BIV vs. RIO
BIV (Vanguard Intermediate-Term Bond Index ETF) is Intermediate Core Bond fund tracking the Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index, while RIO (Rio Tinto Group) is a stock. Over the past 10 years, BIV returned 1.89%/yr vs 22.54%/yr for RIO. At a correlation of -0.14, they often move in opposite directions.
Performance
BIV vs. RIO - Performance Comparison
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Returns By Period
In the year-to-date period, BIV achieves a -0.06% return, which is significantly lower than RIO's 35.32% return. Over the past 10 years, BIV has underperformed RIO with an annualized return of 1.89%, while RIO has yielded a comparatively higher 22.54% annualized return.
BIV
- 1D
- -0.13%
- 1M
- 0.18%
- YTD
- -0.06%
- 6M
- 0.31%
- 1Y
- 4.29%
- 3Y*
- 4.62%
- 5Y*
- 0.16%
- 10Y*
- 1.89%
RIO
- 1D
- 1.65%
- 1M
- -5.97%
- YTD
- 35.32%
- 6M
- 43.14%
- 1Y
- 89.03%
- 3Y*
- 24.54%
- 5Y*
- 11.74%
- 10Y*
- 22.54%
BIV vs. RIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIV Vanguard Intermediate-Term Bond Index ETF | -0.06% | 8.52% | 1.57% | 6.07% | -13.21% | -2.40% | 9.67% | 10.34% | -0.19% | 3.65% |
RIO Rio Tinto Group | 35.32% | 44.47% | -15.36% | 11.06% | 18.48% | -3.67% | 36.22% | 33.18% | -2.93% | 44.87% |
Correlation
The correlation between BIV and RIO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2007 | -0.14 |
The correlation between BIV and RIO shifts across timeframes, from -0.14 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BIV vs. RIO — Risk / Return Rank
BIV
RIO
BIV vs. RIO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index ETF (BIV) and Rio Tinto Group (RIO). 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.
| BIV | RIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.46 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 5.89 | -4.54 |
| Martin ratioReturn relative to average drawdown | 3.90 | 21.91 | -18.01 |
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Drawdowns
BIV vs. RIO - Drawdown Comparison
The maximum BIV drawdown since its inception was -18.95%, smaller than the maximum RIO drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for BIV and RIO.
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Drawdown Indicators
| BIV | RIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.95% | -88.97% | +70.02% |
Max Drawdown (1Y)Largest decline over 1 year | -3.18% | -15.19% | +12.01% |
Max Drawdown (3Y)Largest decline over 3 years | -6.07% | -24.19% | +18.12% |
Max Drawdown (5Y)Largest decline over 5 years | -18.74% | -35.25% | +16.51% |
Max Drawdown (10Y)Largest decline over 10 years | -18.95% | -37.47% | +18.52% |
Current DrawdownCurrent decline from peak | -1.86% | -5.97% | +4.11% |
Average DrawdownAverage peak-to-trough decline | -3.39% | -23.76% | +20.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 4.09% | -2.99% |
Volatility
BIV vs. RIO - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Bond Index ETF (BIV) is 1.45%, while Rio Tinto Group (RIO) has a volatility of 11.81%. This indicates that BIV experiences smaller price fluctuations and is considered to be less risky than RIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIV | RIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 11.81% | -10.36% |
Volatility (6M)Calculated over the trailing 6-month period | 2.98% | 24.27% | -21.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.03% | 29.32% | -25.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.41% | 29.30% | -22.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.51% | 30.65% | -25.14% |
Dividends
BIV vs. RIO - Dividend Comparison
BIV's dividend yield for the trailing twelve months is around 4.21%, more than RIO's 3.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RIO Rio Tinto Group | 3.82% | 4.66% | 7.40% | 5.40% | 10.48% | 10.23% | 5.13% | 7.68% | 6.32% | 4.47% | 3.93% | 7.58% |
Frequently Asked Questions
BIV and RIO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RIO has higher volatility (11.81%) compared to BIV (1.45%). In terms of maximum drawdown, BIV dropped -18.95% vs RIO's -88.97%.
RIO currently has the higher Sharpe Ratio (3.05 vs 1.07), 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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