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BND vs. BIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BND and BIV is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

BND vs. BIV - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BND:

0.95

BIV:

1.16

Sortino Ratio

BND:

1.32

BIV:

1.65

Omega Ratio

BND:

1.16

BIV:

1.19

Calmar Ratio

BND:

0.39

BIV:

0.50

Martin Ratio

BND:

2.30

BIV:

2.78

Ulcer Index

BND:

2.11%

BIV:

2.22%

Daily Std Dev

BND:

5.35%

BIV:

5.52%

Max Drawdown

BND:

-18.84%

BIV:

-18.95%

Current Drawdown

BND:

-7.40%

BIV:

-5.92%

Returns By Period

In the year-to-date period, BND achieves a 2.15% return, which is significantly lower than BIV's 3.16% return. Over the past 10 years, BND has underperformed BIV with an annualized return of 1.44%, while BIV has yielded a comparatively higher 1.84% annualized return.


BND

YTD

2.15%

1M

-0.57%

6M

1.08%

1Y

5.05%

3Y*

1.22%

5Y*

-1.01%

10Y*

1.44%

BIV

YTD

3.16%

1M

-0.26%

6M

2.16%

1Y

6.35%

3Y*

1.77%

5Y*

-0.61%

10Y*

1.84%

*Annualized

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Vanguard Total Bond Market ETF

BND vs. BIV - Expense Ratio Comparison

BND has a 0.03% expense ratio, which is lower than BIV's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BND vs. BIV — Risk-Adjusted Performance Rank

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

BND
The Risk-Adjusted Performance Rank of BND is 6969
Overall Rank
The Sharpe Ratio Rank of BND is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BND is 7373
Omega Ratio Rank
The Calmar Ratio Rank of BND is 5151
Calmar Ratio Rank
The Martin Ratio Rank of BND is 6565
Martin Ratio Rank

BIV
The Risk-Adjusted Performance Rank of BIV is 7676
Overall Rank
The Sharpe Ratio Rank of BIV is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BIV is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BIV is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BIV is 6060
Calmar Ratio Rank
The Martin Ratio Rank of BIV is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BND vs. BIV - Risk-Adjusted Performance Comparison

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


The current BND Sharpe Ratio is 0.95, which is comparable to the BIV Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of BND and BIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BND vs. BIV - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.76%, less than BIV's 3.86% yield.


TTM20242023202220212020201920182017201620152014
BND
Vanguard Total Bond Market ETF
3.76%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
BIV
Vanguard Intermediate-Term Bond ETF
3.86%3.79%3.10%2.41%3.42%2.96%2.75%2.87%2.69%2.38%3.02%3.96%

Drawdowns

BND vs. BIV - Drawdown Comparison

The maximum BND drawdown since its inception was -18.84%, roughly equal to the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for BND and BIV.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BND vs. BIV - Volatility Comparison

The current volatility for Vanguard Total Bond Market ETF (BND) is 1.49%, while Vanguard Intermediate-Term Bond ETF (BIV) has a volatility of 1.57%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than BIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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