VSBSX vs. BLV
Compare and contrast key facts about Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) and Vanguard Long-Term Bond ETF (BLV).
VSBSX is managed by Vanguard. It was launched on Dec 28, 2009. BLV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. Long Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSBSX or BLV.
Performance
VSBSX vs. BLV - Performance Comparison
Returns By Period
In the year-to-date period, VSBSX achieves a 3.42% return, which is significantly higher than BLV's -2.26% return. Over the past 10 years, VSBSX has underperformed BLV with an annualized return of 1.14%, while BLV has yielded a comparatively higher 1.46% annualized return.
VSBSX
3.42%
-0.20%
2.99%
4.97%
1.06%
1.14%
BLV
-2.26%
-1.41%
2.54%
6.24%
-3.03%
1.46%
Key characteristics
| VSBSX | BLV | |
|---|---|---|
| Sharpe Ratio | 2.73 | 0.56 |
| Sortino Ratio | 4.28 | 0.87 |
| Omega Ratio | 1.60 | 1.10 |
| Calmar Ratio | 1.70 | 0.20 |
| Martin Ratio | 13.24 | 1.47 |
| Ulcer Index | 0.38% | 4.54% |
| Daily Std Dev | 1.82% | 11.82% |
| Max Drawdown | -6.54% | -38.29% |
| Current Drawdown | -0.82% | -27.90% |
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VSBSX vs. BLV - Expense Ratio Comparison
VSBSX has a 0.07% expense ratio, which is higher than BLV's 0.04% 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%.
Correlation
The correlation between VSBSX and BLV is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VSBSX vs. BLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) 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.
Dividends
VSBSX vs. BLV - Dividend Comparison
VSBSX's dividend yield for the trailing twelve months is around 4.12%, less than BLV's 4.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 4.12% | 3.29% | 1.12% | 0.33% | 1.11% | 2.27% | 1.80% | 1.09% | 0.81% | 0.67% | 0.40% | 0.27% |
BLV Vanguard Long-Term Bond ETF | 4.53% | 4.06% | 4.17% | 3.37% | 5.84% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% | 3.90% | 4.85% |
Drawdowns
VSBSX vs. BLV - Drawdown Comparison
The maximum VSBSX drawdown since its inception was -6.54%, smaller than the maximum BLV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for VSBSX and BLV. For additional features, visit the drawdowns tool.
Volatility
VSBSX vs. BLV - Volatility Comparison
The current volatility for Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) is 0.35%, while Vanguard Long-Term Bond ETF (BLV) has a volatility of 3.70%. This indicates that VSBSX 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.