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BSV vs. VFSTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSV vs. VFSTX - 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 Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX). 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 0.29% return, which is significantly lower than VFSTX's 0.77% return. Over the past 10 years, BSV has underperformed VFSTX with an annualized return of 1.95%, while VFSTX has yielded a comparatively higher 2.54% annualized return.


BSV

1D
-0.08%
1M
0.06%
YTD
0.29%
6M
0.52%
1Y
3.68%
3Y*
4.41%
5Y*
1.62%
10Y*
1.95%

VFSTX

1D
0.00%
1M
0.30%
YTD
0.77%
6M
1.05%
1Y
4.69%
3Y*
5.52%
5Y*
2.30%
10Y*
2.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSV vs. VFSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.29%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
0.77%6.75%4.98%6.06%-5.84%-0.70%5.16%5.75%0.87%2.02%

Correlation

The correlation between BSV and VFSTX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

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

0.87

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

0.89

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

0.82

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2007

0.73

The correlation between BSV and VFSTX shifts across timeframes, from 0.73 (all time) to 0.89 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BSV vs. VFSTX — Risk / Return Rank

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

BSV
BSV Risk / Return Rank: 6161
Overall Rank
BSV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 7171
Sortino Ratio Rank
BSV Omega Ratio Rank: 6363
Omega Ratio Rank
BSV Calmar Ratio Rank: 5757
Calmar Ratio Rank
BSV Martin Ratio Rank: 5757
Martin Ratio Rank

VFSTX
VFSTX Risk / Return Rank: 5959
Overall Rank
VFSTX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VFSTX Sortino Ratio Rank: 7575
Sortino Ratio Rank
VFSTX Omega Ratio Rank: 6868
Omega Ratio Rank
VFSTX Calmar Ratio Rank: 5252
Calmar Ratio Rank
VFSTX Martin Ratio Rank: 5353
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. VFSTX - 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 Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX). 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.


BSVVFSTXDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.39

1.46

-0.07

Calmar ratioReturn relative to maximum drawdown

2.87

2.76

+0.11

Martin ratioReturn relative to average drawdown

10.07

10.82

-0.75

BSV vs. VFSTX - Sharpe Ratio Comparison

The current BSV Sharpe Ratio is 2.05, which is comparable to the VFSTX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of BSV and VFSTX, 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


BSVVFSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.04

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.78

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

1.03

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

1.51

-0.66

Drawdowns

BSV vs. VFSTX - Drawdown Comparison

The maximum BSV drawdown since its inception was -8.54%, smaller than the maximum VFSTX drawdown of -9.35%. Use the drawdown chart below to compare losses from any high point for BSV and VFSTX.


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Drawdown Indicators


BSVVFSTXDifference

Max Drawdown

Largest peak-to-trough decline

-8.54%

-9.35%

+0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-1.29%

-1.71%

+0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

-1.71%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-8.54%

-9.35%

+0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

-9.35%

+0.81%

Current Drawdown

Current decline from peak

-0.63%

-0.26%

-0.37%

Average Drawdown

Average peak-to-trough decline

-0.97%

-1.12%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.43%

-0.06%

Volatility

BSV vs. VFSTX - Volatility Comparison

The current volatility for Vanguard Short-Term Bond Index Fund ETF Shares (BSV) is 0.52%, while Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX) has a volatility of 0.74%. This indicates that BSV experiences smaller price fluctuations and is considered to be less risky than VFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSVVFSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

0.74%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

1.26%

1.65%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

1.81%

2.31%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.72%

2.98%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.37%

2.48%

-0.11%

BSV vs. VFSTX - Expense Ratio Comparison

BSV has a 0.03% expense ratio, which is lower than VFSTX's 0.20% 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. VFSTX - Dividend Comparison

BSV's dividend yield for the trailing twelve months is around 4.00%, less than VFSTX's 4.61% 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%
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
4.61%4.48%4.06%3.05%1.93%1.70%2.24%2.83%2.68%2.00%2.04%1.99%

Frequently Asked Questions


BSV and VFSTX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFSTX has higher volatility (0.74%) compared to BSV (0.52%). In terms of maximum drawdown, BSV dropped -8.54% vs VFSTX's -9.35%.

BSV currently has the higher Sharpe Ratio (2.05 vs 2.04), 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.

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