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VOOV vs. BLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOOV vs. BLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 Value ETF (VOOV) and Vanguard Long-Term Bond ETF (BLV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VOOV achieves a 7.89% return, which is significantly higher than BLV's 0.81% return. Over the past 10 years, VOOV has outperformed BLV with an annualized return of 12.14%, while BLV has yielded a comparatively lower 0.91% annualized return.


VOOV

1D
0.25%
1M
-0.07%
YTD
7.89%
6M
7.27%
1Y
21.39%
3Y*
15.29%
5Y*
11.39%
10Y*
12.14%

BLV

1D
-0.55%
1M
1.61%
YTD
0.81%
6M
0.84%
1Y
5.47%
3Y*
1.85%
5Y*
-3.65%
10Y*
0.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOOV vs. BLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOOV
Vanguard S&P 500 Value ETF
7.89%13.10%12.21%22.15%-5.37%24.87%1.23%31.75%-9.09%15.26%
BLV
Vanguard Long-Term Bond ETF
0.81%6.44%-3.65%7.35%-26.95%-2.89%16.13%18.99%-4.17%10.74%

Correlation

The correlation between VOOV and BLV is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.30

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

0.19

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

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

-0.13

The correlation between VOOV and BLV shifts across timeframes, from -0.13 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VOOV vs. BLV — Risk / Return Rank

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

VOOV
VOOV Risk / Return Rank: 6969
Overall Rank
VOOV Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VOOV Sortino Ratio Rank: 6868
Sortino Ratio Rank
VOOV Omega Ratio Rank: 6767
Omega Ratio Rank
VOOV Calmar Ratio Rank: 7070
Calmar Ratio Rank
VOOV Martin Ratio Rank: 7272
Martin Ratio Rank

BLV
BLV Risk / Return Rank: 2020
Overall Rank
BLV Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BLV Sortino Ratio Rank: 1919
Sortino Ratio Rank
BLV Omega Ratio Rank: 1818
Omega Ratio Rank
BLV Calmar Ratio Rank: 2121
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.

VOOV vs. BLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Value ETF (VOOV) 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.

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.


VOOVBLVDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.38

1.12

+0.26

Calmar ratioReturn relative to maximum drawdown

3.43

0.96

+2.47

Martin ratioReturn relative to average drawdown

13.00

2.34

+10.66

VOOV vs. BLV - Sharpe Ratio Comparison

The current VOOV Sharpe Ratio is 2.16, which is higher than the BLV Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of VOOV and BLV, 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

VOOV vs. BLV - Drawdown Comparison

The maximum VOOV drawdown since its inception was -37.31%, roughly equal to the maximum BLV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for VOOV and BLV.


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Drawdown Indicators


VOOVBLVDifference

Max Drawdown

Largest peak-to-trough decline

-37.31%

-38.29%

+0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-5.73%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-17.55%

-15.16%

-2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-18.10%

-36.27%

+18.17%

Max Drawdown (10Y)

Largest decline over 10 years

-37.31%

-38.29%

+0.98%

Current Drawdown

Current decline from peak

-0.92%

-23.74%

+22.82%

Average Drawdown

Average peak-to-trough decline

-3.83%

-9.55%

+5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.34%

-0.69%

Volatility

VOOV vs. BLV - Volatility Comparison

Vanguard S&P 500 Value ETF (VOOV) has a higher volatility of 2.94% compared to Vanguard Long-Term Bond ETF (BLV) at 1.97%. This indicates that VOOV's price experiences larger fluctuations and is considered to be riskier 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


VOOVBLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

1.97%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

5.76%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

9.98%

7.98%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

12.93%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

11.99%

+4.97%

VOOV vs. BLV - Expense Ratio Comparison

VOOV 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%.


Dividends

VOOV vs. BLV - Dividend Comparison

VOOV's dividend yield for the trailing twelve months is around 1.67%, less than BLV's 4.78% yield.


PositionTTM20252024202320222021202020192018201720162015
BLV
Vanguard Long-Term Bond ETF
4.78%4.67%5.09%4.06%4.17%3.37%6.12%3.57%4.07%3.63%4.16%4.37%
VOOV
Vanguard S&P 500 Value ETF
1.67%1.76%2.10%1.69%2.19%1.87%2.45%2.10%2.65%2.13%2.24%2.36%

Frequently Asked Questions


VOOV and BLV have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOOV has higher volatility (2.94%) compared to BLV (1.97%). In terms of maximum drawdown, VOOV dropped -37.31% vs BLV's -38.29%.

On 10-year performance, VOOV leads with 12.14% vs 0.91% for BLV. On fees, BLV is cheaper at 0.03% per year. On volatility, BLV has been the lower-risk option at 1.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VOOV has performed better with a 12.14% return vs 0.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BLV is cheaper with a 0.03% expense ratio, compared with 0.07% for VOOV.

BLV has the higher dividend yield at 4.78%, compared with 1.67% for VOOV.

VOOV is categorized as Large Cap Value Equities, while BLV is Long-Term Bond. VOOV tracks S&P 500 Value Index, while BLV tracks Bloomberg U.S. Long Government/Credit Float Adjusted Index. Their fees differ too: 0.07% for VOOV and 0.03% for BLV.

VOOV currently has the higher Sharpe Ratio (2.16 vs 0.69), 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

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