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GVI vs. BBSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GVI vs. BBSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Intermediate Government/Credit Bond ETF (GVI) and JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GVI achieves a 0.09% return, which is significantly lower than BBSB's 0.55% return.


GVI

1D
0.09%
1M
0.02%
YTD
0.09%
6M
0.31%
1Y
3.57%
3Y*
4.23%
5Y*
1.00%
10Y*
1.81%

BBSB

1D
0.07%
1M
0.13%
YTD
0.55%
6M
0.88%
1Y
3.32%
3Y*
4.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GVI vs. BBSB - Yearly Performance Comparison


2026 (YTD)202520242023
GVI
iShares Intermediate Government/Credit Bond ETF
0.09%6.66%2.92%2.56%
BBSB
JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF
0.55%5.12%4.00%2.56%

Correlation

The correlation between GVI and BBSB is 0.90, 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

0.90

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

0.88

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2023

0.89

The correlation between GVI and BBSB has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

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Return for Risk

GVI vs. BBSB — Risk / Return Rank

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

GVI
GVI Risk / Return Rank: 4242
Overall Rank
GVI Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
GVI Sortino Ratio Rank: 4545
Sortino Ratio Rank
GVI Omega Ratio Rank: 4141
Omega Ratio Rank
GVI Calmar Ratio Rank: 4141
Calmar Ratio Rank
GVI Martin Ratio Rank: 3939
Martin Ratio Rank

BBSB
BBSB Risk / Return Rank: 8484
Overall Rank
BBSB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BBSB Sortino Ratio Rank: 9393
Sortino Ratio Rank
BBSB Omega Ratio Rank: 8888
Omega Ratio Rank
BBSB Calmar Ratio Rank: 7777
Calmar Ratio Rank
BBSB Martin Ratio Rank: 8282
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.

GVI vs. BBSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate Government/Credit Bond ETF (GVI) and JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB). 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.


GVIBBSBDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-2.26

Omega ratioGain probability vs. loss probability

1.26

1.54

-0.28

Calmar ratioReturn relative to maximum drawdown

2.00

3.89

-1.89

Martin ratioReturn relative to average drawdown

6.04

16.07

-10.03

GVI vs. BBSB - Sharpe Ratio Comparison

The current GVI Sharpe Ratio is 1.45, which is lower than the BBSB Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of GVI and BBSB, 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


GVIBBSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

2.64

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

2.36

-1.60

Drawdowns

GVI vs. BBSB - Drawdown Comparison

The maximum GVI drawdown since its inception was -12.93%, which is greater than BBSB's maximum drawdown of -1.57%. Use the drawdown chart below to compare losses from any high point for GVI and BBSB.


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Drawdown Indicators


GVIBBSBDifference

Max Drawdown

Largest peak-to-trough decline

-12.93%

-1.57%

-11.36%

Max Drawdown (1Y)

Largest decline over 1 year

-1.79%

-0.86%

-0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-2.65%

-0.96%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-12.93%

Max Drawdown (10Y)

Largest decline over 10 years

-12.93%

Current Drawdown

Current decline from peak

-1.08%

-0.18%

-0.90%

Average Drawdown

Average peak-to-trough decline

-1.86%

-0.31%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

0.21%

+0.38%

Volatility

GVI vs. BBSB - Volatility Comparison

iShares Intermediate Government/Credit Bond ETF (GVI) has a higher volatility of 0.78% compared to JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) at 0.36%. This indicates that GVI's price experiences larger fluctuations and is considered to be riskier than BBSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GVIBBSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

0.36%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

0.85%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

2.50%

1.27%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

1.66%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.53%

1.66%

+1.87%

GVI vs. BBSB - Expense Ratio Comparison

GVI has a 0.20% expense ratio, which is higher than BBSB's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GVI vs. BBSB - Dividend Comparison

GVI's dividend yield for the trailing twelve months is around 3.62%, less than BBSB's 3.81% yield.


PositionTTM20252024202320222021202020192018201720162015
BBSB
JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF
3.81%3.69%4.84%3.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GVI
iShares Intermediate Government/Credit Bond ETF
3.62%3.48%3.40%2.75%1.86%1.46%1.84%2.29%2.16%1.91%1.77%1.75%

Frequently Asked Questions


GVI and BBSB have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GVI has higher volatility (0.78%) compared to BBSB (0.36%). In terms of maximum drawdown, GVI dropped -12.93% vs BBSB's -1.57%.

On 3-year performance, GVI leads with 4.23% vs 4.15% for BBSB. On fees, BBSB is cheaper at 0.04% per year. On volatility, BBSB has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GVI has performed better with a 4.23% return vs 4.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBSB is cheaper with a 0.04% expense ratio, compared with 0.20% for GVI.

BBSB has the higher dividend yield at 3.81%, compared with 3.62% for GVI.

GVI is categorized as Short-Term Bond, while BBSB is Government Bonds. GVI tracks Bloomberg U.S. Intermediate Government/Credit Bond, while BBSB tracks ICE U.S. Treasury 1-3 Year Bond Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for GVI and 0.04% for BBSB.

BBSB currently has the higher Sharpe Ratio (2.64 vs 1.45), 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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