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

Correlation

The correlation between BSV and BND is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BSV vs. BND - Performance Comparison

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

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.67%
2.01%
BSV
BND

Key characteristics

Sharpe Ratio

BSV:

1.78

BND:

0.51

Sortino Ratio

BSV:

2.63

BND:

0.75

Omega Ratio

BSV:

1.33

BND:

1.09

Calmar Ratio

BSV:

1.49

BND:

0.20

Martin Ratio

BSV:

6.39

BND:

1.48

Ulcer Index

BSV:

0.66%

BND:

1.86%

Daily Std Dev

BSV:

2.38%

BND:

5.37%

Max Drawdown

BSV:

-8.54%

BND:

-18.84%

Current Drawdown

BSV:

-0.94%

BND:

-8.58%

Returns By Period

In the year-to-date period, BSV achieves a 3.69% return, which is significantly higher than BND's 2.25% return. Over the past 10 years, BSV has outperformed BND with an annualized return of 1.63%, while BND has yielded a comparatively lower 1.39% annualized return.


BSV

YTD

3.69%

1M

0.44%

6M

2.67%

1Y

4.26%

5Y (annualized)

1.30%

10Y (annualized)

1.63%

BND

YTD

2.25%

1M

0.69%

6M

2.01%

1Y

2.96%

5Y (annualized)

-0.19%

10Y (annualized)

1.39%

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. BND - Expense Ratio Comparison

BSV has a 0.04% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually 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 BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BSV vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond ETF (BSV) and Vanguard Total Bond Market ETF (BND). 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 1.78, compared to the broader market0.002.004.001.780.51
The chart of Sortino ratio for BSV, currently valued at 2.63, compared to the broader market-2.000.002.004.006.008.0010.002.630.75
The chart of Omega ratio for BSV, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.09
The chart of Calmar ratio for BSV, currently valued at 1.49, compared to the broader market0.005.0010.0015.001.490.20
The chart of Martin ratio for BSV, currently valued at 6.39, compared to the broader market0.0020.0040.0060.0080.00100.006.391.48
BSV
BND

The current BSV Sharpe Ratio is 1.78, which is higher than the BND Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of BSV and BND, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.78
0.51
BSV
BND

Dividends

BSV vs. BND - Dividend Comparison

BSV's dividend yield for the trailing twelve months is around 3.32%, less than BND's 3.59% yield.


TTM20232022202120202019201820172016201520142013
BSV
Vanguard Short-Term Bond ETF
3.32%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.49%1.40%1.45%1.48%
BND
Vanguard Total Bond Market ETF
3.59%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

BSV vs. BND - Drawdown Comparison

The maximum BSV drawdown since its inception was -8.54%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for BSV and BND. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.94%
-8.58%
BSV
BND

Volatility

BSV vs. BND - Volatility Comparison

The current volatility for Vanguard Short-Term Bond ETF (BSV) is 0.46%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.39%. This indicates that BSV experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
0.46%
1.39%
BSV
BND
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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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