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VBLAX vs. BLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBLAX vs. BLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) and Vanguard Long-Term Bond ETF (BLV). The values are adjusted to include any dividend payments, if applicable.

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VBLAX vs. BLV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VBLAX
Vanguard Long-Term Bond Index Fund Admiral Shares
-1.15%6.57%-4.14%7.55%-27.22%-3.36%15.75%16.45%
BLV
Vanguard Long-Term Bond ETF
-0.32%6.44%-3.65%7.35%-26.95%-2.89%16.13%16.77%

Returns By Period

In the year-to-date period, VBLAX achieves a -1.15% return, which is significantly lower than BLV's -0.32% return.


VBLAX

1D
1.07%
1M
-4.25%
YTD
-1.15%
6M
-1.40%
1Y
1.61%
3Y*
0.74%
5Y*
-2.98%
10Y*

BLV

1D
0.36%
1M
-3.51%
YTD
-0.32%
6M
-0.68%
1Y
2.33%
3Y*
1.01%
5Y*
-3.05%
10Y*
1.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBLAX vs. BLV - Expense Ratio Comparison

VBLAX has a 0.07% expense ratio, which is higher than BLV's 0.03% 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%.


Return for Risk

VBLAX vs. BLV — Risk / Return Rank

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

VBLAX
VBLAX Risk / Return Rank: 1313
Overall Rank
VBLAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VBLAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
VBLAX Omega Ratio Rank: 1010
Omega Ratio Rank
VBLAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VBLAX Martin Ratio Rank: 1414
Martin Ratio Rank

BLV
BLV Risk / Return Rank: 1919
Overall Rank
BLV Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BLV Sortino Ratio Rank: 1717
Sortino Ratio Rank
BLV Omega Ratio Rank: 1717
Omega Ratio Rank
BLV Calmar Ratio Rank: 2323
Calmar Ratio Rank
BLV Martin Ratio Rank: 2020
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.

VBLAX vs. BLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) 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.


VBLAXBLVDifference

Sharpe ratio

Return per unit of total volatility

0.27

0.24

+0.03

Sortino ratio

Return per unit of downside risk

0.43

0.38

+0.05

Omega ratio

Gain probability vs. loss probability

1.05

1.05

0.00

Calmar ratio

Return relative to maximum drawdown

0.53

0.43

+0.10

Martin ratio

Return relative to average drawdown

1.30

1.04

+0.26

VBLAX vs. BLV - Sharpe Ratio Comparison

The current VBLAX Sharpe Ratio is 0.27, which is comparable to the BLV Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of VBLAX 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.


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Sharpe Ratios by Period


VBLAXBLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.24

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

-0.24

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.37

-0.33

Correlation

The correlation between VBLAX and BLV is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VBLAX vs. BLV - Dividend Comparison

VBLAX's dividend yield for the trailing twelve months is around 4.34%, less than BLV's 4.73% yield.


TTM20252024202320222021202020192018201720162015
VBLAX
Vanguard Long-Term Bond Index Fund Admiral Shares
4.34%4.64%4.61%4.08%4.13%2.62%5.39%3.25%0.00%0.00%0.00%0.00%
BLV
Vanguard Long-Term Bond ETF
4.73%4.67%5.09%4.06%4.17%3.37%6.12%3.57%4.07%3.63%4.16%4.37%

Drawdowns

VBLAX vs. BLV - Drawdown Comparison

The maximum VBLAX drawdown since its inception was -38.62%, roughly equal to the maximum BLV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for VBLAX and BLV.


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Drawdown Indicators


VBLAXBLVDifference

Max Drawdown

Largest peak-to-trough decline

-38.62%

-38.29%

-0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.87%

-6.89%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-36.32%

-36.27%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-38.29%

Current Drawdown

Current decline from peak

-25.71%

-24.59%

-1.12%

Average Drawdown

Average peak-to-trough decline

-17.93%

-9.37%

-8.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.84%

-0.03%

Volatility

VBLAX vs. BLV - Volatility Comparison

The current volatility for Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) is 3.34%, while Vanguard Long-Term Bond ETF (BLV) has a volatility of 3.54%. This indicates that VBLAX experiences smaller price fluctuations and is considered to be less risky than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBLAXBLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

3.54%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

5.47%

5.50%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

9.52%

9.77%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.89%

12.98%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.74%

11.99%

+0.75%