MSCI vs. BSV
MSCI (MSCI Inc.) is a stock, while BSV (Vanguard Short-Term Bond Index Fund ETF Shares) is Short-Term Bond fund tracking the Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. Over the past 10 years, MSCI returned 24.54%/yr vs 1.94%/yr for BSV. At a correlation of -0.05, they often move in opposite directions.
Performance
MSCI vs. BSV - Performance Comparison
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Returns By Period
In the year-to-date period, MSCI achieves a 5.22% return, which is significantly higher than BSV's 0.42% return. Over the past 10 years, MSCI has outperformed BSV with an annualized return of 24.54%, while BSV has yielded a comparatively lower 1.94% annualized return.
MSCI
- 1D
- 0.81%
- 1M
- 6.66%
- YTD
- 5.22%
- 6M
- 9.54%
- 1Y
- 11.93%
- 3Y*
- 9.01%
- 5Y*
- 5.72%
- 10Y*
- 24.54%
BSV
- 1D
- 0.00%
- 1M
- 0.41%
- YTD
- 0.42%
- 6M
- 0.75%
- 1Y
- 3.67%
- 3Y*
- 4.57%
- 5Y*
- 1.63%
- 10Y*
- 1.94%
MSCI vs. BSV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 5.22% | -3.17% | 7.31% | 22.90% | -23.34% | 38.14% | 74.38% | 77.19% | 17.95% | 62.63% |
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% |
Correlation
The correlation between MSCI and BSV is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2007 | -0.05 |
The correlation between MSCI and BSV shifts across timeframes, from -0.05 (all time) to 0.17 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MSCI vs. BSV — Risk / Return Rank
MSCI
BSV
MSCI vs. BSV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MSCI Inc. (MSCI) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.
| MSCI | BSV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.39 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 2.79 | -2.26 |
| Martin ratioReturn relative to average drawdown | 1.37 | 9.42 | -8.05 |
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Drawdowns
MSCI vs. BSV - Drawdown Comparison
The maximum MSCI drawdown since its inception was -69.06%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for MSCI and BSV.
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Drawdown Indicators
| MSCI | BSV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.06% | -8.54% | -60.52% |
Max Drawdown (1Y)Largest decline over 1 year | -18.07% | -1.29% | -16.78% |
Max Drawdown (3Y)Largest decline over 3 years | -25.99% | -1.53% | -24.46% |
Max Drawdown (5Y)Largest decline over 5 years | -43.74% | -8.54% | -35.20% |
Max Drawdown (10Y)Largest decline over 10 years | -43.74% | -8.54% | -35.20% |
Current DrawdownCurrent decline from peak | -6.94% | -0.50% | -6.44% |
Average DrawdownAverage peak-to-trough decline | -13.07% | -0.97% | -12.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.92% | 0.38% | +6.54% |
Volatility
MSCI vs. BSV - Volatility Comparison
MSCI Inc. (MSCI) has a higher volatility of 8.37% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.57%. This indicates that MSCI's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSCI | BSV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 0.57% | +7.80% |
Volatility (6M)Calculated over the trailing 6-month period | 20.91% | 1.28% | +19.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.70% | 1.79% | +26.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.72% | 2.73% | +27.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.18% | 2.38% | +28.80% |
Dividends
MSCI vs. BSV - Dividend Comparison
MSCI's dividend yield for the trailing twelve months is around 1.29%, less than BSV's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MSCI MSCI Inc. | 1.29% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
Frequently Asked Questions
MSCI and BSV have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSCI has higher volatility (8.37%) compared to BSV (0.57%). In terms of maximum drawdown, MSCI dropped -69.06% vs BSV's -8.54%.
BSV currently has the higher Sharpe Ratio (2.01 vs 0.33), 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.
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