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BIV vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

BIV vs. USD=X - Performance Comparison

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

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Returns By Period


BIV

1D
-0.05%
1M
-0.94%
YTD
-0.67%
6M
-0.33%
1Y
4.70%
3Y*
4.27%
5Y*
0.08%
10Y*
1.83%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIV vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.67%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%-0.19%3.65%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

BIV vs. USD=X — Risk / Return Rank

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

BIV
BIV Risk / Return Rank: 3434
Overall Rank
BIV Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3737
Sortino Ratio Rank
BIV Omega Ratio Rank: 3333
Omega Ratio Rank
BIV Calmar Ratio Rank: 3333
Calmar Ratio Rank
BIV Martin Ratio Rank: 3232
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index ETF (BIV) and USD Cash (USD=X). 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.


BIVUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.49

Martin ratioReturn relative to average drawdown

4.40

BIV vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BIVUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

Drawdowns

BIV vs. USD=X - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.95%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BIV and USD=X.


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Drawdown Indicators


BIVUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

0.00%

-18.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

0.00%

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

0.00%

-6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

0.00%

-18.74%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

0.00%

-18.95%

Current Drawdown

Current decline from peak

-2.46%

0.00%

-2.46%

Average Drawdown

Average peak-to-trough decline

-3.39%

0.00%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.00%

+1.07%

Volatility

BIV vs. USD=X - Volatility Comparison

Vanguard Intermediate-Term Bond Index ETF (BIV) has a higher volatility of 1.35% compared to USD Cash (USD=X) at 0.00%. This indicates that BIV's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIVUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

0.00%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

0.00%

+2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

4.00%

0.00%

+4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

0.00%

+6.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

0.00%

+5.51%

Frequently Asked Questions


BIV has higher volatility (1.35%) compared to USD=X (0.00%). In terms of maximum drawdown, BIV dropped -18.95% vs USD=X's 0.00%.

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