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BSV vs. BBSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSV vs. BBSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Bond Index Fund ETF Shares (BSV) and JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSV achieves a 0.29% return, which is significantly lower than BBSB's 0.47% return.


BSV

1D
-0.08%
1M
0.06%
YTD
0.29%
6M
0.52%
1Y
3.68%
3Y*
4.41%
5Y*
1.62%
10Y*
1.95%

BBSB

1D
-0.05%
1M
0.10%
YTD
0.47%
6M
0.74%
1Y
3.43%
3Y*
4.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSV vs. BBSB - Yearly Performance Comparison


2026 (YTD)202520242023
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.29%6.00%3.78%2.88%
BBSB
JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF
0.47%5.12%4.00%2.56%

Correlation

The correlation between BSV and BBSB is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

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

0.93

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2023

0.94

The correlation between BSV and BBSB has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

BSV vs. BBSB — Risk / Return Rank

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

BSV
BSV Risk / Return Rank: 6161
Overall Rank
BSV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 7171
Sortino Ratio Rank
BSV Omega Ratio Rank: 6363
Omega Ratio Rank
BSV Calmar Ratio Rank: 5757
Calmar Ratio Rank
BSV Martin Ratio Rank: 5757
Martin Ratio Rank

BBSB
BBSB Risk / Return Rank: 8585
Overall Rank
BBSB Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BBSB Sortino Ratio Rank: 9393
Sortino Ratio Rank
BBSB Omega Ratio Rank: 8989
Omega Ratio Rank
BBSB Calmar Ratio Rank: 7979
Calmar Ratio Rank
BBSB Martin Ratio Rank: 8282
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.

BSV vs. BBSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond Index Fund ETF Shares (BSV) and JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB). 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.


BSVBBSBDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.39

1.56

-0.17

Calmar ratioReturn relative to maximum drawdown

2.87

4.02

-1.15

Martin ratioReturn relative to average drawdown

10.07

16.55

-6.47

BSV vs. BBSB - Sharpe Ratio Comparison

The current BSV Sharpe Ratio is 2.05, which is comparable to the BBSB Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of BSV and BBSB, 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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Sharpe Ratios by Period


BSVBBSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.71

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

2.35

-1.50

Drawdowns

BSV vs. BBSB - Drawdown Comparison

The maximum BSV drawdown since its inception was -8.54%, which is greater than BBSB's maximum drawdown of -1.57%. Use the drawdown chart below to compare losses from any high point for BSV and BBSB.


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Drawdown Indicators


BSVBBSBDifference

Max Drawdown

Largest peak-to-trough decline

-8.54%

-1.57%

-6.97%

Max Drawdown (1Y)

Largest decline over 1 year

-1.29%

-0.86%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

-0.96%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-8.54%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

Current Drawdown

Current decline from peak

-0.63%

-0.25%

-0.38%

Average Drawdown

Average peak-to-trough decline

-0.97%

-0.31%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.21%

+0.16%

Volatility

BSV vs. BBSB - Volatility Comparison

Vanguard Short-Term Bond Index Fund ETF Shares (BSV) has a higher volatility of 0.52% compared to JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) at 0.36%. This indicates that BSV's price experiences larger fluctuations and is considered to be riskier than BBSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSVBBSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

0.36%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

1.26%

0.85%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

1.81%

1.27%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.72%

1.66%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.37%

1.66%

+0.71%

BSV vs. BBSB - Expense Ratio Comparison

BSV has a 0.03% expense ratio, which is lower than BBSB'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%.


Dividends

BSV vs. BBSB - Dividend Comparison

BSV's dividend yield for the trailing twelve months is around 4.00%, more than BBSB's 3.81% yield.


PositionTTM20252024202320222021202020192018201720162015
BBSB
JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF
3.81%3.69%4.84%3.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
4.00%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%

Frequently Asked Questions


With a correlation of 0.93, BSV and BBSB 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.

BSV has higher volatility (0.52%) compared to BBSB (0.36%). In terms of maximum drawdown, BSV dropped -8.54% vs BBSB's -1.57%.

On 3-year performance, BSV leads with 4.41% vs 4.15% for BBSB. On fees, BSV is cheaper at 0.03% per year. On volatility, BBSB has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BSV has performed better with a 4.41% return vs 4.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.04% for BBSB.

BSV has the higher dividend yield at 4.00%, compared with 3.81% for BBSB.

BSV is categorized as Short-Term Bond, while BBSB is Government Bonds. BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index, while BBSB tracks ICE U.S. Treasury 1-3 Year Bond Index. They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.03% for BSV and 0.04% for BBSB.

BBSB currently has the higher Sharpe Ratio (2.71 vs 2.05), 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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