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VGSH vs. BIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGSH vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Treasury ETF (VGSH) 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, VGSH achieves a 0.47% return, which is significantly higher than BIV's -0.13% return. Over the past 10 years, VGSH has underperformed BIV with an annualized return of 1.70%, while BIV has yielded a comparatively higher 1.83% annualized return.


VGSH

1D
0.05%
1M
0.11%
YTD
0.47%
6M
0.64%
1Y
2.99%
3Y*
4.20%
5Y*
1.85%
10Y*
1.70%

BIV

1D
0.10%
1M
0.53%
YTD
-0.13%
6M
0.01%
1Y
3.84%
3Y*
4.38%
5Y*
0.22%
10Y*
1.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGSH vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGSH
Vanguard Short-Term Treasury ETF
0.47%5.07%4.00%4.31%-3.86%-0.60%3.04%3.52%1.55%0.04%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.13%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%-0.19%3.65%

Correlation

The correlation between VGSH and BIV is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.83

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

0.83

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

0.78

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.70

The correlation between VGSH and BIV shifts across timeframes, from 0.70 (all time) to 0.86 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VGSH vs. BIV — Risk / Return Rank

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

VGSH
VGSH Risk / Return Rank: 7777
Overall Rank
VGSH Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 8585
Sortino Ratio Rank
VGSH Omega Ratio Rank: 8383
Omega Ratio Rank
VGSH Calmar Ratio Rank: 7070
Calmar Ratio Rank
VGSH Martin Ratio Rank: 7272
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 2626
Overall Rank
BIV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 2727
Sortino Ratio Rank
BIV Omega Ratio Rank: 2424
Omega Ratio Rank
BIV Calmar Ratio Rank: 2626
Calmar Ratio Rank
BIV Martin Ratio Rank: 2626
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.

VGSH vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury ETF (VGSH) 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.


VGSHBIVDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+2.20

Omega ratioGain probability vs. loss probability

1.48

1.17

+0.31

Calmar ratioReturn relative to maximum drawdown

3.40

1.22

+2.18

Martin ratioReturn relative to average drawdown

13.02

3.38

+9.64

VGSH vs. BIV - Sharpe Ratio Comparison

The current VGSH Sharpe Ratio is 2.29, which is higher than the BIV Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of VGSH 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

VGSH vs. BIV - Drawdown Comparison

The maximum VGSH drawdown since its inception was -5.70%, smaller than the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for VGSH and BIV.


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Drawdown Indicators


VGSHBIVDifference

Max Drawdown

Largest peak-to-trough decline

-5.70%

-18.95%

+13.25%

Max Drawdown (1Y)

Largest decline over 1 year

-0.88%

-3.18%

+2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-6.07%

+5.10%

Max Drawdown (5Y)

Largest decline over 5 years

-5.66%

-18.74%

+13.08%

Max Drawdown (10Y)

Largest decline over 10 years

-5.70%

-18.95%

+13.25%

Current Drawdown

Current decline from peak

-0.31%

-1.93%

+1.62%

Average Drawdown

Average peak-to-trough decline

-0.60%

-3.38%

+2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

1.14%

-0.91%

Volatility

VGSH vs. BIV - Volatility Comparison

The current volatility for Vanguard Short-Term Treasury ETF (VGSH) is 0.45%, while Vanguard Intermediate-Term Bond Index ETF (BIV) has a volatility of 1.23%. This indicates that VGSH experiences smaller price fluctuations and is considered to be less risky 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


VGSHBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

1.23%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

3.03%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

1.31%

4.04%

-2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.97%

6.40%

-4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.58%

5.50%

-3.92%

VGSH vs. BIV - Expense Ratio Comparison

Both VGSH and BIV have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VGSH vs. BIV - Dividend Comparison

VGSH's dividend yield for the trailing twelve months is around 3.88%, less than BIV's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.21%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
VGSH
Vanguard Short-Term Treasury ETF
3.88%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Frequently Asked Questions


VGSH and BIV have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIV has higher volatility (1.23%) compared to VGSH (0.45%). In terms of maximum drawdown, VGSH dropped -5.70% vs BIV's -18.95%.

On 10-year performance, BIV leads with 1.83% vs 1.70% for VGSH. Both ETFs have the same 0.03% expense ratio. On volatility, VGSH has been the lower-risk option at 0.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BIV has performed better with a 1.83% return vs 1.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGSH and BIV have the same expense ratio: 0.03% per year.

BIV has the higher dividend yield at 4.21%, compared with 3.88% for VGSH.

VGSH is categorized as Government Bonds, while BIV is Intermediate Core Bond. VGSH tracks Bloomberg U.S. Treasury 1-3 Year Index, while BIV tracks Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index.

VGSH currently has the higher Sharpe Ratio (2.29 vs 0.96), 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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