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LVIG vs. BIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LVIG vs. BIV - Performance Comparison

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

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Returns By Period


LVIG

1D
-0.27%
1M
-1.20%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

BIV

1D
-0.20%
1M
-1.16%
6M
-0.92%
YTD
-0.93%
1Y
1.39%
3Y*
4.39%
5Y*
-0.27%
10Y*
1.66%
ALL TIME*
3.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$97.77M$127.86M$122.72M
$481.69K$627.57K$390.47K

LVIG vs. BIV - Yearly Performance Comparison


Correlation

The correlation between LVIG and BIV is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 10, 2026

0.98

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Return for Risk

LVIG vs. BIV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LVIG

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


BIV
BIV Risk / Return Rank: 2424
Overall Rank
BIV Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 2424
Sortino Ratio Rank
BIV Omega Ratio Rank: 2323
Omega Ratio Rank
BIV Calmar Ratio Rank: 2525
Calmar Ratio Rank
BIV Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LVIG vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Longview Advantage Fixed Income ETF (LVIG) 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.

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.


LVIGBIVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.10

Calmar ratioReturn relative to maximum drawdown

0.77

Martin ratioReturn relative to average drawdown

1.84

LVIG vs. BIV - Sharpe Ratio Comparison


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Drawdowns

LVIG vs. BIV - Drawdown Comparison

The maximum LVIG drawdown since its inception was -2.72%, smaller than the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for LVIG and BIV.


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Drawdown Indicators


LVIGBIVDifference

Max Drawdown

Largest peak-to-trough decline

-2.72%

-18.95%

+16.23%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-5.21%

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

-2.31%

-2.71%

+0.40%

Average Drawdown

Average peak-to-trough decline

-1.34%

-3.38%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

Volatility

LVIG vs. BIV - Volatility Comparison


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Volatility by Period


LVIGBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

4.55%

4.02%

+0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.55%

6.40%

-1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

5.50%

-0.95%

LVIG vs. BIV - Expense Ratio Comparison

LVIG has a 0.34% expense ratio, which is higher than BIV's 0.03% expense ratio.


Dividends

LVIG vs. BIV - Dividend Comparison

LVIG has not paid dividends to shareholders, while BIV's dividend yield for the trailing twelve months is around 4.29%.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
3.93%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
LVIG
Longview Advantage Fixed Income ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, LVIG and BIV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BIV is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BIV is cheaper with a 0.03% expense ratio, compared with 0.34% for LVIG.

BIV has the higher dividend yield at 3.93%, compared with 0.00% for LVIG.

They also come from different issuers: Longview and Vanguard. Their fees differ too: 0.34% for LVIG and 0.03% for BIV.

Portfolio Optimizer

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