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

Key characteristics


BLVLVHD
YTD Return-2.27%1.14%
1Y Return0.39%4.91%
3Y Return (Ann)-6.09%4.90%
5Y Return (Ann)-0.66%6.28%
Sharpe Ratio0.030.41
Daily Std Dev14.00%12.27%
Max Drawdown-38.29%-37.32%
Current Drawdown-27.91%-4.42%

Correlation

0.07
-1.001.00

The correlation between BLV and LVHD is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BLV vs. LVHD - Performance Comparison

In the year-to-date period, BLV achieves a -2.27% return, which is significantly lower than LVHD's 1.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%OctoberNovemberDecember2024FebruaryMarch
16.62%
89.59%
BLV
LVHD

Compare stocks, funds, or ETFs


Vanguard Long-Term Bond ETF

Legg Mason Low Volatility High Dividend ETF

BLV vs. LVHD - Expense Ratio Comparison

BLV has a 0.04% expense ratio, which is lower than LVHD's 0.27% expense ratio.

LVHD
Legg Mason Low Volatility High Dividend ETF
0.50%1.00%1.50%2.00%0.27%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

BLV vs. LVHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond ETF (BLV) and Legg Mason Low Volatility High Dividend ETF (LVHD). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BLV
Vanguard Long-Term Bond ETF
0.03
LVHD
Legg Mason Low Volatility High Dividend ETF
0.41

BLV vs. LVHD - Sharpe Ratio Comparison

The current BLV Sharpe Ratio is 0.03, which is lower than the LVHD Sharpe Ratio of 0.41. The chart below compares the 12-month rolling Sharpe Ratio of BLV and LVHD.


Rolling 12-month Sharpe Ratio-0.60-0.40-0.200.000.200.400.60OctoberNovemberDecember2024FebruaryMarch
0.03
0.41
BLV
LVHD

Dividends

BLV vs. LVHD - Dividend Comparison

BLV's dividend yield for the trailing twelve months is around 4.26%, more than LVHD's 3.77% yield.


TTM20232022202120202019201820172016201520142013
BLV
Vanguard Long-Term Bond ETF
4.26%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%4.85%
LVHD
Legg Mason Low Volatility High Dividend ETF
3.77%3.55%3.30%2.56%3.27%3.30%3.82%3.33%2.48%0.00%0.00%0.00%

Drawdowns

BLV vs. LVHD - Drawdown Comparison

The maximum BLV drawdown since its inception was -38.29%, roughly equal to the maximum LVHD drawdown of -37.32%. The drawdown chart below compares losses from any high point along the way for BLV and LVHD


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-27.91%
-4.42%
BLV
LVHD

Volatility

BLV vs. LVHD - Volatility Comparison

The current volatility for Vanguard Long-Term Bond ETF (BLV) is 2.48%, while Legg Mason Low Volatility High Dividend ETF (LVHD) has a volatility of 2.83%. This indicates that BLV experiences smaller price fluctuations and is considered to be less risky than LVHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
2.48%
2.83%
BLV
LVHD