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BIV vs. BRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIV vs. BRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Bond Index ETF (BIV) and Brown & Brown, Inc. (BRO). 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 -0.40% return, which is significantly higher than BRO's -13.05% return. Over the past 10 years, BIV has underperformed BRO with an annualized return of 1.75%, while BRO has yielded a comparatively higher 15.04% 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%

BRO

1D
-0.59%
1M
16.65%
6M
-13.38%
YTD
-13.05%
1Y
-33.02%
3Y*
-0.37%
5Y*
6.03%
10Y*
15.04%
ALL TIME*
14.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIV vs. BRO - 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%
BRO
Brown & Brown, Inc.
-13.05%-21.37%44.32%25.73%-18.39%49.31%21.06%44.67%8.30%16.15%

Correlation

The correlation between BIV and BRO is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.09

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

0.09

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

0.01

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

-0.12

The correlation between BIV and BRO shifts across timeframes, from -0.12 (all time) to 0.09 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BIV vs. BRO — 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

BRO
BRO Risk / Return Rank: 1111
Overall Rank
BRO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BRO Sortino Ratio Rank: 77
Sortino Ratio Rank
BRO Omega Ratio Rank: 77
Omega Ratio Rank
BRO Calmar Ratio Rank: 1818
Calmar Ratio Rank
BRO Martin Ratio Rank: 1818
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. BRO - Risk-Adjusted Trends Comparison

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


BIVBRODifference
Sharpe ratioReturn per unit of total volatility

+1.95

Sortino ratioReturn per unit of downside risk

+2.75

Omega ratioGain probability vs. loss probability

1.15

0.81

+0.34

Calmar ratioReturn relative to maximum drawdown

1.09

-0.71

+1.79

Martin ratioReturn relative to average drawdown

2.80

-1.17

+3.96

BIV vs. BRO - Sharpe Ratio Comparison

The current BIV Sharpe Ratio is 0.85, which is higher than the BRO Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of BIV and BRO, 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. BRO - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.95%, smaller than the maximum BRO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for BIV and BRO.


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Drawdown Indicators


BIVBRODifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

-55.85%

+36.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-46.93%

+43.75%

Max Drawdown (3Y)

Largest decline over 3 years

-5.55%

-55.85%

+50.30%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-55.85%

+37.11%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

-55.85%

+36.90%

Current Drawdown

Current decline from peak

-2.20%

-44.02%

+41.82%

Average Drawdown

Average peak-to-trough decline

-3.38%

-13.63%

+10.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

28.61%

-27.38%

Volatility

BIV vs. BRO - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Bond Index ETF (BIV) is 1.18%, while Brown & Brown, Inc. (BRO) has a volatility of 11.02%. This indicates that BIV experiences smaller price fluctuations and is considered to be less risky than BRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIVBRODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

11.02%

-9.84%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

23.89%

-20.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

30.37%

-26.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.41%

25.27%

-18.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

23.84%

-18.34%

Dividends

BIV vs. BRO - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 4.26%, more than BRO's 0.94% 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%
BRO
Brown & Brown, Inc.
0.94%0.77%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%

Frequently Asked Questions


BIV and BRO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRO has higher volatility (11.02%) compared to BIV (1.18%). In terms of maximum drawdown, BIV dropped -18.95% vs BRO's -55.85%.

BIV currently has the higher Sharpe Ratio (0.85 vs -1.09), 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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