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BDN vs. BSV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BDN vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandywine Realty Trust (BDN) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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BDN vs. BSV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDN
Brandywine Realty Trust
-4.66%-41.31%17.13%1.73%-50.65%19.50%-19.06%28.95%-26.04%14.42%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.13%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%

Returns By Period

In the year-to-date period, BDN achieves a -4.66% return, which is significantly lower than BSV's 0.13% return. Over the past 10 years, BDN has underperformed BSV with an annualized return of -8.42%, while BSV has yielded a comparatively higher 1.97% annualized return.


BDN

1D
3.44%
1M
-15.05%
YTD
-4.66%
6M
-31.84%
1Y
-31.70%
3Y*
-5.62%
5Y*
-19.00%
10Y*
-8.42%

BSV

1D
0.14%
1M
-0.78%
YTD
0.13%
6M
1.33%
1Y
4.13%
3Y*
4.27%
5Y*
1.68%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BDN vs. BSV — Risk / Return Rank

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

BDN
BDN Risk / Return Rank: 1010
Overall Rank
BDN Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BDN Sortino Ratio Rank: 88
Sortino Ratio Rank
BDN Omega Ratio Rank: 1111
Omega Ratio Rank
BDN Calmar Ratio Rank: 1717
Calmar Ratio Rank
BDN Martin Ratio Rank: 1010
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 9393
Overall Rank
BSV Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 9696
Sortino Ratio Rank
BSV Omega Ratio Rank: 9393
Omega Ratio Rank
BSV Calmar Ratio Rank: 9292
Calmar Ratio Rank
BSV Martin Ratio Rank: 9292
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.

BDN vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandywine Realty Trust (BDN) and Vanguard Short-Term Bond Index Fund ETF Shares (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.


BDNBSVDifference

Sharpe ratio

Return per unit of total volatility

-0.89

2.08

-2.97

Sortino ratio

Return per unit of downside risk

-1.26

3.31

-4.57

Omega ratio

Gain probability vs. loss probability

0.86

1.41

-0.55

Calmar ratio

Return relative to maximum drawdown

-0.72

3.25

-3.97

Martin ratio

Return relative to average drawdown

-1.51

12.45

-13.95

BDN vs. BSV - Sharpe Ratio Comparison

The current BDN Sharpe Ratio is -0.89, which is lower than the BSV Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of BDN and BSV, 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


BDNBSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

2.08

-2.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

0.62

-1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.24

0.83

-1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.86

-0.85

Correlation

The correlation between BDN and BSV is -0.01. 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.


Dividends

BDN vs. BSV - Dividend Comparison

BDN's dividend yield for the trailing twelve months is around 16.97%, more than BSV's 3.90% yield.


TTM20252024202320222021202020192018201720162015
BDN
Brandywine Realty Trust
16.97%18.15%10.71%13.33%12.36%5.66%6.38%4.83%5.59%3.52%3.76%4.39%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.90%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%

Drawdowns

BDN vs. BSV - Drawdown Comparison

The maximum BDN drawdown since its inception was -96.84%, 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.


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Drawdown Indicators


BDNBSVDifference

Max Drawdown

Largest peak-to-trough decline

-96.84%

-8.54%

-88.30%

Max Drawdown (1Y)

Largest decline over 1 year

-43.44%

-1.29%

-42.15%

Max Drawdown (5Y)

Largest decline over 5 years

-73.17%

-8.54%

-64.63%

Max Drawdown (10Y)

Largest decline over 10 years

-73.17%

-8.54%

-64.63%

Current Drawdown

Current decline from peak

-71.58%

-0.78%

-70.80%

Average Drawdown

Average peak-to-trough decline

-39.11%

-0.98%

-38.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.84%

0.34%

+20.50%

Volatility

BDN vs. BSV - Volatility Comparison

Brandywine Realty Trust (BDN) has a higher volatility of 11.40% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.77%. 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.


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Volatility by Period


BDNBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.40%

0.77%

+10.63%

Volatility (6M)

Calculated over the trailing 6-month period

26.26%

1.19%

+25.07%

Volatility (1Y)

Calculated over the trailing 1-year period

35.60%

2.00%

+33.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.89%

2.71%

+35.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.08%

2.37%

+32.71%