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BBBS vs. VGSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBBS vs. VGSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) and Vanguard Short-Term Treasury ETF (VGSH). The values are adjusted to include any dividend payments, if applicable.

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BBBS vs. VGSH - Yearly Performance Comparison


2026 (YTD)20252024
BBBS
Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF
0.07%6.67%4.96%
VGSH
Vanguard Short-Term Treasury ETF
0.28%5.07%3.86%

Returns By Period

In the year-to-date period, BBBS achieves a 0.07% return, which is significantly lower than VGSH's 0.28% return.


BBBS

1D
0.30%
1M
-0.89%
YTD
0.07%
6M
1.22%
1Y
4.86%
3Y*
5Y*
10Y*

VGSH

1D
0.09%
1M
-0.49%
YTD
0.28%
6M
1.37%
1Y
3.75%
3Y*
3.98%
5Y*
1.79%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBBS vs. VGSH - Expense Ratio Comparison

BBBS has a 0.19% expense ratio, which is higher than VGSH's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BBBS vs. VGSH — Risk / Return Rank

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

BBBS
BBBS Risk / Return Rank: 9494
Overall Rank
BBBS Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BBBS Sortino Ratio Rank: 9696
Sortino Ratio Rank
BBBS Omega Ratio Rank: 9595
Omega Ratio Rank
BBBS Calmar Ratio Rank: 9292
Calmar Ratio Rank
BBBS Martin Ratio Rank: 9393
Martin Ratio Rank

VGSH
VGSH Risk / Return Rank: 9797
Overall Rank
VGSH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9898
Sortino Ratio Rank
VGSH Omega Ratio Rank: 9797
Omega Ratio Rank
VGSH Calmar Ratio Rank: 9696
Calmar Ratio Rank
VGSH Martin Ratio Rank: 9696
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.

BBBS vs. VGSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) and Vanguard Short-Term Treasury ETF (VGSH). 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.


BBBSVGSHDifference

Sharpe ratio

Return per unit of total volatility

2.17

2.62

-0.45

Sortino ratio

Return per unit of downside risk

3.21

4.21

-1.00

Omega ratio

Gain probability vs. loss probability

1.45

1.57

-0.12

Calmar ratio

Return relative to maximum drawdown

3.40

4.26

-0.86

Martin ratio

Return relative to average drawdown

13.47

16.28

-2.80

BBBS vs. VGSH - Sharpe Ratio Comparison

The current BBBS Sharpe Ratio is 2.17, which is comparable to the VGSH Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of BBBS and VGSH, 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


BBBSVGSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.62

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

2.37

1.02

+1.36

Correlation

The correlation between BBBS and VGSH is 0.83, 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

BBBS vs. VGSH - Dividend Comparison

BBBS's dividend yield for the trailing twelve months is around 4.58%, more than VGSH's 3.95% yield.


TTM20252024202320222021202020192018201720162015
BBBS
Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF
4.58%4.55%4.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGSH
Vanguard Short-Term Treasury ETF
3.95%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Drawdowns

BBBS vs. VGSH - Drawdown Comparison

The maximum BBBS drawdown since its inception was -1.45%, smaller than the maximum VGSH drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for BBBS and VGSH.


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Drawdown Indicators


BBBSVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-1.45%

-5.70%

+4.25%

Max Drawdown (1Y)

Largest decline over 1 year

-1.45%

-0.88%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-5.70%

Current Drawdown

Current decline from peak

-0.89%

-0.49%

-0.40%

Average Drawdown

Average peak-to-trough decline

-0.27%

-0.60%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.23%

+0.14%

Volatility

BBBS vs. VGSH - Volatility Comparison

Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) has a higher volatility of 0.98% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.52%. This indicates that BBBS's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBBSVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

0.52%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

1.32%

0.84%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

2.25%

1.44%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.27%

1.96%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.27%

1.57%

+0.70%