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

Correlation

The correlation between BSV and BLV is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

BSV vs. BLV - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
51.27%
110.01%
BSV
BLV

Key characteristics

Sharpe Ratio

BSV:

1.74

BLV:

-0.14

Sortino Ratio

BSV:

2.58

BLV:

-0.12

Omega Ratio

BSV:

1.32

BLV:

0.99

Calmar Ratio

BSV:

1.46

BLV:

-0.05

Martin Ratio

BSV:

6.29

BLV:

-0.34

Ulcer Index

BSV:

0.66%

BLV:

4.74%

Daily Std Dev

BSV:

2.39%

BLV:

11.36%

Max Drawdown

BSV:

-8.54%

BLV:

-38.29%

Current Drawdown

BSV:

-0.90%

BLV:

-27.40%

Returns By Period

In the year-to-date period, BSV achieves a 3.73% return, which is significantly higher than BLV's -1.58% return. Over the past 10 years, BSV has outperformed BLV with an annualized return of 1.63%, while BLV has yielded a comparatively lower 1.23% annualized return.


BSV

YTD

3.73%

1M

0.48%

6M

2.90%

1Y

4.28%

5Y (annualized)

1.32%

10Y (annualized)

1.63%

BLV

YTD

-1.58%

1M

0.82%

6M

0.74%

1Y

-1.58%

5Y (annualized)

-2.82%

10Y (annualized)

1.23%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BSV vs. BLV - Expense Ratio Comparison

Both BSV and BLV have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


BSV
Vanguard Short-Term Bond ETF
Expense ratio chart for BSV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for BLV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

BSV vs. BLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond ETF (BSV) 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.


Sharpe ratio
The chart of Sharpe ratio for BSV, currently valued at 1.74, compared to the broader market0.002.004.001.74-0.14
The chart of Sortino ratio for BSV, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.0010.002.58-0.12
The chart of Omega ratio for BSV, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.320.99
The chart of Calmar ratio for BSV, currently valued at 1.46, compared to the broader market0.005.0010.0015.001.46-0.05
The chart of Martin ratio for BSV, currently valued at 6.29, compared to the broader market0.0020.0040.0060.0080.00100.006.29-0.34
BSV
BLV

The current BSV Sharpe Ratio is 1.74, which is higher than the BLV Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of BSV 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.74
-0.14
BSV
BLV

Dividends

BSV vs. BLV - Dividend Comparison

BSV's dividend yield for the trailing twelve months is around 3.31%, less than BLV's 4.53% yield.


TTM20232022202120202019201820172016201520142013
BSV
Vanguard Short-Term Bond ETF
3.31%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.49%1.40%1.45%1.48%
BLV
Vanguard Long-Term Bond ETF
4.53%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%4.85%

Drawdowns

BSV vs. BLV - Drawdown Comparison

The maximum BSV drawdown since its inception was -8.54%, smaller than the maximum BLV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for BSV and BLV. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.90%
-27.40%
BSV
BLV

Volatility

BSV vs. BLV - Volatility Comparison

The current volatility for Vanguard Short-Term Bond ETF (BSV) is 0.47%, while Vanguard Long-Term Bond ETF (BLV) has a volatility of 3.19%. This indicates that BSV 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.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
0.47%
3.19%
BSV
BLV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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