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

Key characteristics


BSVBLV
YTD Return-0.67%-6.90%
1Y Return2.37%-5.29%
3Y Return (Ann)-0.72%-8.25%
5Y Return (Ann)1.08%-1.36%
10Y Return (Ann)1.27%1.66%
Sharpe Ratio0.79-0.34
Daily Std Dev3.01%14.23%
Max Drawdown-8.54%-38.29%
Current Drawdown-2.69%-31.32%

Correlation

-0.50.00.51.00.6

The correlation between BSV and BLV is 0.64, 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.

Performance

BSV vs. BLV - Performance Comparison

In the year-to-date period, BSV achieves a -0.67% return, which is significantly higher than BLV's -6.90% return. Over the past 10 years, BSV has underperformed BLV with an annualized return of 1.27%, while BLV has yielded a comparatively higher 1.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
3.27%
9.41%
BSV
BLV

Compare stocks, funds, or ETFs

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


Vanguard Short-Term Bond ETF

Vanguard Long-Term Bond ETF

BSV vs. BLV - Expense Ratio Comparison

Both BSV and BLV have an expense ratio of 0.04%.

BSV
Vanguard Short-Term Bond ETF
0.50%1.00%1.50%2.00%0.04%
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.


BSV
Sharpe ratio
The chart of Sharpe ratio for BSV, currently valued at 0.79, compared to the broader market-1.000.001.002.003.004.005.000.79
Sortino ratio
The chart of Sortino ratio for BSV, currently valued at 1.22, compared to the broader market-2.000.002.004.006.008.001.22
Omega ratio
The chart of Omega ratio for BSV, currently valued at 1.13, compared to the broader market1.001.502.002.501.13
Calmar ratio
The chart of Calmar ratio for BSV, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.000.40
Martin ratio
The chart of Martin ratio for BSV, currently valued at 2.20, compared to the broader market0.0020.0040.0060.0080.002.20
BLV
Sharpe ratio
The chart of Sharpe ratio for BLV, currently valued at -0.34, compared to the broader market-1.000.001.002.003.004.005.00-0.34
Sortino ratio
The chart of Sortino ratio for BLV, currently valued at -0.38, compared to the broader market-2.000.002.004.006.008.00-0.38
Omega ratio
The chart of Omega ratio for BLV, currently valued at 0.96, compared to the broader market1.001.502.002.500.96
Calmar ratio
The chart of Calmar ratio for BLV, currently valued at -0.13, compared to the broader market0.002.004.006.008.0010.0012.00-0.13
Martin ratio
The chart of Martin ratio for BLV, currently valued at -0.71, compared to the broader market0.0020.0040.0060.0080.00-0.71

BSV vs. BLV - Sharpe Ratio Comparison

The current BSV Sharpe Ratio is 0.79, which is higher than the BLV Sharpe Ratio of -0.34. The chart below compares the 12-month rolling Sharpe Ratio of BSV and BLV.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.79
-0.34
BSV
BLV

Dividends

BSV vs. BLV - Dividend Comparison

BSV's dividend yield for the trailing twelve months is around 2.76%, less than BLV's 4.52% yield.


TTM20232022202120202019201820172016201520142013
BSV
Vanguard Short-Term Bond ETF
2.76%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%1.45%1.48%
BLV
Vanguard Long-Term Bond ETF
4.52%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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.69%
-31.32%
BSV
BLV

Volatility

BSV vs. BLV - Volatility Comparison

The current volatility for Vanguard Short-Term Bond ETF (BSV) is 0.85%, while Vanguard Long-Term Bond ETF (BLV) has a volatility of 3.80%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
0.85%
3.80%
BSV
BLV