PortfoliosLab logoPortfoliosLab logo
BIV vs. BBAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIV vs. BBAG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, BIV achieves a -0.11% return, which is significantly lower than BBAG's 0.32% return.


BIV

1D
0.13%
1M
0.04%
YTD
-0.11%
6M
-0.10%
1Y
4.33%
3Y*
4.34%
5Y*
0.28%
10Y*
1.93%

BBAG

1D
0.15%
1M
0.18%
YTD
0.32%
6M
0.39%
1Y
4.67%
3Y*
3.92%
5Y*
0.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIV vs. BBAG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.11%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%1.09%
BBAG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
0.32%7.27%1.26%5.41%-13.26%-1.79%7.31%8.31%1.00%

Correlation

The correlation between BIV and BBAG is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2018

0.92

The correlation between BIV and BBAG has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BIV vs. BBAG — Risk / Return Rank

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

BIV
BIV Risk / Return Rank: 3030
Overall Rank
BIV Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3030
Sortino Ratio Rank
BIV Omega Ratio Rank: 2828
Omega Ratio Rank
BIV Calmar Ratio Rank: 2929
Calmar Ratio Rank
BIV Martin Ratio Rank: 2929
Martin Ratio Rank

BBAG
BBAG Risk / Return Rank: 3434
Overall Rank
BBAG Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BBAG Sortino Ratio Rank: 3535
Sortino Ratio Rank
BBAG Omega Ratio Rank: 3232
Omega Ratio Rank
BBAG Calmar Ratio Rank: 3434
Calmar Ratio Rank
BBAG Martin Ratio Rank: 3434
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.

BIV vs. BBAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index ETF (BIV) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG). 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.


BIVBBAGDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.19

1.21

-0.03

Calmar ratioReturn relative to maximum drawdown

1.37

1.69

-0.32

Martin ratioReturn relative to average drawdown

4.13

5.04

-0.90

BIV vs. BBAG - Sharpe Ratio Comparison

The current BIV Sharpe Ratio is 1.08, which is comparable to the BBAG Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of BIV and BBAG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BIVBBAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.21

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.00

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.32

+0.32

Drawdowns

BIV vs. BBAG - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.95%, roughly equal to the maximum BBAG drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for BIV and BBAG.


Loading charts...

Drawdown Indicators


BIVBBAGDifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

-18.73%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-2.78%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

-6.18%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-18.06%

-0.68%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-1.91%

-2.70%

+0.79%

Average Drawdown

Average peak-to-trough decline

-3.39%

-6.22%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.93%

+0.12%

Volatility

BIV vs. BBAG - Volatility Comparison

Vanguard Intermediate-Term Bond Index ETF (BIV) has a higher volatility of 1.36% compared to JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) at 1.24%. This indicates that BIV's price experiences larger fluctuations and is considered to be riskier than BBAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BIVBBAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.24%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

2.83%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.06%

3.92%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

5.92%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

5.80%

-0.30%

BIV vs. BBAG - Expense Ratio Comparison

Both BIV and BBAG have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

BIV vs. BBAG - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 4.21%, less than BBAG's 4.36% yield.


PositionTTM20252024202320222021202020192018201720162015
BBAG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
4.36%4.29%4.25%3.60%2.23%1.44%2.26%2.92%0.16%0.00%0.00%0.00%
BIV
Vanguard Intermediate-Term Bond Index ETF
4.21%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%

Frequently Asked Questions


With a correlation of 0.95, BIV and BBAG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BIV has higher volatility (1.36%) compared to BBAG (1.24%). In terms of maximum drawdown, BIV dropped -18.95% vs BBAG's -18.73%.

On 5-year performance, BIV leads with 0.28% vs 0.02% for BBAG. Both ETFs have the same 0.03% expense ratio. On volatility, BBAG has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BIV has performed better with a 0.28% return vs 0.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIV and BBAG have the same expense ratio: 0.03% per year.

BBAG has the higher dividend yield at 4.36%, compared with 4.21% for BIV.

BIV tracks Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index, while BBAG tracks Bloomberg US Aggregate Bond Index. They also come from different issuers: Vanguard and JPMorgan.

BBAG currently has the higher Sharpe Ratio (1.21 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BIV and BBAG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer