Simulation Results
Inflation Adj:
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.

The Vanguard Short-Term Bond (BSV) ETF covers to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: Short Term
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Table of contents

The Vanguard Short-Term Bond (BSV) ETF is part of the following Lazy Portfolios:

Portfolio Name Author BSV Weight▾ Currency
Robo Advisor 0 Betterment 20.00% USD
Aim comfortable trip Aim Ways 17.00% USD
Robo Advisor 10 Value Tilt Betterment 15.40% USD
Robo Advisor 20 Value Tilt Betterment 10.70% USD
Diavola Portfolio Davide Pisicchio 5.00% USD
Pepperoni Portfolio Davide Pisicchio 5.00% USD
Capricciosa Portfolio Davide Pisicchio 5.00% USD
Four Seasons Portfolio Davide Pisicchio 5.00% USD
Margherita Portfolio Davide Pisicchio 5.00% USD

Investment Returns as of Jun 30, 2026

VANGUARD SHORT-TERM BOND (BSV) ETF
Capital Growth
Inflation Adj:
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Show Live Returns: July 2026
Chg (%) Return (%) Return (%) as of Jun 30, 2026
1 Day Time ET(*) Jul 2026 YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~156Y)
Investment Return 1YOnly 1 Asset
Rebalance has no effect 		-0.09 -0.32 0.51 0.05 0.51 2.99 1.70 1.91 3.45 4.51
US Inflation Adjusted Return -1.46 0.47 -1.46 -0.44 -2.41 -1.35 0.88 2.33
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
US Inflation is updated to Jun 2026. Inflation (annualized) is 1Y: 3.44% , 5Y: 4.21% , 10Y: 3.31% , 30Y: 2.54%

Investment Metrics as of Jun 30, 2026

VANGUARD SHORT-TERM BOND (BSV) ETF
Advanced Metrics
1 January 1871 - 30 June 2026 (~156 years)
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Metrics as of Jun 30, 2026
YTD
(6M) 		1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~156Y)
Investment Return (%)
0.51 0.05 0.38 0.51 2.99 4.62 1.70 1.91 2.59 3.45 4.51
Growth of 1$ 1.01 1.00 1.00 1.01 1.03 1.15 1.09 1.21 1.67 2.76 951.16
Infl. Adjusted Return (%)
-1.46 0.47 -0.31 -1.46 -0.44 1.53 -2.41 -1.35 0.06 0.88 2.33
US Inflation (%) 2.01 -0.42 0.69 2.01 3.44 3.05 4.21 3.31 2.53 2.54 2.13
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -0.41 -0.78 -1.05 -7.84 -7.84 -7.84 -7.84 -12.08
Start to Recovery (# months)
4* 4* 5 36 36 36 36 10
Start (yyyy mm) 2026 03 2024 10 2021 08 2021 08 2021 08 2021 08 1979 07
Start to Bottom (# months) 1 1 15 15 15 15 8
Bottom (yyyy mm) 2026 03 2024 10 2022 10 2022 10 2022 10 2022 10 1980 02
Bottom to End (# months) 3 4 21 21 21 21 2
End (yyyy mm) - 2025 02 2024 07 2024 07 2024 07 2024 07 1980 04
Longest Drawdown Depth (%)
same		 -0.95
same
same
same
same		 -7.84
Start to Recovery (# months)
5 36
Start (yyyy mm) 2026 03 2024 02 2021 08 2021 08 2021 08 2021 08 2021 08
Start to Bottom (# months) 1 3 15 15 15 15 15
Bottom (yyyy mm) 2026 03 2024 04 2022 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 3 2 21 21 21 21 21
End (yyyy mm) - 2024 06 2024 07 2024 07 2024 07 2024 07 2024 07
Longest negative period (# months)
4* 4 36 50 50 50 50
Start (yyyy mm) 2026 03 2024 01 2021 07 2019 09 2019 09 2019 09 2019 09
End (yyyy mm) 2026 06 2024 04 2024 06 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -1.22 -1.95 -0.23 -0.12 -0.12 -0.12 -0.12
Drawdowns / Negative periods marked with * are in progress
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
Deepest Drawdown Depth (%) -15.81 -2.40 -2.40 -16.25 -20.37 -20.37 -20.37 -46.34
Start to Recovery (# months)
73* 4* 4* 60* 73* 73* 73* 155
Start (yyyy mm) 2026 03 2026 03 2021 07 2020 06 2020 06 2020 06 1915 04
Start to Bottom (# months) 3 3 28 41 41 41 63
Bottom (yyyy mm) 2026 05 2026 05 2023 10 2023 10 2023 10 2023 10 1920 06
Bottom to End (# months) 1 1 32 32 32 32 92
End (yyyy mm) - - - - - - 1928 02
Longest Drawdown Depth (%)
same		 -2.07
same
same		 -5.66 -5.66 -40.90
Start to Recovery (# months)
7 113 113 553
Start (yyyy mm) 2026 03 2024 01 2021 07 2020 06 2010 11 2010 11 1939 06
Start to Bottom (# months) 3 4 28 41 96 96 169
Bottom (yyyy mm) 2026 05 2024 04 2023 10 2023 10 2018 10 2018 10 1953 06
Bottom to End (# months) 1 3 32 32 17 17 384
End (yyyy mm) - 2024 07 - - 2020 03 2020 03 1985 06
Longest negative period (# months)
12* 20 60* 120* 237* 281 621
Start (yyyy mm) 2025 07 2024 10 2021 07 2016 07 2006 10 2003 01 1932 10
End (yyyy mm) 2026 06 2026 05 2026 06 2026 06 2026 06 2026 05 1984 06
Annualized Return (%) -0.44 -0.19 -2.41 -1.35 -0.03 0.00 -0.01
Drawdowns / Negative periods marked with * are in progress
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
RISK INDICATORS - MISC
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 1.53 2.24 2.91 2.29 2.37 2.23 3.97
Sharpe Ratio -0.55 0.02 -0.60 -0.13 0.45 0.55 0.13
Sortino Ratio -0.76 0.02 -0.83 -0.18 0.68 0.81 0.20
Ulcer Index 0.32 0.37 3.36 2.42 1.75 1.44 1.46
Ratio: Return / Standard Deviation 1.95 2.07 0.59 0.84 1.09 1.55 1.14
Ratio: Return / Deepest Drawdown 3.82 4.39 0.22 0.24 0.33 0.44 0.37
Zero or Positive Months (%)
83.33 77.77 60.00 63.33 66.66 71.11 69.98
Zero or Positive Months 10 28 36 76 160 256 1306
Negative Months 2 8 24 44 80 104 560
# Rebalances 0 0 0 0 0 0 0
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 1.91 3.27 5.30 12.83
Worst 10 Years Return (%) - Annualized 0.74 0.74 0.74
Best 10 Years Return (%) - Annualized -1.35 1.48 2.67 9.26
Worst 10 Years Return (%) - Annualized -1.76 -1.76 -4.69
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
 1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Jun 2026 - Over the previous 30Y
Best Rolling Return (%) - Annualized 11.60 7.77 7.05 5.30 4.22 3.45
Worst Rolling Return (%) - Annualized -7.30 -1.67 0.46 0.74 2.21
Positive Periods (%) 90.8 92.9 100.0 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 9.73 5.42 4.50 2.67 2.02 0.88
Worst Rolling Return (%) - Annualized -14.33 -7.00 -3.39 -1.76 -0.35
Positive Periods (%) 63.8 66.1 66.7 74.2 72.7 100.0
95% VaR - Value at Risk (%) - Cumulative
0.77 0.98 0.88 0.61 1.94 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 1.04 1.44 1.53 4.25 3.50 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
1.21 1.73 1.95 5.88 4.71 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 1.49 2.22 2.63 7.16 4.84 0.00 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 92.73 29.13 17.23 9.22 5.28 4.42
Perpetual Withdrawal Rate (%) --- --- --- --- --- 1.02
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1871 - Jun 2026)
Best Rolling Return (%) - Annualized 34.01 19.92 17.18 12.83 9.82 8.48
Worst Rolling Return (%) - Annualized -7.30 -1.67 0.46 0.74 1.38 2.01
Positive Periods (%) 91.2 98.4 100.0 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 30.78 17.68 16.55 9.26 8.61 6.60
Worst Rolling Return (%) - Annualized -19.79 -12.84 -11.52 -4.69 -2.33 -0.97
Positive Periods (%) 64.5 72.3 72.6 74.3 82.2 87.5
95% VaR - Value at Risk (%) - Cumulative
1.51 2.14 2.37 0.68 0.00 0.00 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 1.99 2.97 3.54 2.41 0.00 0.00 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
2.29 3.50 4.29 3.98 1.86 0.00 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 2.79 4.36 5.50 5.31 3.32 0.00 0.00 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 88.56 26.68 14.36 7.66 3.51 2.38
Perpetual Withdrawal Rate (%) --- --- --- --- --- ---
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
  • Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is based on the portfolio's composition currency:
    • USD → BIL (SPDR Bloomberg 1-3 Month T-Bill ETF)
    • CAD → CBIL.TO (CI First Asset Government 1-3 Month T-Bill ETF)
    • EUR → XEON.DE (Xtrackers II EUR Overnight Rate Swap ETF)
    • GBP → XSTR.L (Xtrackers II GBP Overnight Rate Swap ETF)
    • any other currency → defaults to BIL (USD)
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Correlations as of Jun 30, 2026

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

The following table shows the monthly correlations of Vanguard Short-Term Bond (BSV) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

VANGUARD SHORT-TERM BOND (BSV) ETF
Monthly correlations as of 30 June 2026
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Correlation vs BSV
Asset Class 1 Year 5 Years 10 Years 30 Years
VTI
 US Total Stock Market 0.29 0.48 0.27 0.07
SPY
 US Large Cap Blend 0.26 0.48 0.27 0.08
IJH
 US Mid Cap Blend 0.54 0.43 0.20 0.06
IJR
 US Small Cap Blend 0.44 0.42 0.17 0.03
VNQ
 US REITs 0.60 0.56 0.42 0.24
QQQ
 US Technology 0.07 0.44 0.31 0.03
PFF
 US Preferred Stocks 0.31 0.56 0.44 0.29
EFA
 EAFE Stocks 0.76 0.68 0.42 0.17
VT
 World All Countries 0.47 0.58 0.34 0.11
EEM
 Emerging Markets 0.44 0.56 0.36 0.11
BND
 US Total Bond Market 0.88 0.93 0.91 0.88
TLT
 US Long Term Treasuries 0.59 0.79 0.76 0.69
BIL
 US Cash 0.24 0.37 0.28 0.25
TIP
 US TIPS 0.83 0.81 0.79 0.72
LQD
 US Invest. Grade Bonds 0.75 0.88 0.80 0.75
HYG
 US High Yield Bonds 0.59 0.73 0.50 0.32
CWB
 US Convertible Bonds 0.10 0.44 0.27 0.13
BNDX
 International Bonds 0.64 0.83 0.78 0.59
EMB
 Emerg. Market Bonds 0.75 0.75 0.59 0.48
GLD
 Gold 0.61 0.42 0.45 0.37
DBC
 Commodities -0.43 -0.17 -0.20 0.01

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

VANGUARD SHORT-TERM BOND (BSV) ETF
Drawdown periods
Inflation Adj:
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Rolling Return Analysis

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

VANGUARD SHORT-TERM BOND (BSV) ETF
Annualized Rolling Returns — Over Time & Distribution

Holding Periods and Returns

Holding periods are based on rolling periods: each rolling window represents the return an investor would have achieved by holding the investment for a fixed period (e.g., 10, 20, or 30 years) starting from different dates.

VANGUARD SHORT-TERM BOND (BSV) ETF
Annualized Rolling Returns
Inflation Adj:
Percentiles: – Changes pending. Click 'Update' to refresh

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Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

VANGUARD SHORT-TERM BOND (BSV) ETF
Time to reach your Target Capital

Monthly Returns and Seasonality

This section provides a visual/tabular representation of the performance variability in the Vanguard Short-Term Bond (BSV) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

VANGUARD SHORT-TERM BOND (BSV) ETF
Monthly Returns Distribution

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Monthly Seasonality Analysis
155 full years are available for analysis

Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets.

You can find additional information on extended Data Sources here.

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Your practical guide to Building Wealth.
Master ETF Investing & maximize profits with Lazy Portfolios & Passive Strategies.
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