BIV
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIV Vanguard Intermediate-Term Bond ETF | Total Bond Market | 100% |
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
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BIV
Returns By Period
As of Jul 25, 2024, the BIV returned 0.64% Year-To-Date and 1.83% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| BIV | 0.84% | 1.12% | 1.92% | 5.04% | 0.35% | 1.85% |
| Portfolio components: | ||||||
BIV Vanguard Intermediate-Term Bond ETF | 0.84% | 1.12% | 1.92% | 5.04% | 0.35% | 1.85% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.04% | -1.61% | 0.87% | -2.52% | 1.86% | 0.98% | 0.84% | ||||||
| 2023 | 3.39% | -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% |
| 2020 | 2.51% | 1.92% | -1.55% | 2.42% | 1.38% | 1.10% | 1.30% | -0.43% | 0.00% | -0.68% | 1.18% | 0.20% | 9.67% |
| 2019 | 1.61% | -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% |
| 2017 | 0.32% | 0.74% | 0.00% | 1.16% | 0.83% | -0.23% | 0.64% | 1.07% | -0.89% | 0.01% | -0.27% | 0.24% | 3.65% |
| 2016 | 1.83% | 1.12% | 1.30% | 0.30% | -0.20% | 2.63% | 0.51% | -0.52% | 0.16% | -0.96% | -3.30% | -0.45% | 2.33% |
| 2015 | 3.08% | -1.41% | 0.60% | -0.26% | -0.44% | -1.35% | 0.93% | -0.19% | 1.09% | 0.06% | -0.40% | -0.60% | 1.03% |
| 2014 | 2.20% | 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 low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of BIV is 9, indicating that it is in the bottom 9% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BIV Vanguard Intermediate-Term Bond ETF | 0.67 | 1.02 | 1.12 | 0.25 | 2.01 |
Dividends
Dividend yield
BIV granted a 3.49% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BIV | 3.49% | 3.09% | 2.41% | 3.42% | 2.95% | 2.75% | 2.88% | 2.69% | 2.38% | 3.02% | 3.96% | 4.22% |
| Portfolio components: | ||||||||||||
BIV Vanguard Intermediate-Term Bond ETF | 3.49% | 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.
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 9.64%.
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
Volatility Chart
The current BIV volatility is 1.49%, 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.