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BIV vs. VTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIV vs. VTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Bond Index ETF (BIV) and Vanguard Total Treasury ETF (VTG). 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 -0.11% return, which is significantly lower than VTG's 0.01% 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%

VTG

1D
0.11%
1M
0.10%
YTD
0.01%
6M
0.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIV vs. VTG - Yearly Performance Comparison


Correlation

The correlation between BIV and VTG is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 10, 2025

0.96

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Return for Risk

BIV vs. VTG — 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

VTG
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. VTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index ETF (BIV) and Vanguard Total Treasury ETF (VTG). 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.


BIVVTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.37

Martin ratioReturn relative to average drawdown

4.13

BIV vs. VTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BIVVTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

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

0.91

-0.27

Drawdowns

BIV vs. VTG - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.95%, which is greater than VTG's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for BIV and VTG.


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Drawdown Indicators


BIVVTGDifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

-2.89%

-16.06%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-1.91%

-1.78%

-0.13%

Average Drawdown

Average peak-to-trough decline

-3.39%

-0.74%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

Volatility

BIV vs. VTG - Volatility Comparison


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Volatility by Period


BIVVTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

4.06%

3.51%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

3.51%

+2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

3.51%

+1.99%

BIV vs. VTG - Expense Ratio Comparison

Both BIV and VTG have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

BIV vs. VTG - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 4.21%, more than VTG's 3.20% 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%
VTG
Vanguard Total Treasury ETF
3.20%1.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, BIV and VTG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.03% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BIV and VTG have the same expense ratio: 0.03% per year.

BIV has the higher dividend yield at 4.21%, compared with 3.20% for VTG.

BIV tracks Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index, while VTG tracks Bloomberg U.S. Treasury Total Return Unhedged USD Index.

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