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BIV vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIV and VOO is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

BIV vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Bond ETF (BIV) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

BIV:

5.94%

VOO:

19.11%

Max Drawdown

BIV:

-0.59%

VOO:

-33.99%

Current Drawdown

BIV:

-0.55%

VOO:

-7.67%

Returns By Period


BIV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.41%

1M

5.73%

6M

-5.06%

1Y

9.79%

5Y*

16.35%

10Y*

12.31%

*Annualized

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BIV vs. VOO - Expense Ratio Comparison

BIV has a 0.04% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

BIV vs. VOO — Risk-Adjusted Performance Rank

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

BIV
The Risk-Adjusted Performance Rank of BIV is 7878
Overall Rank
The Sharpe Ratio Rank of BIV is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BIV is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BIV is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BIV is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BIV is 7474
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BIV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond ETF (BIV) and Vanguard S&P 500 ETF (VOO). 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.



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Dividends

BIV vs. VOO - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 3.86%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
BIV
Vanguard Intermediate-Term Bond ETF
3.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BIV vs. VOO - Drawdown Comparison

The maximum BIV drawdown since its inception was -0.59%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BIV and VOO. For additional features, visit the drawdowns tool.


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Volatility

BIV vs. VOO - Volatility Comparison


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