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

Correlation

The correlation between BND and BLV 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.


-0.50.00.51.0
Correlation: -0.2

Performance

BND vs. BLV - Performance Comparison

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

60.00%70.00%80.00%90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
69.53%
109.30%
BND
BLV

Key characteristics

Sharpe Ratio

BND:

1.33

BLV:

0.46

Sortino Ratio

BND:

1.93

BLV:

0.70

Omega Ratio

BND:

1.23

BLV:

1.08

Calmar Ratio

BND:

0.52

BLV:

0.17

Martin Ratio

BND:

3.43

BLV:

0.97

Ulcer Index

BND:

2.05%

BLV:

5.55%

Daily Std Dev

BND:

5.31%

BLV:

11.77%

Max Drawdown

BND:

-18.84%

BLV:

-38.29%

Current Drawdown

BND:

-6.87%

BLV:

-27.64%

Returns By Period

In the year-to-date period, BND achieves a 2.74% return, which is significantly higher than BLV's 2.21% return. Over the past 10 years, BND has outperformed BLV with an annualized return of 1.46%, while BLV has yielded a comparatively lower 1.12% annualized return.


BND

YTD

2.74%

1M

0.71%

6M

1.94%

1Y

7.37%

5Y*

-0.77%

10Y*

1.46%

BLV

YTD

2.21%

1M

0.19%

6M

-0.79%

1Y

6.07%

5Y*

-4.81%

10Y*

1.12%

*Annualized

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BND vs. BLV - Expense Ratio Comparison

BND has a 0.03% expense ratio, which is lower than BLV'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%.


Expense ratio chart for BLV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BLV: 0.04%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

BND vs. BLV — 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 8080
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7777
Martin Ratio Rank

BLV
The Risk-Adjusted Performance Rank of BLV is 4747
Overall Rank
The Sharpe Ratio Rank of BLV is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of BLV is 5252
Sortino Ratio Rank
The Omega Ratio Rank of BLV is 4747
Omega Ratio Rank
The Calmar Ratio Rank of BLV is 3838
Calmar Ratio Rank
The Martin Ratio Rank of BLV is 4343
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. BLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and Vanguard Long-Term Bond ETF (BLV). 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 chart of Sharpe ratio for BND, currently valued at 1.33, compared to the broader market-1.000.001.002.003.004.00
BND: 1.33
BLV: 0.46
The chart of Sortino ratio for BND, currently valued at 1.93, compared to the broader market-2.000.002.004.006.008.00
BND: 1.93
BLV: 0.70
The chart of Omega ratio for BND, currently valued at 1.23, compared to the broader market0.501.001.502.002.50
BND: 1.23
BLV: 1.08
The chart of Calmar ratio for BND, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.00
BND: 0.52
BLV: 0.17
The chart of Martin ratio for BND, currently valued at 3.43, compared to the broader market0.0020.0040.0060.00
BND: 3.43
BLV: 0.97

The current BND Sharpe Ratio is 1.33, which is higher than the BLV Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of BND and BLV, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.33
0.46
BND
BLV

Dividends

BND vs. BLV - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.69%, less than BLV's 4.62% yield.


TTM20242023202220212020201920182017201620152014
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
BLV
Vanguard Long-Term Bond ETF
4.62%4.68%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%

Drawdowns

BND vs. BLV - Drawdown Comparison

The maximum BND drawdown since its inception was -18.84%, smaller than the maximum BLV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for BND and BLV. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-6.87%
-27.64%
BND
BLV

Volatility

BND vs. BLV - Volatility Comparison

The current volatility for Vanguard Total Bond Market ETF (BND) is 2.19%, while Vanguard Long-Term Bond ETF (BLV) has a volatility of 5.51%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
2.19%
5.51%
BND
BLV