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BSV vs. BLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSV vs. BLV - 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 Vanguard Long-Term Bond ETF (BLV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with BSV having a 0.29% return and BLV slightly lower at 0.28%. Over the past 10 years, BSV has outperformed BLV with an annualized return of 1.95%, while BLV has yielded a comparatively lower 0.99% annualized 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%

BLV

1D
-0.31%
1M
1.09%
YTD
0.28%
6M
-0.86%
1Y
6.59%
3Y*
2.02%
5Y*
-3.33%
10Y*
0.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSV vs. BLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.29%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%
BLV
Vanguard Long-Term Bond ETF
0.28%6.44%-3.65%7.35%-26.95%-2.89%16.13%18.99%-4.17%10.74%

Correlation

The correlation between BSV and BLV is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.76

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

0.75

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

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2007

0.65

The correlation between BSV and BLV shifts across timeframes, from 0.65 (all time) to 0.77 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BSV vs. BLV — 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

BLV
BLV Risk / Return Rank: 2323
Overall Rank
BLV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BLV Sortino Ratio Rank: 2222
Sortino Ratio Rank
BLV Omega Ratio Rank: 2121
Omega Ratio Rank
BLV Calmar Ratio Rank: 2424
Calmar Ratio Rank
BLV 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.

BSV vs. BLV - 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 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.


BSVBLVDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+2.08

Omega ratioGain probability vs. loss probability

1.39

1.14

+0.25

Calmar ratioReturn relative to maximum drawdown

2.87

1.15

+1.71

Martin ratioReturn relative to average drawdown

10.07

2.92

+7.16

BSV vs. BLV - Sharpe Ratio Comparison

The current BSV Sharpe Ratio is 2.05, which is higher than the BLV Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of BSV and BLV, 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


BSVBLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

0.81

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

-0.26

+0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.08

+0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.37

+0.49

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.


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Drawdown Indicators


BSVBLVDifference

Max Drawdown

Largest peak-to-trough decline

-8.54%

-38.29%

+29.75%

Max Drawdown (1Y)

Largest decline over 1 year

-1.29%

-5.73%

+4.44%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

-15.16%

+13.63%

Max Drawdown (5Y)

Largest decline over 5 years

-8.54%

-36.27%

+27.73%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

-38.29%

+29.75%

Current Drawdown

Current decline from peak

-0.63%

-24.14%

+23.51%

Average Drawdown

Average peak-to-trough decline

-0.97%

-9.51%

+8.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

2.26%

-1.89%

Volatility

BSV vs. BLV - Volatility Comparison

The current volatility for Vanguard Short-Term Bond Index Fund ETF Shares (BSV) is 0.52%, while Vanguard Long-Term Bond ETF (BLV) has a volatility of 2.50%. 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.


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Volatility by Period


BSVBLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

2.50%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

1.26%

5.62%

-4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

1.81%

8.15%

-6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.72%

12.97%

-10.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.37%

11.98%

-9.61%

BSV vs. BLV - Expense Ratio Comparison

Both BSV and BLV 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

BSV vs. BLV - Dividend Comparison

BSV's dividend yield for the trailing twelve months is around 4.00%, less than BLV's 4.80% yield.


PositionTTM20252024202320222021202020192018201720162015
BLV
Vanguard Long-Term Bond ETF
4.80%4.67%5.09%4.06%4.17%3.37%6.12%3.57%4.07%3.63%4.16%4.37%
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


BSV and BLV have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLV has higher volatility (2.50%) compared to BSV (0.52%). In terms of maximum drawdown, BSV dropped -8.54% vs BLV's -38.29%.

On 10-year performance, BSV leads with 1.95% vs 0.99% for BLV. Both ETFs have the same 0.03% expense ratio. On volatility, BSV has been the lower-risk option at 0.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BSV has performed better with a 1.95% return vs 0.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

BLV has the higher dividend yield at 4.80%, compared with 4.00% for BSV.

BSV is categorized as Short-Term Bond, while BLV is Long-Term Bond. BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index, while BLV tracks Bloomberg U.S. Long Government/Credit Float Adjusted Index.

BSV currently has the higher Sharpe Ratio (2.05 vs 0.81), 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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