BIV
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIV Vanguard Intermediate-Term Bond ETF | Total Bond Market | 100% |
Performance
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
Returns
As of Sep 23, 2023, the BIV returned 0.04% Year-To-Date and 1.68% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.79% | 12.52% | 16.97% | 8.21% | 9.81% |
| BIV | -0.69% | -4.12% | 0.04% | 0.98% | 0.98% | 1.67% |
| Portfolio components: | ||||||
BIV Vanguard Intermediate-Term Bond ETF | -0.69% | -4.12% | 0.04% | 0.98% | 0.98% | 1.67% |
| Returns over 1 year are annualized | ||||||
Dividend yield
BIV granted a 2.94% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BIV | 2.94% | 2.46% | 3.57% | 3.19% | 3.06% | 3.29% | 3.17% | 2.88% | 3.74% | 5.05% | 5.59% | 6.93% |
| Portfolio components: | ||||||||||||
BIV Vanguard Intermediate-Term Bond ETF | 2.94% | 2.46% | 3.57% | 3.19% | 3.06% | 3.29% | 3.17% | 2.88% | 3.74% | 5.05% | 5.59% | 6.93% |
Expense Ratio
The 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.
Risk-Adjusted Performance
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BIV Vanguard Intermediate-Term Bond ETF | -0.03 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the BIV. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the BIV is 18.95%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.95% | Aug 7, 2020 | 556 | Oct 20, 2022 | — | — | — |
| -13.63% | Sep 16, 2008 | 19 | Oct 10, 2008 | 46 | Dec 16, 2008 | 65 |
| -9.16% | Mar 9, 2020 | 9 | Mar 19, 2020 | 45 | May 22, 2020 | 54 |
| -7.66% | May 2, 2013 | 88 | Sep 5, 2013 | 236 | Aug 13, 2014 | 324 |
| -6.14% | Jul 11, 2016 | 119 | Dec 27, 2016 | 550 | Mar 7, 2019 | 669 |
Volatility Chart
The current BIV volatility is 1.42%, 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.