PortfoliosLab logoPortfoliosLab logo
BIV vs. HTAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIV vs. HTAB - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, BIV achieves a -0.11% return, which is significantly lower than HTAB's 1.59% return.


BIV

1D
0.13%
1M
0.04%
YTD
-0.11%
6M
-0.10%
1Y
4.33%
3Y*
4.34%
5Y*
0.28%
10Y*
1.93%

HTAB

1D
0.10%
1M
0.57%
YTD
1.59%
6M
1.70%
1Y
6.71%
3Y*
3.35%
5Y*
0.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIV vs. HTAB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.11%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%2.67%
HTAB
Hartford Schroders Tax-Aware Bond ETF
1.59%2.86%1.52%7.16%-8.33%-0.12%5.41%7.86%1.43%

Correlation

The correlation between BIV and HTAB is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.74

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

0.70

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2018

0.61

The correlation between BIV and HTAB shifts across timeframes, from 0.61 (all time) to 0.74 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BIV vs. HTAB — Risk / Return Rank

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

BIV
BIV Risk / Return Rank: 3030
Overall Rank
BIV Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3030
Sortino Ratio Rank
BIV Omega Ratio Rank: 2828
Omega Ratio Rank
BIV Calmar Ratio Rank: 2929
Calmar Ratio Rank
BIV Martin Ratio Rank: 2929
Martin Ratio Rank

HTAB
HTAB Risk / Return Rank: 5050
Overall Rank
HTAB Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HTAB Sortino Ratio Rank: 5252
Sortino Ratio Rank
HTAB Omega Ratio Rank: 5353
Omega Ratio Rank
HTAB Calmar Ratio Rank: 4949
Calmar Ratio Rank
HTAB Martin Ratio Rank: 4747
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. HTAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index ETF (BIV) and Hartford Schroders Tax-Aware Bond ETF (HTAB). 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.


BIVHTABDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.19

1.32

-0.14

Calmar ratioReturn relative to maximum drawdown

1.37

2.37

-1.00

Martin ratioReturn relative to average drawdown

4.13

7.48

-3.35

BIV vs. HTAB - Sharpe Ratio Comparison

The current BIV Sharpe Ratio is 1.08, which is lower than the HTAB Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of BIV and HTAB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BIVHTABDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.68

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.12

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.44

+0.21

Drawdowns

BIV vs. HTAB - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.95%, which is greater than HTAB's maximum drawdown of -14.76%. Use the drawdown chart below to compare losses from any high point for BIV and HTAB.


Loading charts...

Drawdown Indicators


BIVHTABDifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

-14.76%

-4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-2.85%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

-8.42%

+2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-14.76%

-3.98%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-1.91%

-0.76%

-1.15%

Average Drawdown

Average peak-to-trough decline

-3.39%

-2.89%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.90%

+0.15%

Volatility

BIV vs. HTAB - Volatility Comparison

Vanguard Intermediate-Term Bond Index ETF (BIV) has a higher volatility of 1.36% compared to Hartford Schroders Tax-Aware Bond ETF (HTAB) at 1.24%. This indicates that BIV's price experiences larger fluctuations and is considered to be riskier than HTAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BIVHTABDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.24%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

2.80%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.06%

4.02%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

5.74%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

5.17%

+0.33%

BIV vs. HTAB - Expense Ratio Comparison

BIV has a 0.03% expense ratio, which is lower than HTAB's 0.39% expense ratio.


Dividends

BIV vs. HTAB - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 4.21%, more than HTAB's 3.83% 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%
HTAB
Hartford Schroders Tax-Aware Bond ETF
3.83%3.88%3.57%3.21%2.26%2.18%1.64%2.77%1.61%0.00%0.00%0.00%

Frequently Asked Questions


BIV and HTAB have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIV has higher volatility (1.36%) compared to HTAB (1.24%). In terms of maximum drawdown, BIV dropped -18.95% vs HTAB's -14.76%.

On 5-year performance, HTAB leads with 0.71% vs 0.28% for BIV. On fees, BIV is cheaper at 0.03% per year. On volatility, HTAB has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HTAB has performed better with a 0.71% return vs 0.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIV is cheaper with a 0.03% expense ratio, compared with 0.39% for HTAB.

BIV has the higher dividend yield at 4.21%, compared with 3.83% for HTAB.

They also come from different issuers: Vanguard and Hartford. Their fees differ too: 0.03% for BIV and 0.39% for HTAB.

HTAB currently has the higher Sharpe Ratio (1.68 vs 1.08), 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

Find the right allocation for BIV and HTAB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer