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BLV vs. VCLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLV vs. VCLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Bond ETF (BLV) and Vanguard Long-Term Corporate Bond ETF (VCLT). 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 0.81% return, which is significantly lower than VCLT's 1.27% return. Over the past 10 years, BLV has underperformed VCLT with an annualized return of 0.91%, while VCLT has yielded a comparatively higher 2.24% annualized return.


BLV

1D
-0.55%
1M
1.61%
YTD
0.81%
6M
0.84%
1Y
5.47%
3Y*
1.85%
5Y*
-3.65%
10Y*
0.91%

VCLT

1D
-0.40%
1M
1.31%
YTD
1.27%
6M
1.30%
1Y
6.37%
3Y*
4.08%
5Y*
-2.16%
10Y*
2.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLV vs. VCLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLV
Vanguard Long-Term Bond ETF
0.81%6.44%-3.65%7.35%-26.95%-2.89%16.13%18.99%-4.17%10.74%
VCLT
Vanguard Long-Term Corporate Bond ETF
1.27%7.18%-1.90%11.17%-25.50%-1.73%13.27%23.89%-7.04%11.70%

Correlation

The correlation between BLV and VCLT is 0.97 - 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 (1Y)
Calculated over the trailing 1-year period

0.97

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

0.98

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

0.97

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

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.91

The correlation between BLV and VCLT has been stable across timeframes, ranging from 0.91 to 0.98 - a consistent structural relationship.

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Return for Risk

BLV vs. VCLT — Risk / Return Rank

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

BLV
BLV Risk / Return Rank: 2020
Overall Rank
BLV Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BLV Sortino Ratio Rank: 1919
Sortino Ratio Rank
BLV Omega Ratio Rank: 1818
Omega Ratio Rank
BLV Calmar Ratio Rank: 2121
Calmar Ratio Rank
BLV Martin Ratio Rank: 2020
Martin Ratio Rank

VCLT
VCLT Risk / Return Rank: 2323
Overall Rank
VCLT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2222
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2121
Omega Ratio Rank
VCLT Calmar Ratio Rank: 2626
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2323
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. VCLT - Risk-Adjusted Trends Comparison

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


BLVVCLTDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.12

1.14

-0.02

Calmar ratioReturn relative to maximum drawdown

0.96

1.22

-0.26

Martin ratioReturn relative to average drawdown

2.34

2.95

-0.60

BLV vs. VCLT - Sharpe Ratio Comparison

The current BLV Sharpe Ratio is 0.69, which is comparable to the VCLT Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of BLV and VCLT, 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. VCLT - Drawdown Comparison

The maximum BLV drawdown since its inception was -38.29%, which is greater than VCLT's maximum drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for BLV and VCLT.


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Drawdown Indicators


BLVVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-38.29%

-34.31%

-3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-5.73%

-5.25%

-0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-15.16%

-13.03%

-2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-36.27%

-34.31%

-1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-38.29%

-34.31%

-3.98%

Current Drawdown

Current decline from peak

-23.74%

-14.12%

-9.62%

Average Drawdown

Average peak-to-trough decline

-9.55%

-8.17%

-1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.17%

+0.17%

Volatility

BLV vs. VCLT - Volatility Comparison

Vanguard Long-Term Bond ETF (BLV) and Vanguard Long-Term Corporate Bond ETF (VCLT) have volatilities of 1.97% and 1.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLVVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

1.91%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

5.76%

5.84%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

7.98%

7.84%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.93%

12.76%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.99%

12.85%

-0.86%

BLV vs. VCLT - Expense Ratio Comparison

Both BLV and VCLT 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. VCLT - Dividend Comparison

BLV's dividend yield for the trailing twelve months is around 4.78%, less than VCLT's 5.53% yield.


PositionTTM20252024202320222021202020192018201720162015
BLV
Vanguard Long-Term Bond ETF
4.78%4.67%5.09%4.06%4.17%3.37%6.12%3.57%4.07%3.63%4.16%4.37%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.53%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%

Frequently Asked Questions


With a correlation of 0.97, BLV and VCLT 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 (1.97%) compared to VCLT (1.91%). In terms of maximum drawdown, BLV dropped -38.29% vs VCLT's -34.31%.

On 10-year performance, VCLT leads with 2.24% vs 0.91% for BLV. Both ETFs have the same 0.03% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VCLT has performed better with a 2.24% return vs 0.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

VCLT has the higher dividend yield at 5.53%, compared with 4.78% for BLV.

BLV is categorized as Long-Term Bond, while VCLT is Corporate Bonds. BLV tracks Bloomberg U.S. Long Government/Credit Float Adjusted Index, while VCLT tracks Bloomberg U.S. 10+ Year Corporate Bond Index.

VCLT currently has the higher Sharpe Ratio (0.82 vs 0.69), 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.

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