Vanguard Long-Term Bond Index Fund ETF Shares

10-Year Study

BLV.US · · US · ETF

Executive Summary: Vanguard Long-Term Bond Index Fund ETF Shares has compounded at 1.0% annually over the last 10 years, with a maximum drawdown of 37.3% and an annualized volatility of 10.9%.

1Y CAGR
+5.5%
3Y CAGR
+1.6%
5Y CAGR
-3.4%
10Y CAGR
+1.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
37.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +19.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.22.8-3.90.6————————-0.5%
20250.54.5-1.2-1.1-1.72.8-0.60.53.20.90.6-1.86.4%
2024-1.4-2.41.5-5.43.00.93.42.22.3-5.02.3-5.0-4.0%
20237.3-5.14.60.7-2.91.0-1.1-2.3-6.3-4.610.07.67.3%
2022-4.3-2.6-4.0-9.50.2-3.24.4-5.3-7.9-3.88.6-2.3-26.9%
2021-2.9-4.2-3.31.80.33.93.0-0.4-2.51.71.1-1.1-2.9%
20205.33.5-1.93.40.61.75.1-4.10.1-1.94.0-0.515.8%
20191.9-0.84.9-0.64.22.70.58.3-1.9-0.30.3-1.019.0%
2018-2.2-3.11.5-2.01.3-0.60.40.5-1.3-3.20.44.4-4.2%
20170.61.8-0.71.61.90.90.42.1-0.80.00.81.910.7%
2016———1.10.15.12.7-0.3-0.9-3.1-6.31.0-1.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 10.9%. The dominant macroeconomic risk driver is TLT.US, accounting for 49.5% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110111.877237585417
2016-05-0110118.38361953281
2016-06-0110638.308600948956
2016-07-0110929.046278268197
2016-08-0110894.838975179779
2016-09-0110797.454703382182
2016-10-0110466.182266530685
2016-11-019806.614062568622
2016-12-019902.3066750599
2017-01-019957.854910935765
2017-02-0110137.170797405906
2017-03-0110065.503000255376
2017-04-0110224.909357966497
2017-05-0110419.368848419193
2017-06-0110512.345046447434
2017-07-0110553.237656986797
2017-08-0110772.421398839586
2017-09-0110682.047753590303
2017-10-0110684.080997948864
2017-11-0110764.662538367322
2017-12-0110965.88866604531
2018-01-0110728.308129236266
2018-02-0110391.358874135667
2018-03-0110548.211476932436
2018-04-0110332.671308970188
2018-05-0110464.40927745002
2018-06-0110402.777574453343
2018-07-0110446.126344177846
2018-08-0110496.079091578953
2018-09-0110362.600665928192
2018-10-0110028.61181461366
2018-11-0110069.195372010521
2018-12-0110508.63640873742
2019-01-0110704.380909624726
2019-02-0110619.456359256385
2019-03-0111137.104106990944
2019-04-0111070.185968662012
2019-05-0111530.593821214385
2019-06-0111840.915708195276
2019-07-0111901.181070983002
2019-08-0112883.905000317189
2019-09-0112633.669550620465
2019-10-0112596.66450329467
2019-11-0112636.532358677317
2019-12-0112504.599198739064
2020-01-0113170.071944318384
2020-02-0113629.91048845036
2020-03-0113366.873732272144
2020-04-0113814.773065530651
2020-05-0113895.58232931727
2020-06-0114133.195398036049
2020-07-0114854.785687911632
2020-08-0114242.209827564613
2020-09-0114257.434761321512
2020-10-0113991.535197086445
2020-11-0114556.825926630783
2020-12-0114478.9933325851
2021-01-0114056.403825101946
2021-02-0113464.550791257374
2021-03-0113022.116818834675
2021-04-0113260.657046980958
2021-05-0113304.022082660329
2021-06-0113817.57080976803
2021-07-0114230.368212420359
2021-08-0114179.032858855431
2021-09-0113820.937862425808
2021-10-0114059.006377880905
2021-11-0114213.354023627926
2021-12-0114060.193792586304
2022-01-0113460.468036585384
2022-02-0113109.172209290788
2022-03-0112586.904930373581
2022-04-0111390.51141788702
2022-05-0111416.211626579223
2022-06-0111051.23613124023
2022-07-0111541.866127938243
2022-08-0110931.697628911761
2022-09-0110064.982489699585
2022-10-019683.98502881514
2022-11-0110512.361312402303
2022-12-0110271.332393161143
2023-01-0111017.142689835895
2023-02-0110451.721832652604
2023-03-0110934.918287975719
2023-04-0111007.74096792191
2023-05-0110686.7974124119
2023-06-0110797.22698001402
2023-07-0110673.638254923299
2023-08-0110424.395028473555
2023-09-019766.307026404525
2023-10-019318.99326752128
2023-11-0110250.121588012642
2023-12-0111026.18656074277
2024-01-0110875.384893157076
2024-02-0110616.805008612824
2024-03-0110771.152654359847
2024-04-0110192.0846610419
2024-05-0110495.184464061187
2024-06-0110590.161374538251
2024-07-0110949.752838815772
2024-08-0111192.131832311019
2024-09-0111451.687674147379
2024-10-0110882.672040938154
2024-11-0111137.60835159187
2024-12-0110581.654280142035
2025-01-0110635.771111989474
2025-02-0111109.191728436632
2025-03-0110970.57326104743
2025-04-0110849.570822780794
2025-05-0110664.399192558003
2025-06-0110961.740847553845
2025-07-0110899.198251084534
2025-08-0110956.454412221588
2025-09-0111303.651218889328
2025-10-0111407.02136207853
2025-11-0111470.100735058502
2025-12-0111263.035129582728
2026-01-0111282.489211605433
2026-02-0111594.193704750147
2026-03-0111141.593510534643
2026-04-0111205.616308896992
Annual Return Matrix
YearAnnual Return
20170.1074074986653526
2018-0.04169769283940672
20190.18993546949079887
20200.15789343604432604
2021-0.028924631041598925
2022-0.2694743369343148
20230.07349135814981755
2024-0.04031604926615617
20250.06439265840686192
2026-0.005097988244298968
Total Factor Risk
0.10946061534865267
VTI.US Exposure
0.018706239636138003
VEA.US Exposure
0.002755921277015789
VWO.US Exposure
0.0032819306164543773
QQQ.US Exposure
-0.005636401356734933
VTV.US Exposure
-0.0083072093512821
IJR.US Exposure
-0.005431954388382308
QUAL.US Exposure
0.007010441470806496
SHV.US Exposure
0.014702867628716592
TLT.US Exposure
0.4950418025971156
LQD.US Exposure
0.47970650541978543
HYG.US Exposure
0.00502660135869804
GLD.US Exposure
-0.001467993835110808
USO.US Exposure
-0.003499841120581103
VNQ.US Exposure
0.011553455793129023
BTC-USD.CC Exposure
-0.0007515664677562203
CPER.US Exposure
0.0018359099392945763
VIX.INDX Exposure
-0.0007681993015149711
UUP.US Exposure
0.0007817261849214966
TIP.US Exposure
-0.01654464094225701
Idiosyncratic Exposure
0.002004404841543862
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
54.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
10.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.55%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$87
Avg Yield on Cost
0.87%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$86.990.87%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
2.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard Long-Term Bond Index Fund ETF Shares a high-risk investment?

Vanguard Long-Term Bond Index Fund ETF Shares (BLV.US) has an annualized volatility of 10.9% and experienced a maximum drawdown of 37.3% over the last 10 years. Its primary macro risk driver is TLT.US.

What is the 10-year return of BLV.US?

Over the past 10 years, BLV.US has generated a Compound Annual Growth Rate (CAGR) of 1.0%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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