CRUX vs. BIV

Last updated Apr 2, 2026

Compare and contrast key facts about Columbia Core Bond ETF (CRUX) and Vanguard Intermediate-Term Bond Index ETF (BIV).

CRUX and BIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CRUX is an actively managed fund by Columbia Threadneedle. It was launched on Mar 17, 2026. BIV is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index. It was launched on Apr 3, 2007.

Performance

CRUX vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Core Bond ETF (CRUX) and Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

CRUX vs. BIV - Yearly Performance Comparison

	2026 (YTD)
CRUX Columbia Core Bond ETF	-0.29%
BIV Vanguard Intermediate-Term Bond Index ETF	-0.11%

Returns By Period

CRUX

• 1D: 0.01%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BIV

• 1D: 0.23%
• 1M: -1.25%
• YTD: 0.00%
• 6M: 0.66%
• 1Y: 4.96%
• 3Y*: 3.91%
• 5Y*: 0.59%
• 10Y*: 2.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRUX vs. BIV - Expense Ratio Comparison

CRUX has a 0.32% expense ratio, which is higher than BIV's 0.03% expense ratio.

CRUX

Columbia Core Bond ETF

BIV

Vanguard Intermediate-Term Bond Index ETF

Return for Risk

CRUX vs. BIV — Risk / Return Rank

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

BIV

BIV Risk / Return Rank: 54
BIV Sharpe Ratio Rank: 58
BIV Sortino Ratio Rank: 57
BIV Omega Ratio Rank: 47
BIV Calmar Ratio Rank: 58
BIV Martin Ratio Rank: 48

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.

CRUX vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Core Bond ETF (CRUX) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CRUX	BIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.10	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.09	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.37	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.90	0.65	-1.55

Correlation

The correlation between CRUX and BIV is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

CRUX vs. BIV - Dividend Comparison

CRUX's dividend yield for the trailing twelve months is around 0.17%, less than BIV's 4.13% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRUX Columbia Core Bond ETF	0.17%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BIV Vanguard Intermediate-Term Bond Index ETF	4.13%	4.01%	3.79%	3.09%	2.41%	3.42%	2.95%	2.75%	2.88%	2.69%	3.01%	3.02%

Drawdowns

CRUX vs. BIV - Drawdown Comparison

The maximum CRUX drawdown since its inception was -1.30%, smaller than the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for CRUX and BIV.

Drawdown Indicators

	CRUX	BIV	Difference
Max Drawdown Largest peak-to-trough decline	-1.30%	-18.95%	+17.65%
Max Drawdown (1Y) Largest decline over 1 year	—	-2.87%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-18.95%	—
Current Drawdown Current decline from peak	-0.38%	-1.80%	+1.42%
Average Drawdown Average peak-to-trough decline	-0.70%	-3.40%	+2.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.90%	—

Volatility

Volatility by Period

	CRUX	BIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.80%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.73%	—
Volatility (1Y) Calculated over the trailing 1-year period	6.91%	4.55%	+2.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.91%	6.38%	+0.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.91%	5.50%	+1.41%