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VGVT vs. BFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGVT vs. BFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Government Securities Active ETF (VGVT) and Build Bond Innovation ETF (BFIX). The values are adjusted to include any dividend payments, if applicable.

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VGVT vs. BFIX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VGVT achieves a 0.12% return, which is significantly lower than BFIX's 1.25% return.


VGVT

1D
0.21%
1M
-1.74%
YTD
0.12%
6M
1.37%
1Y
3Y*
5Y*
10Y*

BFIX

1D
0.17%
1M
-0.41%
YTD
1.25%
6M
2.16%
1Y
5.26%
3Y*
7.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGVT vs. BFIX - Expense Ratio Comparison

VGVT has a 0.10% expense ratio, which is lower than BFIX's 0.45% expense ratio.


Return for Risk

VGVT vs. BFIX — Risk / Return Rank

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

VGVT

BFIX
BFIX Risk / Return Rank: 8989
Overall Rank
BFIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BFIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
BFIX Omega Ratio Rank: 8383
Omega Ratio Rank
BFIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
BFIX Martin Ratio Rank: 9191
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.

VGVT vs. BFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Government Securities Active ETF (VGVT) and Build Bond Innovation ETF (BFIX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VGVT vs. BFIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VGVTBFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

0.87

+0.58

Correlation

The correlation between VGVT and BFIX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VGVT vs. BFIX - Dividend Comparison

VGVT's dividend yield for the trailing twelve months is around 2.95%, less than BFIX's 3.58% yield.


TTM2025202420232022
VGVT
Vanguard Government Securities Active ETF
2.95%2.29%0.00%0.00%0.00%
BFIX
Build Bond Innovation ETF
3.58%3.73%4.38%4.30%1.58%

Drawdowns

VGVT vs. BFIX - Drawdown Comparison

The maximum VGVT drawdown since its inception was -2.42%, smaller than the maximum BFIX drawdown of -8.03%. Use the drawdown chart below to compare losses from any high point for VGVT and BFIX.


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Drawdown Indicators


VGVTBFIXDifference

Max Drawdown

Largest peak-to-trough decline

-2.42%

-8.03%

+5.61%

Max Drawdown (1Y)

Largest decline over 1 year

-1.22%

Current Drawdown

Current decline from peak

-1.74%

-0.42%

-1.32%

Average Drawdown

Average peak-to-trough decline

-0.42%

-2.85%

+2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

Volatility

VGVT vs. BFIX - Volatility Comparison


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Volatility by Period


VGVTBFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

3.05%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.27%

4.84%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.27%

4.84%

-1.57%