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SDSI vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDSI vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Short Duration Strategic Income ETF (SDSI) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDSI achieves a 1.35% return, which is significantly higher than BSV's 0.32% return.


SDSI

1D
0.07%
1M
0.36%
YTD
1.35%
6M
1.54%
1Y
4.84%
3Y*
5.85%
5Y*
10Y*

BSV

1D
0.10%
1M
0.21%
YTD
0.32%
6M
0.51%
1Y
3.18%
3Y*
4.51%
5Y*
1.68%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDSI vs. BSV - Yearly Performance Comparison


2026 (YTD)2025202420232022
SDSI
American Century Short Duration Strategic Income ETF
1.35%6.54%5.63%5.88%1.99%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.32%6.00%3.78%4.90%1.34%

Correlation

The correlation between SDSI and BSV is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

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

0.79

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2022

0.82

The correlation between SDSI and BSV has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.

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Return for Risk

SDSI vs. BSV — Risk / Return Rank

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

SDSI
SDSI Risk / Return Rank: 9191
Overall Rank
SDSI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SDSI Sortino Ratio Rank: 9494
Sortino Ratio Rank
SDSI Omega Ratio Rank: 9393
Omega Ratio Rank
SDSI Calmar Ratio Rank: 8383
Calmar Ratio Rank
SDSI Martin Ratio Rank: 9090
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 5454
Overall Rank
BSV Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 6161
Sortino Ratio Rank
BSV Omega Ratio Rank: 5555
Omega Ratio Rank
BSV Calmar Ratio Rank: 5252
Calmar Ratio Rank
BSV Martin Ratio Rank: 4949
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.

SDSI vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Short Duration Strategic Income ETF (SDSI) 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.


SDSIBSVDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.82

Omega ratioGain probability vs. loss probability

1.61

1.33

+0.28

Calmar ratioReturn relative to maximum drawdown

4.15

2.48

+1.68

Martin ratioReturn relative to average drawdown

19.56

8.14

+11.42

SDSI vs. BSV - Sharpe Ratio Comparison

The current SDSI Sharpe Ratio is 3.03, which is higher than the BSV Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of SDSI and BSV, 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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Drawdowns

SDSI vs. BSV - Drawdown Comparison

The maximum SDSI drawdown since its inception was -1.29%, smaller than the maximum BSV drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for SDSI and BSV.


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Drawdown Indicators


SDSIBSVDifference

Max Drawdown

Largest peak-to-trough decline

-1.29%

-8.54%

+7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-1.17%

-1.29%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-1.29%

-1.53%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-8.54%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

Current Drawdown

Current decline from peak

-0.07%

-0.60%

+0.53%

Average Drawdown

Average peak-to-trough decline

-0.24%

-0.97%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

0.39%

-0.14%

Volatility

SDSI vs. BSV - Volatility Comparison

The current volatility for American Century Short Duration Strategic Income ETF (SDSI) is 0.49%, while Vanguard Short-Term Bond Index Fund ETF Shares (BSV) has a volatility of 0.60%. This indicates that SDSI experiences smaller price fluctuations and is considered to be less risky 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


SDSIBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

0.60%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

1.20%

1.33%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

1.61%

1.82%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.27%

2.73%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.27%

2.38%

-0.11%

SDSI vs. BSV - Expense Ratio Comparison

SDSI has a 0.33% expense ratio, which is higher than BSV's 0.03% expense ratio.


Dividends

SDSI vs. BSV - Dividend Comparison

SDSI's dividend yield for the trailing twelve months is around 4.78%, more than BSV's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SDSI
American Century Short Duration Strategic Income ETF
4.78%4.91%5.49%5.37%0.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SDSI and BSV have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSV has higher volatility (0.60%) compared to SDSI (0.49%). In terms of maximum drawdown, SDSI dropped -1.29% vs BSV's -8.54%.

On 3-year performance, SDSI leads with 5.85% vs 4.51% for BSV. On fees, BSV is cheaper at 0.03% per year. On volatility, SDSI has been the lower-risk option at 0.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SDSI has performed better with a 5.85% return vs 4.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.33% for SDSI.

SDSI has the higher dividend yield at 4.78%, compared with 3.99% for BSV.

SDSI tracks Bloomberg U.S. 1-3 Year Government/Credit Bond Index, while BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. They also come from different issuers: American Century and Vanguard. Their fees differ too: 0.33% for SDSI and 0.03% for BSV.

SDSI currently has the higher Sharpe Ratio (3.02 vs 1.76), 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

Find the right allocation for SDSI and BSV

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