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T vs. BIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

T vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) 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

In the year-to-date period, T achieves a -7.04% return, which is significantly lower than BIV's -0.40% return. Over the past 10 years, T has outperformed BIV with an annualized return of 2.10%, while BIV has yielded a comparatively lower 1.75% annualized return.


T

1D
0.64%
1M
2.62%
6M
-2.84%
YTD
-7.04%
1Y
-13.37%
3Y*
20.93%
5Y*
7.13%
10Y*
2.10%
ALL TIME*
9.35%

BIV

1D
-0.26%
1M
-0.41%
6M
-0.26%
YTD
-0.40%
1Y
3.43%
3Y*
4.27%
5Y*
-0.08%
10Y*
1.75%
ALL TIME*
3.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-7.04%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.40%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%-0.19%3.65%

Correlation

The correlation between T and BIV is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

-0.07

The correlation between T and BIV shifts across timeframes, from -0.07 (all time) to 0.15 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

T vs. BIV — Risk / Return Rank

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

T
T Risk / Return Rank: 2222
Overall Rank
T Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
T Sortino Ratio Rank: 1919
Sortino Ratio Rank
T Omega Ratio Rank: 2020
Omega Ratio Rank
T Calmar Ratio Rank: 2929
Calmar Ratio Rank
T Martin Ratio Rank: 2323
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 2929
Overall Rank
BIV Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3030
Sortino Ratio Rank
BIV Omega Ratio Rank: 2727
Omega Ratio Rank
BIV Calmar Ratio Rank: 2929
Calmar Ratio Rank
BIV Martin Ratio Rank: 2727
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.

T vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.


TBIVDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-1.93

Omega ratioGain probability vs. loss probability

0.92

1.15

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.46

1.09

-1.55

Martin ratioReturn relative to average drawdown

-1.03

2.80

-3.83

T vs. BIV - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.57, which is lower than the BIV Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of T and BIV, 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

T vs. BIV - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than BIV's maximum drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for T and BIV.


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Drawdown Indicators


TBIVDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-18.95%

-45.20%

Max Drawdown (1Y)

Largest decline over 1 year

-28.89%

-3.18%

-25.71%

Max Drawdown (3Y)

Largest decline over 3 years

-28.89%

-5.55%

-23.34%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-18.74%

-13.27%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-18.95%

-23.40%

Current Drawdown

Current decline from peak

-21.57%

-2.20%

-19.37%

Average Drawdown

Average peak-to-trough decline

-15.74%

-3.38%

-12.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.94%

1.23%

+11.71%

Volatility

T vs. BIV - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 9.59% compared to Vanguard Intermediate-Term Bond Index ETF (BIV) at 1.18%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than BIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.59%

1.18%

+8.41%

Volatility (6M)

Calculated over the trailing 6-month period

19.91%

3.15%

+16.76%

Volatility (1Y)

Calculated over the trailing 1-year period

23.72%

4.04%

+19.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.38%

6.41%

+17.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.92%

5.50%

+18.42%

Dividends

T vs. BIV - Dividend Comparison

T's dividend yield for the trailing twelve months is around 6.58%, more than BIV's 4.26% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.26%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
T
AT&T Inc.
6.58%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Frequently Asked Questions


T and BIV have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (9.59%) compared to BIV (1.18%). In terms of maximum drawdown, T dropped -64.15% vs BIV's -18.95%.

BIV currently has the higher Sharpe Ratio (0.85 vs -0.57), 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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