BDN vs. BSV
Compare and contrast key facts about Brandywine Realty Trust (BDN) and Vanguard Short-Term Bond ETF (BSV).
BSV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-5 Year Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BDN or BSV.
Key characteristics
| BDN | BSV | |
|---|---|---|
| YTD Return | 8.34% | 3.42% |
| 1Y Return | 37.66% | 6.08% |
| 3Y Return (Ann) | -19.91% | 0.65% |
| 5Y Return (Ann) | -11.48% | 1.28% |
| 10Y Return (Ann) | -3.97% | 1.59% |
| Sharpe Ratio | 1.06 | 2.46 |
| Sortino Ratio | 1.67 | 3.84 |
| Omega Ratio | 1.21 | 1.49 |
| Calmar Ratio | 0.65 | 1.34 |
| Martin Ratio | 3.38 | 11.90 |
| Ulcer Index | 13.47% | 0.54% |
| Daily Std Dev | 42.58% | 2.62% |
| Max Drawdown | -97.00% | -8.54% |
| Current Drawdown | -53.03% | -1.20% |
Correlation
The correlation between BDN and BSV is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
BDN vs. BSV - Performance Comparison
In the year-to-date period, BDN achieves a 8.34% return, which is significantly higher than BSV's 3.42% return. Over the past 10 years, BDN has underperformed BSV with an annualized return of -3.97%, while BSV has yielded a comparatively higher 1.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BDN vs. BSV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandywine Realty Trust (BDN) and Vanguard Short-Term Bond ETF (BSV). 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.
Dividends
BDN vs. BSV - Dividend Comparison
BDN's dividend yield for the trailing twelve months is around 11.58%, more than BSV's 3.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDN Brandywine Realty Trust | 11.58% | 13.33% | 12.36% | 5.65% | 6.38% | 4.83% | 5.59% | 3.52% | 3.76% | 4.39% | 3.75% | 4.26% |
BSV Vanguard Short-Term Bond ETF | 3.26% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% | 1.45% | 1.48% |
Drawdowns
BDN vs. BSV - Drawdown Comparison
The maximum BDN drawdown since its inception was -97.00%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for BDN and BSV. For additional features, visit the drawdowns tool.
Volatility
BDN vs. BSV - Volatility Comparison
Brandywine Realty Trust (BDN) has a higher volatility of 18.49% compared to Vanguard Short-Term Bond ETF (BSV) at 0.46%. This indicates that BDN's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.