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

Key characteristics


BSVSPTS
YTD Return1.74%1.91%
1Y Return5.07%4.85%
3Y Return (Ann)-0.05%0.49%
5Y Return (Ann)1.17%1.14%
10Y Return (Ann)1.46%1.21%
Sharpe Ratio1.802.53
Daily Std Dev2.68%1.89%
Max Drawdown-8.54%-5.83%
Current Drawdown-0.34%-0.07%

Correlation

-0.50.00.51.00.7

The correlation between BSV and SPTS is 0.66, 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. SPTS - Performance Comparison

In the year-to-date period, BSV achieves a 1.74% return, which is significantly lower than SPTS's 1.91% return. Over the past 10 years, BSV has outperformed SPTS with an annualized return of 1.46%, while SPTS has yielded a comparatively lower 1.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


12.00%14.00%16.00%18.00%20.00%FebruaryMarchAprilMayJuneJuly
19.23%
14.04%
BSV
SPTS

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

SPDR Portfolio Short Term Treasury ETF

BSV vs. SPTS - Expense Ratio Comparison

BSV has a 0.04% expense ratio, which is lower than SPTS's 0.06% 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%.


SPTS
SPDR Portfolio Short Term Treasury ETF
Expense ratio chart for SPTS: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
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%

Risk-Adjusted Performance

BSV vs. SPTS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond ETF (BSV) and SPDR Portfolio Short Term Treasury ETF (SPTS). 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 1.80, compared to the broader market0.002.004.006.001.80
Sortino ratio
The chart of Sortino ratio for BSV, currently valued at 2.83, compared to the broader market0.005.0010.0015.002.83
Omega ratio
The chart of Omega ratio for BSV, currently valued at 1.33, compared to the broader market1.002.003.001.33
Calmar ratio
The chart of Calmar ratio for BSV, currently valued at 0.84, compared to the broader market0.005.0010.0015.0020.000.84
Martin ratio
The chart of Martin ratio for BSV, currently valued at 9.48, compared to the broader market0.0050.00100.00150.009.48
SPTS
Sharpe ratio
The chart of Sharpe ratio for SPTS, currently valued at 2.53, compared to the broader market0.002.004.006.002.53
Sortino ratio
The chart of Sortino ratio for SPTS, currently valued at 4.08, compared to the broader market0.005.0010.0015.004.08
Omega ratio
The chart of Omega ratio for SPTS, currently valued at 1.50, compared to the broader market1.002.003.001.50
Calmar ratio
The chart of Calmar ratio for SPTS, currently valued at 1.36, compared to the broader market0.005.0010.0015.0020.001.36
Martin ratio
The chart of Martin ratio for SPTS, currently valued at 18.79, compared to the broader market0.0050.00100.00150.0018.79

BSV vs. SPTS - Sharpe Ratio Comparison

The current BSV Sharpe Ratio is 1.80, which roughly equals the SPTS Sharpe Ratio of 2.53. The chart below compares the 12-month rolling Sharpe Ratio of BSV and SPTS.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50FebruaryMarchAprilMayJuneJuly
1.80
2.53
BSV
SPTS

Dividends

BSV vs. SPTS - Dividend Comparison

BSV's dividend yield for the trailing twelve months is around 2.99%, less than SPTS's 4.13% yield.


TTM20232022202120202019201820172016201520142013
BSV
Vanguard Short-Term Bond ETF
2.99%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%1.45%1.48%
SPTS
SPDR Portfolio Short Term Treasury ETF
4.13%3.61%1.27%0.19%0.70%2.21%2.04%1.20%0.95%0.83%0.68%0.43%

Drawdowns

BSV vs. SPTS - Drawdown Comparison

The maximum BSV drawdown since its inception was -8.54%, which is greater than SPTS's maximum drawdown of -5.83%. Use the drawdown chart below to compare losses from any high point for BSV and SPTS. For additional features, visit the drawdowns tool.


-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%FebruaryMarchAprilMayJuneJuly
-0.34%
-0.07%
BSV
SPTS

Volatility

BSV vs. SPTS - Volatility Comparison

Vanguard Short-Term Bond ETF (BSV) has a higher volatility of 0.53% compared to SPDR Portfolio Short Term Treasury ETF (SPTS) at 0.40%. This indicates that BSV's price experiences larger fluctuations and is considered to be riskier than SPTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.50%0.60%0.70%0.80%0.90%1.00%FebruaryMarchAprilMayJuneJuly
0.53%
0.40%
BSV
SPTS