TIPS
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Oct 16, 2012, corresponding to the inception date of VTIP
Returns By Period
As of May 30, 2025, the TIPS returned 3.54% Year-To-Date and 2.75% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| TIPS | 3.72% | -0.43% | 3.45% | 6.92% | 3.67% | 2.77% |
| Portfolio components: | ||||||
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.51% | -0.38% | 3.40% | 6.78% | 3.88% | 2.85% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.51% | -0.26% | 3.41% | 6.82% | 3.80% | 2.84% |
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 4.07% | -0.42% | 3.51% | 7.15% | 3.56% | 2.79% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 3.79% | -0.67% | 3.49% | 6.91% | 3.44% | 2.59% |
Monthly Returns
The table below presents the monthly returns of TIPS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.01% | 1.28% | 0.92% | 0.90% | -0.43% | 3.72% | |||||||
| 2024 | 0.48% | -0.30% | 0.56% | -0.27% | 1.08% | 0.59% | 1.01% | 0.58% | 1.06% | -0.61% | 0.46% | -0.26% | 4.44% |
| 2023 | 0.84% | -0.53% | 2.14% | 0.17% | -0.77% | -0.31% | 0.44% | 0.10% | -0.35% | 0.35% | 1.18% | 1.29% | 4.61% |
| 2022 | -0.80% | 1.11% | -0.91% | -0.13% | 0.42% | -1.73% | 2.11% | -1.65% | -3.36% | 1.10% | 0.54% | -0.38% | -3.76% |
| 2021 | 0.59% | 0.05% | 0.50% | 0.95% | 0.73% | 0.00% | 1.43% | -0.01% | -0.07% | 0.67% | 0.06% | 0.52% | 5.54% |
| 2020 | 0.58% | 0.42% | -1.89% | 1.52% | 0.90% | 0.75% | 0.87% | 1.18% | -0.22% | -0.21% | 0.60% | 1.00% | 5.60% |
| 2019 | 0.84% | 0.07% | 0.86% | 0.46% | 0.64% | 0.66% | 0.03% | 0.61% | -0.26% | 0.18% | 0.10% | 0.78% | 5.08% |
| 2018 | -0.33% | -0.11% | 0.62% | -0.08% | 0.31% | 0.26% | -0.25% | 0.49% | -0.27% | -0.52% | 0.06% | 0.21% | 0.39% |
| 2017 | 0.50% | 0.06% | 0.20% | -0.13% | -0.02% | -0.53% | 0.30% | 0.28% | -0.16% | 0.19% | -0.20% | 0.13% | 0.63% |
| 2016 | 0.62% | 0.20% | 1.11% | -0.05% | -0.14% | 1.00% | -0.09% | -0.40% | 0.81% | -0.03% | -0.54% | 0.31% | 2.81% |
| 2015 | 1.08% | -0.28% | -0.41% | 0.78% | -0.13% | -0.05% | -0.27% | -0.40% | -0.03% | 0.03% | -0.23% | -0.22% | -0.15% |
| 2014 | 0.24% | 0.26% | -0.42% | 0.53% | 0.72% | 0.32% | -0.34% | -0.09% | -1.11% | 0.10% | -0.20% | -1.42% | -1.43% |
Expense Ratio
TIPS has an expense ratio of 0.12%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 98, TIPS is among the top 2% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.36 | 5.08 | 1.75 | 6.99 | 20.77 |
STIP iShares 0-5 Year TIPS Bond ETF | 3.44 | 5.27 | 1.77 | 7.28 | 21.72 |
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 2.61 | 3.86 | 1.55 | 4.75 | 11.40 |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 2.75 | 4.00 | 1.59 | 5.19 | 13.54 |
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Dividends
Dividend yield
TIPS provided a 3.23% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.23% | 2.82% | 2.93% | 6.43% | 4.25% | 1.40% | 1.92% | 2.44% | 1.63% | 0.83% | 0.12% | 0.82% |
| Portfolio components: | ||||||||||||
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.76% | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.26% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% | 0.74% |
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 4.26% | 4.01% | 3.88% | 6.97% | 4.53% | 1.15% | 1.91% | 2.48% | 1.88% | 1.01% | 0.00% | 0.85% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 2.63% | 1.97% | 1.63% | 5.88% | 3.65% | 1.86% | 1.76% | 2.39% | 1.51% | 0.65% | 0.49% | 0.86% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the TIPS. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the TIPS was 6.23%, occurring on Mar 18, 2020. Recovery took 56 trading sessions.
The current TIPS drawdown is 0.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -6.23% | Mar 6, 2020 | 9 | Mar 18, 2020 | 56 | Jun 8, 2020 | 65 |
| -6.17% | Mar 14, 2022 | 140 | Sep 30, 2022 | 360 | Mar 8, 2024 | 500 |
| -4.13% | Apr 2, 2013 | 685 | Dec 16, 2015 | 635 | Jun 26, 2018 | 1320 |
| -2.29% | Nov 18, 2021 | 58 | Feb 10, 2022 | 12 | Mar 1, 2022 | 70 |
| -1.11% | Apr 4, 2025 | 6 | Apr 11, 2025 | 10 | Apr 28, 2025 | 16 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | TDTT | VTIP | STPZ | STIP | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | 0.07 | 0.06 | 0.07 | 0.06 |
| TDTT | 0.06 | 1.00 | 0.85 | 0.85 | 0.87 | 0.94 |
| VTIP | 0.07 | 0.85 | 1.00 | 0.87 | 0.90 | 0.94 |
| STPZ | 0.06 | 0.85 | 0.87 | 1.00 | 0.90 | 0.95 |
| STIP | 0.07 | 0.87 | 0.90 | 0.90 | 1.00 | 0.96 |
| Portfolio | 0.06 | 0.94 | 0.94 | 0.95 | 0.96 | 1.00 |