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BSV vs. ICSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSV vs. ICSH - 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 iShares Ultra Short Duration Bond Active ETF (ICSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSV achieves a 0.10% return, which is significantly lower than ICSH's 1.43% return. Over the past 10 years, BSV has underperformed ICSH with an annualized return of 1.91%, while ICSH has yielded a comparatively higher 2.77% annualized return.


BSV

1D
-0.01%
1M
-0.38%
YTD
0.10%
6M
0.53%
1Y
3.66%
3Y*
4.42%
5Y*
1.57%
10Y*
1.91%

ICSH

1D
0.02%
1M
0.18%
YTD
1.43%
6M
1.75%
1Y
4.30%
3Y*
5.15%
5Y*
3.67%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSV vs. ICSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.10%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%
ICSH
iShares Ultra Short Duration Bond Active ETF
1.43%4.96%5.52%5.58%0.97%0.16%1.61%3.17%2.25%1.63%

Correlation

The correlation between BSV and ICSH is 0.51, 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

0.51

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

0.57

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

0.56

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

0.34

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2013

0.27

Over the past year, BSV and ICSH have become more correlated (0.51) than their long-term average of 0.27, meaning their price movements have been converging.

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Return for Risk

BSV vs. ICSH — Risk / Return Rank

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

BSV
BSV Risk / Return Rank: 7070
Overall Rank
BSV Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 8282
Sortino Ratio Rank
BSV Omega Ratio Rank: 7474
Omega Ratio Rank
BSV Calmar Ratio Rank: 6363
Calmar Ratio Rank
BSV Martin Ratio Rank: 6161
Martin Ratio Rank

ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 100100
Sortino Ratio Rank
ICSH Omega Ratio Rank: 9999
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH Martin Ratio Rank: 9999
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. ICSH - 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 iShares Ultra Short Duration Bond Active ETF (ICSH). 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.


BSVICSHDifference
Sharpe ratioReturn per unit of total volatility

-8.95

Sortino ratioReturn per unit of downside risk

-24.06

Omega ratioGain probability vs. loss probability

1.39

6.56

-5.17

Calmar ratioReturn relative to maximum drawdown

2.85

43.67

-40.82

Martin ratioReturn relative to average drawdown

9.83

288.81

-278.98

BSV vs. ICSH - Sharpe Ratio Comparison

The current BSV Sharpe Ratio is 2.06, which is lower than the ICSH Sharpe Ratio of 11.01. The chart below compares the historical Sharpe Ratios of BSV and ICSH, 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


BSVICSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

11.01

-8.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

7.62

-7.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

2.63

-1.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

1.93

-1.08

Drawdowns

BSV vs. ICSH - Drawdown Comparison

The maximum BSV drawdown since its inception was -8.54%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for BSV and ICSH.


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Drawdown Indicators


BSVICSHDifference

Max Drawdown

Largest peak-to-trough decline

-8.54%

-3.94%

-4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-1.29%

-0.10%

-1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

-0.10%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-8.54%

-0.73%

-7.81%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

-3.94%

-4.60%

Current Drawdown

Current decline from peak

-0.82%

-0.02%

-0.80%

Average Drawdown

Average peak-to-trough decline

-0.97%

-0.08%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.01%

+0.36%

Volatility

BSV vs. ICSH - Volatility Comparison

Vanguard Short-Term Bond Index Fund ETF Shares (BSV) has a higher volatility of 0.54% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.15%. This indicates that BSV's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSVICSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

0.15%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

1.28%

0.30%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

1.79%

0.39%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

0.48%

+2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

1.06%

+1.32%

BSV vs. ICSH - Expense Ratio Comparison

BSV has a 0.03% expense ratio, which is lower than ICSH's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BSV vs. ICSH - Dividend Comparison

BSV's dividend yield for the trailing twelve months is around 4.00%, less than ICSH's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ICSH
iShares Ultra Short Duration Bond Active ETF
4.34%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%

Frequently Asked Questions


BSV and ICSH have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSV has higher volatility (0.54%) compared to ICSH (0.15%). In terms of maximum drawdown, BSV dropped -8.54% vs ICSH's -3.94%.

On 10-year performance, ICSH leads with 2.77% vs 1.91% for BSV. On fees, BSV is cheaper at 0.03% per year. On volatility, ICSH has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ICSH has performed better with a 2.77% return vs 1.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.08% for ICSH.

ICSH has the higher dividend yield at 4.34%, compared with 4.00% for BSV.

BSV is categorized as Short-Term Bond, while ICSH is Ultrashort Bond. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for BSV and 0.08% for ICSH.

ICSH currently has the higher Sharpe Ratio (11.01 vs 2.06), 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.

Portfolio Optimizer

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