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BLV vs. BSV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLV and BSV is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

BLV vs. BSV - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
106.10%
50.98%
BLV
BSV

Key characteristics

Sharpe Ratio

BLV:

-0.31

BSV:

1.61

Sortino Ratio

BLV:

-0.35

BSV:

2.36

Omega Ratio

BLV:

0.96

BSV:

1.30

Calmar Ratio

BLV:

-0.11

BSV:

1.36

Martin Ratio

BLV:

-0.73

BSV:

5.71

Ulcer Index

BLV:

4.86%

BSV:

0.68%

Daily Std Dev

BLV:

11.44%

BSV:

2.40%

Max Drawdown

BLV:

-38.29%

BSV:

-8.54%

Current Drawdown

BLV:

-28.75%

BSV:

-1.10%

Returns By Period

In the year-to-date period, BLV achieves a -3.41% return, which is significantly lower than BSV's 3.53% return. Over the past 10 years, BLV has underperformed BSV with an annualized return of 1.16%, while BSV has yielded a comparatively higher 1.62% annualized return.


BLV

YTD

-3.41%

1M

-1.30%

6M

-1.36%

1Y

-3.25%

5Y*

-3.21%

10Y*

1.16%

BSV

YTD

3.53%

1M

0.25%

6M

2.54%

1Y

3.79%

5Y*

1.28%

10Y*

1.62%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BLV vs. BSV - Expense Ratio Comparison

Both BLV and BSV have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


BLV
Vanguard Long-Term Bond ETF
Expense ratio chart for BLV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for BSV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

BLV vs. BSV - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for BLV, currently valued at -0.31, compared to the broader market0.002.004.00-0.311.61
The chart of Sortino ratio for BLV, currently valued at -0.35, compared to the broader market-2.000.002.004.006.008.0010.00-0.352.36
The chart of Omega ratio for BLV, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.30
The chart of Calmar ratio for BLV, currently valued at -0.11, compared to the broader market0.005.0010.0015.00-0.111.36
The chart of Martin ratio for BLV, currently valued at -0.73, compared to the broader market0.0020.0040.0060.0080.00100.00-0.735.71
BLV
BSV

The current BLV Sharpe Ratio is -0.31, which is lower than the BSV Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of BLV and BSV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.31
1.61
BLV
BSV

Dividends

BLV vs. BSV - Dividend Comparison

BLV's dividend yield for the trailing twelve months is around 4.61%, more than BSV's 3.32% yield.


TTM20232022202120202019201820172016201520142013
BLV
Vanguard Long-Term Bond ETF
4.24%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%4.85%
BSV
Vanguard Short-Term Bond ETF
3.07%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.49%1.40%1.45%1.48%

Drawdowns

BLV vs. BSV - Drawdown Comparison

The maximum BLV drawdown since its inception was -38.29%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for BLV and BSV. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.75%
-1.10%
BLV
BSV

Volatility

BLV vs. BSV - Volatility Comparison

Vanguard Long-Term Bond ETF (BLV) has a higher volatility of 3.58% compared to Vanguard Short-Term Bond ETF (BSV) at 0.56%. This indicates that BLV's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
3.58%
0.56%
BLV
BSV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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