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

ETF Info

ISINUS9219377937
CUSIP921937793
IssuerVanguard
Inception DateApr 3, 2007
RegionNorth America (U.S.)
CategoryTotal Bond Market
Index TrackedBarclays U.S. Long Government/Credit Float Adjusted Index
Home Pageadvisors.vanguard.com
Asset ClassBond

Expense Ratio

The Vanguard Long-Term Bond ETF has an expense ratio of 0.04% which is considered to be low.


0.50%1.00%1.50%2.00%0.04%

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.


Vanguard Long-Term Bond ETF

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

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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
9.41%
16.40%
BLV (Vanguard Long-Term Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Long-Term Bond ETF had a return of -6.90% year-to-date (YTD) and -5.29% in the last 12 months. Over the past 10 years, Vanguard Long-Term Bond ETF had an annualized return of 1.66%, while the S&P 500 had an annualized return of 10.43%, indicating that Vanguard Long-Term Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-6.90%5.29%
1 month-2.88%-2.47%
6 months9.42%16.40%
1 year-5.29%20.88%
5 years (annualized)-1.36%11.60%
10 years (annualized)1.66%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.37%-2.38%1.45%
2023-6.31%-4.58%9.99%7.57%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BLV is 10, indicating that it is in the bottom 10% of the market 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 1010
Vanguard Long-Term Bond ETF(BLV)
The Sharpe Ratio Rank of BLV is 1010Sharpe Ratio Rank
The Sortino Ratio Rank of BLV is 1010Sortino Ratio Rank
The Omega Ratio Rank of BLV is 1010Omega Ratio Rank
The Calmar Ratio Rank of BLV is 1212Calmar Ratio Rank
The Martin Ratio Rank of BLV is 1010Martin 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.


BLV
Sharpe ratio
The chart of Sharpe ratio for BLV, currently valued at -0.34, compared to the broader market-1.000.001.002.003.004.005.00-0.34
Sortino ratio
The chart of Sortino ratio for BLV, currently valued at -0.38, compared to the broader market-2.000.002.004.006.008.00-0.38
Omega ratio
The chart of Omega ratio for BLV, currently valued at 0.96, compared to the broader market1.001.502.002.500.96
Calmar ratio
The chart of Calmar ratio for BLV, currently valued at -0.13, compared to the broader market0.002.004.006.008.0010.0012.00-0.13
Martin ratio
The chart of Martin ratio for BLV, currently valued at -0.71, compared to the broader market0.0020.0040.0060.0080.00-0.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.005.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0020.0040.0060.0080.007.21

Sharpe Ratio

The current Vanguard Long-Term Bond ETF Sharpe ratio is -0.34. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
-0.34
1.79
BLV (Vanguard Long-Term Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Long-Term Bond ETF granted a 4.52% dividend yield in the last twelve months. The annual payout for that period amounted to $3.11 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.11$3.03$3.02$3.47$6.40$3.58$3.56$3.46$3.71$3.80$3.68$3.96

Dividend yield

4.52%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.28$0.25
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
2022$0.00$0.24$0.23$0.36$0.24$0.25$0.24$0.24$0.24$0.24$0.25$0.49
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
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
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
2018$0.00$0.28$0.27$0.44$0.29$0.29$0.29$0.29$0.29$0.28$0.29$0.55
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
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
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
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
2013$0.31$0.29$0.50$0.30$0.31$0.31$0.33$0.32$0.32$0.32$0.65

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-31.32%
-4.42%
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 31.32%.


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
-14.49%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 3.80%, 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%NovemberDecember2024FebruaryMarchApril
3.80%
3.35%
BLV (Vanguard Long-Term Bond ETF)
Benchmark (^GSPC)