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

Correlation

The correlation between BSV and BND is -0.15. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

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.

50.00%55.00%60.00%65.00%70.00%NovemberDecember2025FebruaryMarchApril
55.07%
68.98%
BSV
BND

Key characteristics

Sharpe Ratio

BSV:

3.03

BND:

1.30

Sortino Ratio

BSV:

4.97

BND:

1.89

Omega Ratio

BSV:

1.62

BND:

1.23

Calmar Ratio

BSV:

2.47

BND:

0.51

Martin Ratio

BSV:

11.33

BND:

3.35

Ulcer Index

BSV:

0.61%

BND:

2.05%

Daily Std Dev

BSV:

2.27%

BND:

5.31%

Max Drawdown

BSV:

-8.62%

BND:

-18.84%

Current Drawdown

BSV:

-0.18%

BND:

-7.18%

Returns By Period

The year-to-date returns for both investments are quite close, with BSV having a 2.30% return and BND slightly higher at 2.40%. Over the past 10 years, BSV has outperformed BND with an annualized return of 1.73%, while BND has yielded a comparatively lower 1.37% annualized return.


BSV

YTD

2.30%

1M

0.69%

6M

2.52%

1Y

6.77%

5Y*

1.13%

10Y*

1.73%

BND

YTD

2.40%

1M

0.12%

6M

1.40%

1Y

6.96%

5Y*

-0.91%

10Y*

1.37%

*Annualized

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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%.


Expense ratio chart for BSV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BSV: 0.04%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

BSV vs. BND — Risk-Adjusted Performance Rank

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

BSV
The Risk-Adjusted Performance Rank of BSV is 9696
Overall Rank
The Sharpe Ratio Rank of BSV is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of BSV is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BSV is 9797
Omega Ratio Rank
The Calmar Ratio Rank of BSV is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BSV is 9494
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 8080
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for BSV, currently valued at 3.03, compared to the broader market-1.000.001.002.003.004.00
BSV: 3.03
BND: 1.30
The chart of Sortino ratio for BSV, currently valued at 4.97, compared to the broader market-2.000.002.004.006.008.00
BSV: 4.97
BND: 1.89
The chart of Omega ratio for BSV, currently valued at 1.62, compared to the broader market0.501.001.502.002.50
BSV: 1.62
BND: 1.23
The chart of Calmar ratio for BSV, currently valued at 2.47, compared to the broader market0.002.004.006.008.0010.0012.00
BSV: 2.47
BND: 0.51
The chart of Martin ratio for BSV, currently valued at 11.33, compared to the broader market0.0020.0040.0060.00
BSV: 11.33
BND: 3.35

The current BSV Sharpe Ratio is 3.03, which is higher than the BND Sharpe Ratio of 1.30. 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 Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
3.03
1.30
BSV
BND

Dividends

BSV vs. BND - Dividend Comparison

BSV's dividend yield for the trailing twelve months is around 3.50%, less than BND's 3.70% yield.


TTM20242023202220212020201920182017201620152014
BSV
Vanguard Short-Term Bond ETF
3.50%3.38%2.46%1.50%1.36%1.79%2.29%1.99%1.65%1.49%1.40%1.45%
BND
Vanguard Total Bond Market ETF
3.70%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

BSV vs. BND - Drawdown Comparison

The maximum BSV drawdown since its inception was -8.62%, 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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.18%
-7.18%
BSV
BND

Volatility

BSV vs. BND - Volatility Comparison

The current volatility for Vanguard Short-Term Bond ETF (BSV) is 0.87%, while Vanguard Total Bond Market ETF (BND) has a volatility of 2.18%. 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%NovemberDecember2025FebruaryMarchApril
0.87%
2.18%
BSV
BND