Summary
BIV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 3.90% Volatility 4.60% Sharpe 0.14
Official loaded data — not a live quote.

VANGUARD INTERMEDIATE-TERM BOND INDEX FUND ETF SHARES

Symbol: BIV

Exchange: NYSE

Sector: N/A

Category: Intermediate Core Bond

Inception date: 03/04/2007

Latest date: 16/07/2026

Current price: $76.09

Expense ratio: 0.03%

Assets under management
$52.5B
0.12% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.41%

Ann. -17.09% (Sharpe / Sortino numerator)

Volatility

6.08%

Sharpe ratio

-3.408

VaR 95%

-0.69%

CVaR 95%: -0.78%
Max drawdown: -2.68%
Sortino ratio: -5.678
Calmar ratio: -6.38

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.52%

Ann. -2.57% (Sharpe / Sortino numerator)

Volatility

4.60%

Sharpe ratio

-1.349

VaR 95%

-0.45%

CVaR 95%: -0.62%
Max drawdown: -3.23%
Sortino ratio: -1.870
Calmar ratio: -0.80

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.07%

Ann. -0.06% (Sharpe / Sortino numerator)

Volatility

3.96%

Sharpe ratio

-0.931

VaR 95%

-0.44%

CVaR 95%: -0.56%
Max drawdown: -3.23%
Sortino ratio: -1.327
Calmar ratio: -0.02

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.90%

Ann. 4.27% (Sharpe / Sortino numerator)

Volatility

4.60%

Sharpe ratio

0.139

VaR 95%

-0.45%

CVaR 95%: -0.64%
Max drawdown: -3.23%
Sortino ratio: 0.208
Calmar ratio: 1.32

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.59%

Ann. 5.46% (Sharpe / Sortino numerator)

Volatility

4.98%

Sharpe ratio

0.367

VaR 95%

-0.46%

CVaR 95%: -0.67%
Max drawdown: -5.21%
Sortino ratio: 0.578
Calmar ratio: 1.05

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

13.49%

Ann. 3.86% (Sharpe / Sortino numerator)

Volatility

5.76%

Sharpe ratio

0.039

VaR 95%

-0.58%

CVaR 95%: -0.76%
Max drawdown: -7.67%
Sortino ratio: 0.065
Calmar ratio: 0.50

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.016%

Best day

1.024%

01/08/2025
Worst day

-0.84%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $76.00 $76.12 $75.98 $76.09 1,209,300
15/07/2026 $75.99 $76.19 $75.99 $76.13 1,348,300
14/07/2026 $75.93 $76.06 $75.86 $75.92 1,571,000
13/07/2026 $75.91 $75.94 $75.72 $75.72 1,771,500
10/07/2026 $76.10 $76.20 $75.96 $76.02 1,397,100
09/07/2026 $76.01 $76.20 $76.00 $76.08 1,243,000
08/07/2026 $75.96 $76.00 $75.83 $75.96 1,685,000
07/07/2026 $76.28 $76.36 $76.07 $76.10 1,645,000
06/07/2026 $76.41 $76.51 $76.34 $76.46 1,370,500
02/07/2026 $76.38 $76.48 $76.32 $76.43 1,183,400