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BLV vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLV vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Bond ETF (BLV) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BLV achieves a 1.06% return, which is significantly higher than BND's 0.75% return. Over the past 10 years, BLV has underperformed BND with an annualized return of 0.94%, while BND has yielded a comparatively higher 1.59% annualized return.


BLV

1D
0.38%
1M
2.88%
YTD
1.06%
6M
1.00%
1Y
6.70%
3Y*
2.05%
5Y*
-3.57%
10Y*
0.94%

BND

1D
0.15%
1M
1.26%
YTD
0.75%
6M
0.83%
1Y
5.22%
3Y*
4.09%
5Y*
0.12%
10Y*
1.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLV vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLV
Vanguard Long-Term Bond ETF
1.06%6.44%-3.65%7.35%-26.95%-2.89%16.13%18.99%-4.17%10.74%
BND
Vanguard Total Bond Market ETF
0.75%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Correlation

The correlation between BLV and BND is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.96

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

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

0.88

The correlation between BLV and BND has been stable across timeframes, ranging from 0.88 to 0.96 - a consistent structural relationship.

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Return for Risk

BLV vs. BND — Risk / Return Rank

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

BLV
BLV Risk / Return Rank: 2323
Overall Rank
BLV Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BLV Sortino Ratio Rank: 2323
Sortino Ratio Rank
BLV Omega Ratio Rank: 2121
Omega Ratio Rank
BLV Calmar Ratio Rank: 2424
Calmar Ratio Rank
BLV Martin Ratio Rank: 2222
Martin Ratio Rank

BND
BND Risk / Return Rank: 4040
Overall Rank
BND Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BND Sortino Ratio Rank: 4242
Sortino Ratio Rank
BND Omega Ratio Rank: 3838
Omega Ratio Rank
BND Calmar Ratio Rank: 4040
Calmar Ratio Rank
BND Martin Ratio Rank: 3737
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.

BLV vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond ETF (BLV) and Vanguard Total Bond Market ETF (BND). 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.


BLVBNDDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.15

1.25

-0.11

Calmar ratioReturn relative to maximum drawdown

1.17

1.96

-0.78

Martin ratioReturn relative to average drawdown

2.89

5.67

-2.78

BLV vs. BND - Sharpe Ratio Comparison

The current BLV Sharpe Ratio is 0.84, which is lower than the BND Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of BLV and BND, 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

BLV vs. BND - Drawdown Comparison

The maximum BLV drawdown since its inception was -38.29%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for BLV and BND.


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Drawdown Indicators


BLVBNDDifference

Max Drawdown

Largest peak-to-trough decline

-38.29%

-18.58%

-19.71%

Max Drawdown (1Y)

Largest decline over 1 year

-5.73%

-2.68%

-3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-15.16%

-5.92%

-9.24%

Max Drawdown (5Y)

Largest decline over 5 years

-36.27%

-17.91%

-18.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.29%

-18.58%

-19.71%

Current Drawdown

Current decline from peak

-23.55%

-1.90%

-21.65%

Average Drawdown

Average peak-to-trough decline

-9.54%

-3.06%

-6.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

0.92%

+1.41%

Volatility

BLV vs. BND - Volatility Comparison

Vanguard Long-Term Bond ETF (BLV) has a higher volatility of 2.23% compared to Vanguard Total Bond Market ETF (BND) at 1.12%. This indicates that BLV's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLVBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

1.12%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

5.73%

2.73%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

8.00%

3.71%

+4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.96%

6.03%

+6.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.99%

5.53%

+6.46%

BLV vs. BND - Expense Ratio Comparison

Both BLV and BND 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

BLV vs. BND - Dividend Comparison

BLV's dividend yield for the trailing twelve months is around 4.76%, more than BND's 3.95% yield.


PositionTTM20252024202320222021202020192018201720162015
BLV
Vanguard Long-Term Bond ETF
4.76%4.67%5.09%4.06%4.17%3.37%6.12%3.57%4.07%3.63%4.16%4.37%
BND
Vanguard Total Bond Market ETF
3.95%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

Frequently Asked Questions


With a correlation of 0.95, BLV and BND 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.

BLV has higher volatility (2.23%) compared to BND (1.12%). In terms of maximum drawdown, BLV dropped -38.29% vs BND's -18.58%.

On 10-year performance, BND leads with 1.59% vs 0.94% for BLV. Both ETFs have the same 0.03% expense ratio. On volatility, BND has been the lower-risk option at 1.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BND has performed better with a 1.59% return vs 0.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BLV and BND have the same expense ratio: 0.03% per year.

BLV has the higher dividend yield at 4.76%, compared with 3.95% for BND.

BLV is categorized as Long-Term Bond, while BND is Total Bond Market. BLV tracks Bloomberg U.S. Long Government/Credit Float Adjusted Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index.

BND currently has the higher Sharpe Ratio (1.41 vs 0.84), 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

Find the right allocation for BLV and BND

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