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BIV vs. BLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIV vs. BLV - Performance Comparison

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

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Returns By Period

In the year-to-date period, BIV achieves a -0.24% return, which is significantly lower than BLV's 0.81% return. Over the past 10 years, BIV has outperformed BLV with an annualized return of 1.82%, while BLV has yielded a comparatively lower 0.91% annualized return.


BIV

1D
-0.25%
1M
0.42%
YTD
-0.24%
6M
-0.15%
1Y
4.06%
3Y*
4.34%
5Y*
0.21%
10Y*
1.82%

BLV

1D
-0.55%
1M
1.61%
YTD
0.81%
6M
0.84%
1Y
5.47%
3Y*
1.85%
5Y*
-3.65%
10Y*
0.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIV vs. BLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.24%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%-0.19%3.65%
BLV
Vanguard Long-Term Bond ETF
0.81%6.44%-3.65%7.35%-26.95%-2.89%16.13%18.99%-4.17%10.74%

Correlation

The correlation between BIV and BLV is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.93

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

0.92

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

0.90

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

0.86

The correlation between BIV and BLV has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

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Return for Risk

BIV vs. BLV — Risk / Return Rank

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

BIV
BIV Risk / Return Rank: 2828
Overall Rank
BIV Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 2828
Sortino Ratio Rank
BIV Omega Ratio Rank: 2626
Omega Ratio Rank
BIV Calmar Ratio Rank: 2727
Calmar Ratio Rank
BIV Martin Ratio Rank: 2727
Martin Ratio Rank

BLV
BLV Risk / Return Rank: 2020
Overall Rank
BLV Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BLV Sortino Ratio Rank: 1919
Sortino Ratio Rank
BLV Omega Ratio Rank: 1818
Omega Ratio Rank
BLV Calmar Ratio Rank: 2121
Calmar Ratio Rank
BLV Martin Ratio Rank: 2020
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. BLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index ETF (BIV) and Vanguard Long-Term Bond ETF (BLV). 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.


BIVBLVDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.17

1.12

+0.06

Calmar ratioReturn relative to maximum drawdown

1.28

0.96

+0.32

Martin ratioReturn relative to average drawdown

3.59

2.34

+1.25

BIV vs. BLV - Sharpe Ratio Comparison

The current BIV Sharpe Ratio is 1.01, which is higher than the BLV Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of BIV and BLV, 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. BLV - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.95%, smaller than the maximum BLV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for BIV and BLV.


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Drawdown Indicators


BIVBLVDifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

-38.29%

+19.34%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-5.73%

+2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

-15.16%

+9.09%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-36.27%

+17.53%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

-38.29%

+19.34%

Current Drawdown

Current decline from peak

-2.04%

-23.74%

+21.70%

Average Drawdown

Average peak-to-trough decline

-3.38%

-9.55%

+6.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

2.34%

-1.21%

Volatility

BIV vs. BLV - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Bond Index ETF (BIV) is 1.22%, while Vanguard Long-Term Bond ETF (BLV) has a volatility of 1.97%. This indicates that BIV experiences smaller price fluctuations and is considered to be less risky than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIVBLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.97%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

5.76%

-2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

7.98%

-3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

12.93%

-6.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

11.99%

-6.48%

BIV vs. BLV - Expense Ratio Comparison

Both BIV and BLV 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. BLV - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 4.22%, less than BLV's 4.78% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.22%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
BLV
Vanguard Long-Term Bond ETF
4.78%4.67%5.09%4.06%4.17%3.37%6.12%3.57%4.07%3.63%4.16%4.37%

Frequently Asked Questions


With a correlation of 0.91, BIV and BLV 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.

BLV has higher volatility (1.97%) compared to BIV (1.22%). In terms of maximum drawdown, BIV dropped -18.95% vs BLV's -38.29%.

On 10-year performance, BIV leads with 1.82% vs 0.91% for BLV. Both ETFs have the same 0.03% expense ratio. On volatility, BIV has been the lower-risk option at 1.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BIV has performed better with a 1.82% return vs 0.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

BLV has the higher dividend yield at 4.78%, compared with 4.22% for BIV.

BIV is categorized as Intermediate Core Bond, while BLV is Long-Term Bond. BIV tracks Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index, while BLV tracks Bloomberg U.S. Long Government/Credit Float Adjusted Index.

BIV currently has the higher Sharpe Ratio (1.01 vs 0.69), 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

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