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BIV vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIV and BNDX 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.


-0.50.00.51.0
Correlation: -0.0

Performance

BIV vs. BNDX - Performance Comparison

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

22.00%24.00%26.00%28.00%30.00%32.00%NovemberDecember2025FebruaryMarchApril
28.34%
32.62%
BIV
BNDX

Key characteristics

Sharpe Ratio

BIV:

1.45

BNDX:

1.61

Sortino Ratio

BIV:

2.16

BNDX:

2.34

Omega Ratio

BIV:

1.25

BNDX:

1.28

Calmar Ratio

BIV:

0.60

BNDX:

0.68

Martin Ratio

BIV:

3.62

BNDX:

7.31

Ulcer Index

BIV:

2.19%

BNDX:

0.83%

Daily Std Dev

BIV:

5.48%

BNDX:

3.75%

Max Drawdown

BIV:

-18.94%

BNDX:

-16.23%

Current Drawdown

BIV:

-6.01%

BNDX:

-2.68%

Returns By Period

In the year-to-date period, BIV achieves a 3.06% return, which is significantly higher than BNDX's 1.45% return. Over the past 10 years, BIV has underperformed BNDX with an annualized return of 1.72%, while BNDX has yielded a comparatively higher 1.85% annualized return.


BIV

YTD

3.06%

1M

0.50%

6M

1.84%

1Y

7.98%

5Y*

-0.40%

10Y*

1.72%

BNDX

YTD

1.45%

1M

1.93%

6M

1.93%

1Y

6.66%

5Y*

0.17%

10Y*

1.85%

*Annualized

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BIV vs. BNDX - Expense Ratio Comparison

BIV has a 0.04% expense ratio, which is lower than BNDX's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for BNDX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BNDX: 0.07%
Expense ratio chart for BIV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BIV: 0.04%

Risk-Adjusted Performance

BIV vs. BNDX — Risk-Adjusted Performance Rank

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

BIV
The Risk-Adjusted Performance Rank of BIV is 8383
Overall Rank
The Sharpe Ratio Rank of BIV is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BIV is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BIV is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BIV is 7070
Calmar Ratio Rank
The Martin Ratio Rank of BIV is 7878
Martin Ratio Rank

BNDX
The Risk-Adjusted Performance Rank of BNDX is 8787
Overall Rank
The Sharpe Ratio Rank of BNDX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BIV vs. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond ETF (BIV) and Vanguard Total International Bond ETF (BNDX). 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.


The chart of Sharpe ratio for BIV, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.00
BIV: 1.45
BNDX: 1.61
The chart of Sortino ratio for BIV, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.00
BIV: 2.16
BNDX: 2.34
The chart of Omega ratio for BIV, currently valued at 1.25, compared to the broader market0.501.001.502.002.50
BIV: 1.25
BNDX: 1.28
The chart of Calmar ratio for BIV, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.00
BIV: 0.60
BNDX: 0.68
The chart of Martin ratio for BIV, currently valued at 3.62, compared to the broader market0.0020.0040.0060.00
BIV: 3.62
BNDX: 7.31

The current BIV Sharpe Ratio is 1.45, which is comparable to the BNDX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of BIV and BNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.45
1.61
BIV
BNDX

Dividends

BIV vs. BNDX - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 3.81%, less than BNDX's 4.23% yield.


TTM20242023202220212020201920182017201620152014
BIV
Vanguard Intermediate-Term Bond ETF
3.81%3.79%3.10%2.41%3.42%2.96%2.75%2.87%2.69%2.38%3.02%3.96%
BNDX
Vanguard Total International Bond ETF
4.23%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%

Drawdowns

BIV vs. BNDX - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.94%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for BIV and BNDX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-6.01%
-2.68%
BIV
BNDX

Volatility

BIV vs. BNDX - Volatility Comparison

Vanguard Intermediate-Term Bond ETF (BIV) has a higher volatility of 2.24% compared to Vanguard Total International Bond ETF (BNDX) at 1.13%. This indicates that BIV's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
2.24%
1.13%
BIV
BNDX