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BIV vs. VOE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIV vs. VOE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Bond Index ETF (BIV) and Vanguard Mid-Cap Value ETF (VOE). 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 0.01% return, which is significantly lower than VOE's 11.03% return. Over the past 10 years, BIV has underperformed VOE with an annualized return of 1.91%, while VOE has yielded a comparatively higher 10.60% annualized return.


BIV

1D
0.29%
1M
1.43%
YTD
0.01%
6M
-0.13%
1Y
4.44%
3Y*
4.47%
5Y*
0.21%
10Y*
1.91%

VOE

1D
0.02%
1M
2.46%
YTD
11.03%
6M
11.11%
1Y
23.69%
3Y*
15.08%
5Y*
9.72%
10Y*
10.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIV vs. VOE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIV
Vanguard Intermediate-Term Bond Index ETF
0.01%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%-0.19%3.65%
VOE
Vanguard Mid-Cap Value ETF
11.03%12.08%14.00%9.85%-7.97%28.78%2.65%27.85%-12.48%17.07%

Correlation

The correlation between BIV and VOE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.28

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

0.18

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

-0.16

The correlation between BIV and VOE shifts across timeframes, from -0.16 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BIV vs. VOE — 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: 3232
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3232
Sortino Ratio Rank
BIV Omega Ratio Rank: 2929
Omega Ratio Rank
BIV Calmar Ratio Rank: 2929
Calmar Ratio Rank
BIV Martin Ratio Rank: 2929
Martin Ratio Rank

VOE
VOE Risk / Return Rank: 7070
Overall Rank
VOE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VOE Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOE Omega Ratio Rank: 6464
Omega Ratio Rank
VOE Calmar Ratio Rank: 7373
Calmar Ratio Rank
VOE Martin Ratio Rank: 7474
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. VOE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index ETF (BIV) and Vanguard Mid-Cap Value ETF (VOE). 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.


BIVVOEDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.19

1.36

-0.17

Calmar ratioReturn relative to maximum drawdown

1.40

3.44

-2.03

Martin ratioReturn relative to average drawdown

3.95

13.00

-9.04

BIV vs. VOE - Sharpe Ratio Comparison

The current BIV Sharpe Ratio is 1.11, which is lower than the VOE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of BIV and VOE, 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. VOE - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.95%, smaller than the maximum VOE drawdown of -61.50%. Use the drawdown chart below to compare losses from any high point for BIV and VOE.


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Drawdown Indicators


BIVVOEDifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

-61.50%

+42.55%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-6.93%

+3.75%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

-18.45%

+12.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-19.70%

+0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

-43.18%

+24.23%

Current Drawdown

Current decline from peak

-1.79%

-1.70%

-0.09%

Average Drawdown

Average peak-to-trough decline

-3.38%

-8.33%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

1.83%

-0.70%

Volatility

BIV vs. VOE - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Bond Index ETF (BIV) is 1.32%, while Vanguard Mid-Cap Value ETF (VOE) has a volatility of 3.39%. This indicates that BIV experiences smaller price fluctuations and is considered to be less risky than VOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIVVOEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

3.39%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

8.35%

-5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.03%

11.63%

-7.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

16.03%

-9.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

18.84%

-13.33%

BIV vs. VOE - Expense Ratio Comparison

BIV has a 0.03% expense ratio, which is lower than VOE's 0.05% 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. VOE - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 4.21%, more than VOE's 1.87% 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%
VOE
Vanguard Mid-Cap Value ETF
1.87%2.10%2.11%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%

Frequently Asked Questions


BIV and VOE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOE has higher volatility (3.39%) compared to BIV (1.32%). In terms of maximum drawdown, BIV dropped -18.95% vs VOE's -61.50%.

On 10-year performance, VOE leads with 10.60% vs 1.91% for BIV. On fees, BIV is cheaper at 0.03% per year. On volatility, BIV has been the lower-risk option at 1.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VOE has performed better with a 10.60% return vs 1.91%. 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 0.05% for VOE.

BIV has the higher dividend yield at 4.21%, compared with 1.87% for VOE.

BIV is categorized as Intermediate Core Bond, while VOE is Mid Cap Value Equities. BIV tracks Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index, while VOE tracks CRSP US Mid Cap Value Index. Their fees differ too: 0.03% for BIV and 0.05% for VOE.

VOE currently has the higher Sharpe Ratio (2.05 vs 1.11), 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

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