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BIV

Last updated Sep 23, 2023

Asset Allocation


BIV 100%BondBond
PositionCategory/SectorWeight
BIV
Vanguard Intermediate-Term Bond ETF
Total Bond Market100%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
-2.85%
8.78%
BIV
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
BIV
Vanguard Intermediate-Term Bond ETF
-0.69%-4.12%0.04%0.98%0.98%1.67%

Sharpe Ratio

The current BIV Sharpe ratio is -0.03. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.004.00-0.03

The Sharpe ratio of BIV is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.03
0.81
BIV
Benchmark (^GSPC)
Portfolio components

Dividend yield

BIV granted a 2.94% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
BIV2.94%2.46%3.57%3.19%3.06%3.29%3.17%2.88%3.74%5.05%5.59%6.93%
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.


0.04%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BIV
Vanguard Intermediate-Term Bond ETF
-0.03

Drawdowns Chart

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


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-15.32%
-9.93%
BIV
Benchmark (^GSPC)
Portfolio components

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, 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 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.


1.00%2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
1.42%
3.41%
BIV
Benchmark (^GSPC)
Portfolio components