BLV vs. BSV
Compare and contrast key facts about Vanguard Long-Term Bond ETF (BLV) and Vanguard Short-Term Bond ETF (BSV).
BLV and BSV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BLV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. Long Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007. BSV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-5 Year Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007. Both BLV and BSV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BLV or BSV.
Performance
BLV vs. BSV - Performance Comparison
Returns By Period
In the year-to-date period, BLV achieves a -1.77% return, which is significantly lower than BSV's 3.34% return. Both investments have delivered pretty close results over the past 10 years, with BLV having a 1.53% annualized return and BSV not far ahead at 1.57%.
BLV
-1.77%
-2.41%
2.46%
7.20%
-2.91%
1.53%
BSV
3.34%
-0.51%
3.08%
5.65%
1.24%
1.57%
Key characteristics
| BLV | BSV | |
|---|---|---|
| Sharpe Ratio | 0.67 | 2.23 |
| Sortino Ratio | 1.01 | 3.42 |
| Omega Ratio | 1.12 | 1.43 |
| Calmar Ratio | 0.24 | 1.36 |
| Martin Ratio | 1.77 | 9.29 |
| Ulcer Index | 4.49% | 0.61% |
| Daily Std Dev | 11.83% | 2.54% |
| Max Drawdown | -38.29% | -8.54% |
| Current Drawdown | -27.54% | -1.28% |
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%.
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.
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.
Dividends
BLV vs. BSV - Dividend Comparison
BLV's dividend yield for the trailing twelve months is around 4.51%, more than BSV's 3.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLV Vanguard Long-Term Bond ETF | 4.51% | 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 | 3.26% | 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.
Volatility
BLV vs. BSV - Volatility Comparison
Vanguard Long-Term Bond ETF (BLV) has a higher volatility of 3.70% compared to Vanguard Short-Term Bond ETF (BSV) at 0.55%. 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.