.38%3.02%3.96%4.22%
BIV
Vanguard Intermediate-Term Bond ETF
3.45%3.09%2.41%3.42%2.95%2.75%2.88%2.69%2.38%3.02%3.96%4.22%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-10.11%
-0.41%
BIV
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the BIV. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BIV was 18.95%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current BIV drawdown is 10.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.95%Aug 7, 2020556Oct 20, 2022
-13.63%Sep 16, 200819Oct 10, 200846Dec 16, 200865
-9.16%Mar 9, 20209Mar 19, 202045May 22, 202054
-7.66%May 2, 201388Sep 5, 2013236Aug 13, 2014324
-6.14%Jul 11, 2016119Dec 27, 2016550Mar 7, 2019669

Volatility

Volatility Chart

The current BIV volatility is 1.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
1.79%
2.38%
BIV
Benchmark (^GSPC)
Portfolio components