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VSDB vs. GVI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSDB vs. GVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short Duration Bond ETF Shares (VSDB) and iShares Intermediate Government/Credit Bond ETF (GVI). The values are adjusted to include any dividend payments, if applicable.

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VSDB vs. GVI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VSDB achieves a 0.31% return, which is significantly higher than GVI's -0.03% return.


VSDB

1D
0.10%
1M
-0.57%
YTD
0.31%
6M
1.55%
1Y
3Y*
5Y*
10Y*

GVI

1D
0.00%
1M
-0.89%
YTD
-0.03%
6M
0.82%
1Y
4.09%
3Y*
4.05%
5Y*
1.12%
10Y*
1.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSDB vs. GVI - Expense Ratio Comparison

VSDB has a 0.15% expense ratio, which is lower than GVI's 0.20% expense ratio. Despite the difference, 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

VSDB vs. GVI — Risk / Return Rank

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

VSDB

GVI
GVI Risk / Return Rank: 7777
Overall Rank
GVI Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GVI Sortino Ratio Rank: 8383
Sortino Ratio Rank
GVI Omega Ratio Rank: 7171
Omega Ratio Rank
GVI Calmar Ratio Rank: 7979
Calmar Ratio Rank
GVI Martin Ratio Rank: 7575
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.

VSDB vs. GVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short Duration Bond ETF Shares (VSDB) and iShares Intermediate Government/Credit Bond ETF (GVI). 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.

VSDB vs. GVI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VSDBGVIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

2.75

0.77

+1.99

Correlation

The correlation between VSDB and GVI is 0.84, 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

VSDB vs. GVI - Dividend Comparison

VSDB's dividend yield for the trailing twelve months is around 4.20%, more than GVI's 3.57% yield.


TTM20252024202320222021202020192018201720162015
VSDB
Vanguard Short Duration Bond ETF Shares
4.20%3.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GVI
iShares Intermediate Government/Credit Bond ETF
3.57%3.48%3.40%2.75%1.86%1.46%1.84%2.29%2.16%1.91%1.77%1.75%

Drawdowns

VSDB vs. GVI - Drawdown Comparison

The maximum VSDB drawdown since its inception was -1.42%, smaller than the maximum GVI drawdown of -12.93%. Use the drawdown chart below to compare losses from any high point for VSDB and GVI.


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Drawdown Indicators


VSDBGVIDifference

Max Drawdown

Largest peak-to-trough decline

-1.42%

-12.93%

+11.51%

Max Drawdown (1Y)

Largest decline over 1 year

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-12.93%

Max Drawdown (10Y)

Largest decline over 10 years

-12.93%

Current Drawdown

Current decline from peak

-0.79%

-1.20%

+0.41%

Average Drawdown

Average peak-to-trough decline

-0.17%

-1.87%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

Volatility

VSDB vs. GVI - Volatility Comparison


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Volatility by Period


VSDBGVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

2.74%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

3.97%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

3.52%

-1.61%