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LVHD vs. BLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LVHD and BLV is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

LVHD vs. BLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Legg Mason Low Volatility High Dividend ETF (LVHD) and Vanguard Long-Term Bond ETF (BLV). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
112.60%
16.24%
LVHD
BLV

Key characteristics

Sharpe Ratio

LVHD:

1.11

BLV:

0.40

Sortino Ratio

LVHD:

1.56

BLV:

0.63

Omega Ratio

LVHD:

1.21

BLV:

1.07

Calmar Ratio

LVHD:

1.62

BLV:

0.15

Martin Ratio

LVHD:

4.71

BLV:

0.86

Ulcer Index

LVHD:

3.07%

BLV:

5.53%

Daily Std Dev

LVHD:

13.03%

BLV:

11.77%

Max Drawdown

LVHD:

-37.32%

BLV:

-38.29%

Current Drawdown

LVHD:

-3.58%

BLV:

-28.14%

Returns By Period

In the year-to-date period, LVHD achieves a 3.27% return, which is significantly higher than BLV's 1.50% return.


LVHD

YTD

3.27%

1M

-1.05%

6M

-0.48%

1Y

13.30%

5Y*

11.56%

10Y*

N/A

BLV

YTD

1.50%

1M

-1.37%

6M

-1.89%

1Y

5.35%

5Y*

-5.21%

10Y*

0.81%

*Annualized

Compare stocks, funds, or ETFs

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LVHD vs. BLV - Expense Ratio Comparison

LVHD has a 0.27% expense ratio, which is higher than BLV'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%.


Expense ratio chart for LVHD: current value is 0.27%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LVHD: 0.27%
Expense ratio chart for BLV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BLV: 0.04%

Risk-Adjusted Performance

LVHD vs. BLV — Risk-Adjusted Performance Rank

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

LVHD
The Risk-Adjusted Performance Rank of LVHD is 8585
Overall Rank
The Sharpe Ratio Rank of LVHD is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of LVHD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of LVHD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of LVHD is 9191
Calmar Ratio Rank
The Martin Ratio Rank of LVHD is 8484
Martin Ratio Rank

BLV
The Risk-Adjusted Performance Rank of BLV is 4545
Overall Rank
The Sharpe Ratio Rank of BLV is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of BLV is 4949
Sortino Ratio Rank
The Omega Ratio Rank of BLV is 4646
Omega Ratio Rank
The Calmar Ratio Rank of BLV is 3737
Calmar Ratio Rank
The Martin Ratio Rank of BLV is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LVHD vs. BLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Legg Mason Low Volatility High Dividend ETF (LVHD) and Vanguard Long-Term Bond ETF (BLV). 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.


The chart of Sharpe ratio for LVHD, currently valued at 1.11, compared to the broader market-1.000.001.002.003.004.00
LVHD: 1.11
BLV: 0.40
The chart of Sortino ratio for LVHD, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.00
LVHD: 1.56
BLV: 0.63
The chart of Omega ratio for LVHD, currently valued at 1.21, compared to the broader market0.501.001.502.00
LVHD: 1.21
BLV: 1.07
The chart of Calmar ratio for LVHD, currently valued at 1.62, compared to the broader market0.002.004.006.008.0010.0012.00
LVHD: 1.62
BLV: 0.15
The chart of Martin ratio for LVHD, currently valued at 4.71, compared to the broader market0.0020.0040.0060.00
LVHD: 4.71
BLV: 0.86

The current LVHD Sharpe Ratio is 1.11, which is higher than the BLV Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of LVHD and BLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.11
0.40
LVHD
BLV

Dividends

LVHD vs. BLV - Dividend Comparison

LVHD's dividend yield for the trailing twelve months is around 3.92%, less than BLV's 4.65% yield.


TTM20242023202220212020201920182017201620152014
LVHD
Legg Mason Low Volatility High Dividend ETF
3.92%4.24%3.55%3.30%2.56%3.27%3.30%3.82%3.33%2.48%0.00%0.00%
BLV
Vanguard Long-Term Bond ETF
4.65%4.68%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%

Drawdowns

LVHD vs. BLV - Drawdown Comparison

The maximum LVHD drawdown since its inception was -37.32%, roughly equal to the maximum BLV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for LVHD and BLV. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.58%
-28.14%
LVHD
BLV

Volatility

LVHD vs. BLV - Volatility Comparison

Legg Mason Low Volatility High Dividend ETF (LVHD) has a higher volatility of 7.94% compared to Vanguard Long-Term Bond ETF (BLV) at 5.49%. This indicates that LVHD's price experiences larger fluctuations and is considered to be riskier than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.94%
5.49%
LVHD
BLV