Summary
BIV
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -2.18% 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: 15/10/2026

Current price: $73.54

Expense ratio: 0.03%

Assets under management
$50.4B
-0.16% 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

-0.14%

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

-2.29%

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

-2.91%

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

-2.18%

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

3.18%

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

15.14%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.008%

Best day

0.643%

15/10/2026
Worst day

-0.944%

23/09/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $73.66 $73.73 $73.46 $73.54 1,775,000
14/10/2026 $72.59 $73.15 $72.58 $73.07 3,025,400
13/10/2026 $73.09 $73.14 $72.93 $73.03 2,943,900
12/10/2026 $72.86 $72.99 $72.86 $72.96 1,440,500
09/10/2026 $72.90 $72.96 $72.80 $72.92 2,490,500
08/10/2026 $72.72 $73.01 $72.64 $72.97 3,374,400
07/10/2026 $72.43 $72.84 $72.40 $72.78 2,715,500
06/10/2026 $72.71 $72.86 $72.66 $72.76 1,955,900
05/10/2026 $72.56 $72.64 $72.41 $72.59 2,519,600
02/10/2026 $72.97 $73.03 $72.54 $72.61 2,875,800