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Vanguard Long-Term Bond ETF (BLV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9219377937

CUSIP

921937793

Issuer

Vanguard

Inception Date

Apr 3, 2007

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Barclays U.S. Long Government/Credit Float Adjusted Index

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
BLV vs. BND BLV vs. TLT BLV vs. VGLT BLV vs. EDV BLV vs. BIV BLV vs. BSV BLV vs. LVHD BLV vs. ANGL BLV vs. JEPI BLV vs. IVV
Popular comparisons:
BLV vs. BND BLV vs. TLT BLV vs. VGLT BLV vs. EDV BLV vs. BIV BLV vs. BSV BLV vs. LVHD BLV vs. ANGL BLV vs. JEPI BLV vs. IVV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Long-Term Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.67%
12.33%
BLV (Vanguard Long-Term Bond ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Long-Term Bond ETF had a return of -2.14% year-to-date (YTD) and 6.79% in the last 12 months. Over the past 10 years, Vanguard Long-Term Bond ETF had an annualized return of 1.49%, while the S&P 500 had an annualized return of 11.13%, indicating that Vanguard Long-Term Bond ETF did not perform as well as the benchmark.


BLV

YTD

-2.14%

1M

-1.26%

6M

1.97%

1Y

6.79%

5Y (annualized)

-3.01%

10Y (annualized)

1.49%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.37%-2.38%1.45%-5.38%2.97%0.90%3.40%2.21%2.32%-4.97%-2.14%
20237.26%-5.13%4.62%0.67%-2.92%1.03%-1.14%-2.34%-6.31%-4.58%9.99%7.57%7.35%
2022-4.27%-2.61%-3.98%-9.51%0.23%-3.20%4.44%-5.29%-7.93%-3.79%8.55%-2.29%-26.95%
2021-2.92%-4.21%-3.29%1.83%0.33%3.86%2.99%-0.36%-2.53%1.72%1.10%-1.08%-2.89%
20205.32%3.49%-1.93%3.35%0.58%1.71%5.11%-4.12%0.11%-1.87%4.04%-0.53%15.79%
20191.86%-0.79%4.88%-0.60%4.16%2.69%0.51%8.26%-1.94%-0.29%0.32%-1.04%18.99%
2018-2.17%-3.14%1.51%-2.04%1.27%-0.59%0.42%0.48%-1.27%-3.22%0.40%4.36%-4.17%
20170.56%1.80%-0.71%1.58%1.90%0.89%0.39%2.08%-0.84%0.02%0.75%1.87%10.74%
20162.34%2.11%3.23%1.12%0.06%5.14%2.73%-0.31%-0.89%-3.07%-6.30%0.98%6.83%
20156.56%-4.17%0.66%-2.47%-2.38%-3.43%3.07%-1.11%1.02%0.68%-0.86%-1.17%-4.01%
20144.96%1.01%0.90%2.40%2.07%0.22%-0.01%3.98%-2.49%1.93%1.70%2.16%20.30%
2013-2.91%1.79%-0.57%3.94%-5.74%-3.99%-0.64%-1.35%0.60%2.33%-1.77%-0.63%-8.95%

Expense Ratio

BLV has an expense ratio of 0.04%, which is considered low compared to other funds.


Expense ratio chart for BLV: 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 BLV is 15, indicating that it is in the bottom 15% of ETFs 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 BLV is 1515
Combined Rank
The Sharpe Ratio Rank of BLV is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of BLV is 1717
Sortino Ratio Rank
The Omega Ratio Rank of BLV is 1515
Omega Ratio Rank
The Calmar Ratio Rank of BLV is 1313
Calmar Ratio Rank
The Martin Ratio Rank of BLV is 1515
Martin 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

The charts below present risk-adjusted performance metrics for Vanguard Long-Term Bond ETF (BLV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for BLV, currently valued at 0.58, compared to the broader market0.002.004.000.582.46
The chart of Sortino ratio for BLV, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.0010.0012.000.883.31
The chart of Omega ratio for BLV, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.46
The chart of Calmar ratio for BLV, currently valued at 0.21, compared to the broader market0.005.0010.0015.000.213.55
The chart of Martin ratio for BLV, currently valued at 1.51, compared to the broader market0.0020.0040.0060.0080.00100.001.5115.76
BLV
^GSPC

The current Vanguard Long-Term Bond ETF Sharpe ratio is 0.58. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Long-Term Bond ETF 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.58
2.46
BLV (Vanguard Long-Term Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Long-Term Bond ETF provided a 4.53% dividend yield over the last twelve months, with an annual payout of $3.18 per share.


3.50%4.00%4.50%5.00%5.50%6.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.18$3.03$3.02$3.47$6.40$3.58$3.56$3.46$3.71$3.79$3.68$3.96

Dividend yield

4.53%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%4.85%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Long-Term Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.28$0.25$0.28$0.26$0.27$0.27$0.27$0.27$0.26$0.27$2.66
2023$0.00$0.23$0.24$0.26$0.25$0.26$0.25$0.26$0.26$0.25$0.26$0.52$3.03
2022$0.00$0.25$0.23$0.36$0.24$0.25$0.24$0.25$0.24$0.24$0.25$0.49$3.02
2021$0.00$0.26$0.24$0.56$0.24$0.25$0.24$0.25$0.25$0.24$0.25$0.70$3.47
2020$0.00$0.28$0.26$0.61$0.26$0.28$0.27$0.26$0.27$0.27$0.26$3.39$6.40
2019$0.00$0.29$0.29$0.30$0.28$0.28$0.28$0.29$0.29$0.28$0.28$0.73$3.58
2018$0.00$0.28$0.27$0.44$0.29$0.30$0.29$0.29$0.29$0.28$0.29$0.55$3.56
2017$0.00$0.29$0.27$0.29$0.29$0.29$0.28$0.29$0.30$0.29$0.29$0.58$3.46
2016$0.00$0.30$0.28$0.30$0.29$0.29$0.28$0.34$0.30$0.28$0.29$0.75$3.71
2015$0.00$0.31$0.28$0.40$0.30$0.31$0.30$0.32$0.24$0.29$0.30$0.75$3.79
2014$0.00$0.32$0.28$0.33$0.30$0.32$0.31$0.30$0.28$0.29$0.30$0.65$3.68
2013$0.31$0.29$0.50$0.31$0.31$0.31$0.33$0.32$0.32$0.32$0.65$3.96

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-27.80%
-1.40%
BLV (Vanguard Long-Term Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Long-Term Bond ETF. 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 Vanguard Long-Term Bond ETF was 38.29%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Vanguard Long-Term Bond ETF drawdown is 27.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.29%Aug 7, 2020806Oct 19, 2023
-20.04%Mar 10, 20208Mar 19, 202077Jul 9, 202085
-14.5%May 3, 201377Aug 21, 2013229Jul 21, 2014306
-12.71%Sep 16, 200835Nov 3, 200827Dec 11, 200862
-12.37%Feb 2, 2015102Jun 26, 2015236Jun 3, 2016338

Volatility

Volatility Chart

The current Vanguard Long-Term Bond ETF volatility is 3.71%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.71%
4.07%
BLV (Vanguard Long-Term Bond ETF)
Benchmark (^GSPC)