Vanguard Short-Term Bond Index Fund ETF Shares

10-Year Study

BSV.US · · US · ETF

Executive Summary: Vanguard Short-Term Bond Index Fund ETF Shares has compounded at 1.9% annually over the last 10 years, with a maximum drawdown of 7.9% and an annualized volatility of 6.2%.

1Y CAGR
+3.3%
3Y CAGR
+4.3%
5Y CAGR
+1.5%
10Y CAGR
+1.9%

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 →
7.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-1.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +6.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -5.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.20.5-1.10.3————————-0.2%
20250.41.00.51.0-0.20.8-0.11.10.30.40.60.26.0%
20240.3-0.70.4-0.70.90.71.51.10.9-1.10.5-0.03.8%
20231.2-1.21.90.4-0.5-0.60.30.2-0.40.01.81.64.9%
2022-1.0-0.5-1.9-1.00.8-0.91.0-1.4-1.8-0.21.40.0-5.5%
2021-0.1-0.4-0.20.30.2-0.20.4-0.1-0.3-0.5-0.1-0.2-1.2%
20200.91.00.40.80.60.30.4-0.00.0-0.10.20.24.7%
20190.60.11.00.20.90.70.01.1-0.30.4-0.10.25.0%
2018-0.5-0.30.2-0.20.40.10.10.4-0.20.10.41.01.3%
20170.30.20.10.40.2-0.10.30.3-0.3-0.0-0.3-0.01.2%
2016———0.1-0.21.00.2-0.30.2-0.3-1.00.1-0.2%

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 6.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 76.8% of variance. Idiosyncratic stock-specific factors contribute 1.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110009.460854748871
2016-05-019988.887739936074
2016-06-0110089.391958736473
2016-07-0110106.801166169958
2016-08-0110079.468093151607
2016-09-0110098.312634176682
2016-10-0110071.704944801391
2016-11-019970.305571718061
2016-12-019977.266167952552
2017-01-0110006.142610424227
2017-02-0110024.8019471149
2017-03-0110035.482063731897
2017-04-0110077.276508527888
2017-05-0110102.016720864658
2017-06-0110093.04974434085
2017-07-0110128.145965709416
2017-08-0110162.59397190759
2017-09-0110131.21727092153
2017-10-0110128.624410239949
2017-11-0110101.198735054395
2017-12-0110097.000770141358
2018-01-0110048.492668223413
2018-02-0110018.859974719608
2018-03-0110041.948781741321
2018-04-0110019.616225751737
2018-05-0110056.008877461096
2018-06-0110061.055695573463
2018-07-0110066.719861467158
2018-08-0110104.733051102507
2018-09-0110088.94438159501
2018-10-0110094.716583350439
2018-11-0110131.572245895795
2018-12-0110232.184500557929
2019-01-0110296.00282745284
2019-02-0110305.602585452507
2019-03-0110405.072746719181
2019-04-0110421.278125979077
2019-05-0110516.642924499909
2019-06-0110590.030142005422
2019-07-0110593.101447217537
2019-08-0110714.039877579933
2019-09-0110685.719048111456
2019-10-0110730.16808836716
2019-11-0110721.216545537889
2019-12-0110742.190936408546
2020-01-0110838.142215321646
2020-02-0110941.39363174896
2020-03-0110990.411045586503
2020-04-0111076.762566499932
2020-05-0111139.346197832183
2020-06-0111171.880425908234
2020-07-0111212.501909919698
2020-08-0111209.831880765449
2020-09-0111210.634432881177
2020-10-0111195.64831548941
2020-11-0111220.95957452391
2020-12-0111247.243156314002
2021-01-0111240.45233071938
2021-02-0111196.481734994204
2021-03-0111175.306706094612
2021-04-0111203.751005119355
2021-05-0111227.51889470053
2021-06-0111206.081492993873
2021-07-0111248.18461168053
2021-08-0111240.205391606847
2021-09-0111206.806876636936
2021-10-0111148.328608050524
2021-11-0111141.9081911247
2021-12-0111114.899225691546
2022-01-0111000.767054618302
2022-02-0110942.119015392022
2022-03-0110730.847170926623
2022-04-0110624.493581898128
2022-05-0110705.211804306926
2022-06-0110612.918310998206
2022-07-0110719.750344557231
2022-08-0110569.364425025427
2022-09-0110378.97436926349
2022-10-0110356.780716524703
2022-11-0110503.153875477865
2022-12-0110505.021352516385
2023-01-0110634.803289846326
2023-02-0110507.367274085438
2023-03-0110708.699819271436
2023-04-0110749.136098948502
2023-05-0110698.328376545105
2023-06-0110638.692580868701
2023-07-0110674.99263041086
2023-08-0110697.232584233247
2023-09-0110650.561091964753
2023-10-0110653.663264565934
2023-11-0110843.883549688007
2023-12-0111019.534427170709
2024-01-0111052.439063915557
2024-02-0110978.943810548313
2024-03-0111024.704714839341
2024-04-0110947.59797695132
2024-05-0111047.670052304793
2024-06-0111120.208416610978
2024-07-0111286.923184958938
2024-08-0111408.911106549598
2024-09-0111508.304099343604
2024-10-0111386.964392923343
2024-11-0111442.000947628843
2024-12-0111436.49111868048
2025-01-0111485.338761878156
2025-02-0111597.788660247277
2025-03-0111656.436699473556
2025-04-0111768.408153312148
2025-05-0111740.85900857033
2025-06-0111830.79114661547
2025-07-0111820.34253541647
2025-08-0111948.843476100154
2025-09-0111979.386757581417
2025-10-0112025.564371624841
2025-11-0112093.642398210926
2025-12-0112122.333636348203
2026-01-0112140.792335009946
2026-02-0112197.017284194506
2026-03-0112060.351919102748
2026-04-0112096.929775146504
Annual Return Matrix
YearAnnual Return
20170.012000742505336781
20180.013388503526347462
20190.049843358065211785
20200.04701575524911572
2021-0.011766788428341335
2022-0.054870301636694596
20230.048977822832418694
20240.0378379589687281
20250.05996966294560924
2026-0.00209562465147195
Total Factor Risk
0.061693594917319815
VTI.US Exposure
-0.002952983394030813
VEA.US Exposure
0.0026617988300528
VWO.US Exposure
-0.0010366268884388
QQQ.US Exposure
0.0013469369889285722
VTV.US Exposure
0.002170374028039798
IJR.US Exposure
0.00027962318672154426
QUAL.US Exposure
-0.006434118979778182
SHV.US Exposure
0.7684103326162494
TLT.US Exposure
-0.035761166823602655
LQD.US Exposure
0.18384497002409303
HYG.US Exposure
-0.005989280366553728
GLD.US Exposure
0.0037912394135291403
USO.US Exposure
0.006746727126653995
VNQ.US Exposure
-0.002931078553260304
BTC-USD.CC Exposure
0.0003667671349444558
CPER.US Exposure
-0.0022031316693033676
VIX.INDX Exposure
-0.0006698149962556599
UUP.US Exposure
0.0046540740606002265
TIP.US Exposure
0.06832052584829577
Idiosyncratic Exposure
0.015384832413114637
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
46
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.2%

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 →3.83%
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
$78
Avg Yield on Cost
0.78%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$78.430.78%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 →
-0.3%
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 →
+0.5%
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 →
1.0% 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 →
0.39
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Vanguard Short-Term Bond Index Fund ETF Shares (BSV.US) has an annualized volatility of 6.2% and experienced a maximum drawdown of 7.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BSV.US has generated a Compound Annual Growth Rate (CAGR) of 1.9%. It has had a positive return in 70% 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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