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BSV vs. VO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSV vs. VO - 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 Mid-Cap ETF (VO). 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 0.42% return, which is significantly lower than VO's 10.43% return. Over the past 10 years, BSV has underperformed VO with an annualized return of 1.94%, while VO has yielded a comparatively higher 11.77% annualized return.


BSV

1D
0.00%
1M
0.14%
YTD
0.42%
6M
0.75%
1Y
3.58%
3Y*
4.57%
5Y*
1.63%
10Y*
1.94%

VO

1D
0.97%
1M
3.61%
YTD
10.43%
6M
9.31%
1Y
18.17%
3Y*
15.74%
5Y*
7.79%
10Y*
11.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSV vs. VO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.42%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%
VO
Vanguard Mid-Cap ETF
10.43%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%

Correlation

The correlation between BSV and VO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.20

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

0.16

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

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

-0.12

The correlation between BSV and VO shifts across timeframes, from -0.12 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BSV vs. VO — Risk / Return Rank

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

BSV
BSV Risk / Return Rank: 7171
Overall Rank
BSV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 8484
Sortino Ratio Rank
BSV Omega Ratio Rank: 7676
Omega Ratio Rank
BSV Calmar Ratio Rank: 6464
Calmar Ratio Rank
BSV Martin Ratio Rank: 6060
Martin Ratio Rank

VO
VO Risk / Return Rank: 4949
Overall Rank
VO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4646
Sortino Ratio Rank
VO Omega Ratio Rank: 4444
Omega Ratio Rank
VO Calmar Ratio Rank: 5151
Calmar Ratio Rank
VO Martin Ratio Rank: 5555
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. VO - 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 Mid-Cap ETF (VO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSVVODifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.39

1.25

+0.13

Calmar ratioReturn relative to maximum drawdown

2.79

2.23

+0.55

Martin ratioReturn relative to average drawdown

9.42

8.44

+0.98

BSV vs. VO - Sharpe Ratio Comparison

The current BSV Sharpe Ratio is 2.01, which is higher than the VO Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of BSV and VO, 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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Drawdowns

BSV vs. VO - Drawdown Comparison

The maximum BSV drawdown since its inception was -8.54%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for BSV and VO.


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Drawdown Indicators


BSVVODifference

Max Drawdown

Largest peak-to-trough decline

-8.54%

-58.87%

+50.33%

Max Drawdown (1Y)

Largest decline over 1 year

-1.29%

-8.17%

+6.88%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

-19.02%

+17.49%

Max Drawdown (5Y)

Largest decline over 5 years

-8.54%

-27.57%

+19.03%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

-39.37%

+30.83%

Current Drawdown

Current decline from peak

-0.50%

-0.45%

-0.05%

Average Drawdown

Average peak-to-trough decline

-0.97%

-7.85%

+6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

2.16%

-1.78%

Volatility

BSV vs. VO - Volatility Comparison

The current volatility for Vanguard Short-Term Bond Index Fund ETF Shares (BSV) is 0.57%, while Vanguard Mid-Cap ETF (VO) has a volatility of 4.31%. This indicates that BSV experiences smaller price fluctuations and is considered to be less risky than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSVVODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

4.31%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

1.28%

9.71%

-8.43%

Volatility (1Y)

Calculated over the trailing 1-year period

1.79%

12.74%

-10.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

17.65%

-14.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

18.96%

-16.58%

BSV vs. VO - Expense Ratio Comparison

Both BSV and VO have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

BSV vs. VO - Dividend Comparison

BSV's dividend yield for the trailing twelve months is around 3.99%, more than VO's 1.36% yield.


PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.99%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
VO
Vanguard Mid-Cap ETF
1.36%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Frequently Asked Questions


BSV and VO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VO has higher volatility (4.31%) compared to BSV (0.57%). In terms of maximum drawdown, BSV dropped -8.54% vs VO's -58.87%.

On 10-year performance, VO leads with 11.77% vs 1.94% for BSV. Both ETFs have the same 0.03% expense ratio. On volatility, BSV has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VO has performed better with a 11.77% return vs 1.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV and VO have the same expense ratio: 0.03% per year.

BSV has the higher dividend yield at 3.99%, compared with 1.36% for VO.

BSV is categorized as Short-Term Bond, while VO is Mid Cap Blend Equities. BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index, while VO tracks CRSP US Mid Cap Index.

BSV currently has the higher Sharpe Ratio (2.01 vs 1.43), 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

Find the right allocation for BSV and VO

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