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BIV vs. BLK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIV vs. BLK - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with BIV having a -0.40% return and BLK slightly lower at -0.41%. Over the past 10 years, BIV has underperformed BLK with an annualized return of 1.75%, while BLK has yielded a comparatively higher 14.03% annualized return.


BIV

1D
-0.26%
1M
-0.41%
6M
-0.26%
YTD
-0.40%
1Y
3.43%
3Y*
4.27%
5Y*
-0.08%
10Y*
1.75%
ALL TIME*
3.79%

BLK

1D
-1.69%
1M
0.38%
6M
-8.36%
YTD
-0.41%
1Y
-2.48%
3Y*
14.56%
5Y*
6.14%
10Y*
14.03%
ALL TIME*
19.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIV vs. BLK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.40%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%-0.19%3.65%
BLK
BlackRock, Inc.
-0.41%6.55%29.29%17.86%-20.40%29.39%47.21%31.87%-21.59%38.20%

Correlation

The correlation between BIV and BLK is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.22

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

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

-0.14

The correlation between BIV and BLK shifts across timeframes, from -0.14 (all time) to 0.22 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BIV vs. BLK — Risk / Return Rank

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

BIV
BIV Risk / Return Rank: 2929
Overall Rank
BIV Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3030
Sortino Ratio Rank
BIV Omega Ratio Rank: 2727
Omega Ratio Rank
BIV Calmar Ratio Rank: 2929
Calmar Ratio Rank
BIV Martin Ratio Rank: 2727
Martin Ratio Rank

BLK
BLK Risk / Return Rank: 3939
Overall Rank
BLK Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BLK Sortino Ratio Rank: 3535
Sortino Ratio Rank
BLK Omega Ratio Rank: 3535
Omega Ratio Rank
BLK Calmar Ratio Rank: 4242
Calmar Ratio Rank
BLK Martin Ratio Rank: 4141
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. BLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index ETF (BIV) and BlackRock, Inc. (BLK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BIVBLKDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.15

1.01

+0.14

Calmar ratioReturn relative to maximum drawdown

1.09

-0.11

+1.20

Martin ratioReturn relative to average drawdown

2.80

-0.23

+3.02

BIV vs. BLK - Sharpe Ratio Comparison

The current BIV Sharpe Ratio is 0.85, which is higher than the BLK Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of BIV and BLK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BIV vs. BLK - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.95%, smaller than the maximum BLK drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for BIV and BLK.


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Drawdown Indicators


BIVBLKDifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

-60.36%

+41.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-22.45%

+19.27%

Max Drawdown (3Y)

Largest decline over 3 years

-5.55%

-23.74%

+18.19%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-43.90%

+25.16%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

-43.90%

+24.95%

Current Drawdown

Current decline from peak

-2.20%

-10.93%

+8.73%

Average Drawdown

Average peak-to-trough decline

-3.38%

-11.93%

+8.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

10.94%

-9.71%

Volatility

BIV vs. BLK - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Bond Index ETF (BIV) is 1.18%, while BlackRock, Inc. (BLK) has a volatility of 10.21%. This indicates that BIV experiences smaller price fluctuations and is considered to be less risky than BLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIVBLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

10.21%

-9.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

21.24%

-18.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

26.45%

-22.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.41%

26.88%

-20.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

27.74%

-22.24%

Dividends

BIV vs. BLK - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 4.26%, more than BLK's 2.08% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.26%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
BLK
BlackRock, Inc.
2.08%1.95%1.99%2.46%2.75%1.80%2.01%2.63%3.08%1.95%2.41%2.56%

Frequently Asked Questions


BIV and BLK have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLK has higher volatility (10.21%) compared to BIV (1.18%). In terms of maximum drawdown, BIV dropped -18.95% vs BLK's -60.36%.

BIV currently has the higher Sharpe Ratio (0.85 vs -0.09), 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.

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