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BIV vs. DDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIV vs. DDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Bond Index ETF (BIV) and Defined Duration 5 ETF (DDV). 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 -0.13% return, which is significantly lower than DDV's 2.12% return.


BIV

1D
0.10%
1M
0.53%
YTD
-0.13%
6M
0.01%
1Y
3.84%
3Y*
4.38%
5Y*
0.22%
10Y*
1.83%

DDV

1D
-0.30%
1M
0.20%
YTD
2.12%
6M
2.22%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIV vs. DDV - Yearly Performance Comparison


Correlation

The correlation between BIV and DDV is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 13, 2025

0.69

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Return for Risk

BIV vs. DDV — Risk / Return Rank

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

BIV
BIV Risk / Return Rank: 2626
Overall Rank
BIV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 2727
Sortino Ratio Rank
BIV Omega Ratio Rank: 2424
Omega Ratio Rank
BIV Calmar Ratio Rank: 2626
Calmar Ratio Rank
BIV Martin Ratio Rank: 2626
Martin Ratio Rank

DDV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. DDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index ETF (BIV) and Defined Duration 5 ETF (DDV). 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.


BIVDDVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.22

Martin ratioReturn relative to average drawdown

3.38

BIV vs. DDV - Sharpe Ratio Comparison


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Drawdowns

BIV vs. DDV - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.95%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for BIV and DDV.


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Drawdown Indicators


BIVDDVDifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

-1.92%

-17.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-1.93%

-0.32%

-1.61%

Average Drawdown

Average peak-to-trough decline

-3.38%

-0.35%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

Volatility

BIV vs. DDV - Volatility Comparison


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Volatility by Period


BIVDDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

2.69%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

2.69%

+3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

2.69%

+2.81%

BIV vs. DDV - Expense Ratio Comparison

BIV has a 0.03% expense ratio, which is lower than DDV's 0.25% 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%.


Dividends

BIV vs. DDV - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 4.21%, more than DDV's 1.21% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
DDV
Defined Duration 5 ETF
1.21%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BIV and DDV have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BIV is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BIV is cheaper with a 0.03% expense ratio, compared with 0.25% for DDV.

BIV has the higher dividend yield at 4.21%, compared with 1.21% for DDV.

They also come from different issuers: Vanguard and Discipline Funds. Their fees differ too: 0.03% for BIV and 0.25% for DDV.

Portfolio Optimizer

Find the right allocation for BIV and DDV

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