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BAMB vs. BIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BAMB vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Intermediate Bond ETF (BAMB) and Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

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BAMB vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023
BAMB
Brookstone Intermediate Bond ETF
-0.19%6.15%3.01%2.94%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.23%8.52%1.57%7.17%

Returns By Period

In the year-to-date period, BAMB achieves a -0.19% return, which is significantly higher than BIV's -0.23% return.


BAMB

1D
0.30%
1M
-1.86%
YTD
-0.19%
6M
0.61%
1Y
3.20%
3Y*
5Y*
10Y*

BIV

1D
0.32%
1M
-2.03%
YTD
-0.23%
6M
0.87%
1Y
4.99%
3Y*
3.99%
5Y*
0.54%
10Y*
2.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BAMB vs. BIV - Expense Ratio Comparison

BAMB has a 1.09% expense ratio, which is higher than BIV's 0.03% expense ratio.


Return for Risk

BAMB vs. BIV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAMB
BAMB Risk / Return Rank: 3838
Overall Rank
BAMB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BAMB Sortino Ratio Rank: 3737
Sortino Ratio Rank
BAMB Omega Ratio Rank: 3030
Omega Ratio Rank
BAMB Calmar Ratio Rank: 4747
Calmar Ratio Rank
BAMB Martin Ratio Rank: 3838
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 6565
Overall Rank
BIV Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 6666
Sortino Ratio Rank
BIV Omega Ratio Rank: 5656
Omega Ratio Rank
BIV Calmar Ratio Rank: 7474
Calmar Ratio Rank
BIV Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAMB vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Intermediate Bond ETF (BAMB) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.


BAMBBIVDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.10

-0.37

Sortino ratio

Return per unit of downside risk

1.10

1.59

-0.49

Omega ratio

Gain probability vs. loss probability

1.13

1.20

-0.07

Calmar ratio

Return relative to maximum drawdown

1.25

1.82

-0.57

Martin ratio

Return relative to average drawdown

3.60

5.87

-2.27

BAMB vs. BIV - Sharpe Ratio Comparison

The current BAMB Sharpe Ratio is 0.73, which is lower than the BIV Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of BAMB and BIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BAMBBIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.10

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.65

+0.52

Correlation

The correlation between BAMB and BIV is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BAMB vs. BIV - Dividend Comparison

BAMB's dividend yield for the trailing twelve months is around 2.86%, less than BIV's 4.10% yield.


TTM20252024202320222021202020192018201720162015
BAMB
Brookstone Intermediate Bond ETF
2.86%2.85%2.90%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIV
Vanguard Intermediate-Term Bond Index ETF
4.10%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%

Drawdowns

BAMB vs. BIV - Drawdown Comparison

The maximum BAMB drawdown since its inception was -4.48%, smaller than the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for BAMB and BIV.


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Drawdown Indicators


BAMBBIVDifference

Max Drawdown

Largest peak-to-trough decline

-4.48%

-18.95%

+14.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-2.87%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-1.86%

-2.03%

+0.17%

Average Drawdown

Average peak-to-trough decline

-0.93%

-3.40%

+2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.89%

+0.07%

Volatility

BAMB vs. BIV - Volatility Comparison

The current volatility for Brookstone Intermediate Bond ETF (BAMB) is 1.51%, while Vanguard Intermediate-Term Bond Index ETF (BIV) has a volatility of 1.77%. This indicates that BAMB experiences smaller price fluctuations and is considered to be less risky than BIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAMBBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.77%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

2.74%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

4.43%

4.55%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.09%

6.39%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.09%

5.50%

-1.41%