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Vanguard Inflation-Protected Securities Fund Inves...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS9220318698
CUSIP922031869
IssuerVanguard
Inception DateJun 29, 2000
CategoryInflation-Protected Bonds
Min. Investment$3,000
Home Pageadvisors.vanguard.com
Asset ClassBond

Expense Ratio

VIPSX has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for VIPSX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard Inflation-Protected Securities Fund Investor Shares

Popular comparisons: VIPSX vs. VTIP, VIPSX vs. BND, VIPSX vs. TIP, VIPSX vs. VBILX, VIPSX vs. SCHO, VIPSX vs. BNDX, VIPSX vs. SCHP, VIPSX vs. BNDW, VIPSX vs. VWEHX, VIPSX vs. VCIT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Inflation-Protected Securities Fund Investor Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


180.00%200.00%220.00%240.00%260.00%280.00%FebruaryMarchAprilMayJuneJuly
191.47%
270.09%
VIPSX (Vanguard Inflation-Protected Securities Fund Investor Shares)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Inflation-Protected Securities Fund Investor Shares had a return of 2.23% year-to-date (YTD) and 3.84% in the last 12 months. Over the past 10 years, Vanguard Inflation-Protected Securities Fund Investor Shares had an annualized return of 1.85%, while the S&P 500 had an annualized return of 10.97%, indicating that Vanguard Inflation-Protected Securities Fund Investor Shares did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.23%17.16%
1 month1.42%2.10%
6 months2.84%17.92%
1 year3.84%22.68%
5 years (annualized)2.10%13.47%
10 years (annualized)1.85%10.97%

Monthly Returns

The table below presents the monthly returns of VIPSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.26%-1.11%0.72%-1.62%1.82%0.73%2.23%
20232.12%-1.49%2.91%0.08%-1.23%-0.45%0.08%-0.84%-1.90%-0.70%2.64%2.62%3.73%
2022-1.86%0.70%-1.65%-2.15%-0.95%-3.01%4.07%-2.63%-6.62%1.26%1.83%-1.33%-12.04%
20210.42%-1.73%-0.08%1.34%0.97%0.71%2.55%-0.13%-0.77%1.11%0.96%0.16%5.57%
20202.12%0.97%-1.31%2.54%0.51%1.09%2.29%0.98%-0.33%-0.70%1.19%1.13%10.90%
20191.44%-0.16%1.82%0.31%1.71%0.80%0.23%2.27%-1.07%-0.15%0.23%0.39%8.06%
2018-0.92%-0.93%0.92%-0.08%0.23%0.61%-0.46%0.62%-0.95%-1.42%0.40%0.51%-1.48%
20171.00%0.38%0.01%0.46%0.00%-0.95%0.54%0.91%-0.71%0.23%0.08%0.86%2.81%
20161.56%1.07%1.90%0.15%-0.67%2.26%0.66%-0.44%0.73%-0.51%-2.04%-0.15%4.53%
20153.11%-1.40%-0.42%0.67%-1.04%-0.90%0.46%-0.91%-0.46%0.23%-0.15%-0.95%-1.82%
20142.16%0.30%-0.47%1.36%1.94%0.39%0.00%0.51%-2.49%0.75%0.30%-0.91%3.83%
2013-0.69%0.14%0.22%0.76%-4.26%-3.94%0.90%-1.71%1.68%0.45%-1.04%-1.60%-8.92%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VIPSX is 16, indicating that it is in the bottom 16% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VIPSX is 1616
VIPSX (Vanguard Inflation-Protected Securities Fund Investor Shares)
The Sharpe Ratio Rank of VIPSX is 1515Sharpe Ratio Rank
The Sortino Ratio Rank of VIPSX is 1515Sortino Ratio Rank
The Omega Ratio Rank of VIPSX is 1414Omega Ratio Rank
The Calmar Ratio Rank of VIPSX is 1414Calmar Ratio Rank
The Martin Ratio Rank of VIPSX is 2323Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VIPSX
Sharpe ratio
The chart of Sharpe ratio for VIPSX, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.005.000.67
Sortino ratio
The chart of Sortino ratio for VIPSX, currently valued at 1.04, compared to the broader market0.005.0010.001.04
Omega ratio
The chart of Omega ratio for VIPSX, currently valued at 1.12, compared to the broader market1.002.003.004.001.12
Calmar ratio
The chart of Calmar ratio for VIPSX, currently valued at 0.26, compared to the broader market0.005.0010.0015.0020.000.26
Martin ratio
The chart of Martin ratio for VIPSX, currently valued at 2.16, compared to the broader market0.0020.0040.0060.0080.00100.002.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.005.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market0.005.0010.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market1.002.003.004.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.005.0010.0015.0020.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market0.0020.0040.0060.0080.00100.007.83

Sharpe Ratio

The current Vanguard Inflation-Protected Securities Fund Investor Shares Sharpe ratio is 0.67. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Inflation-Protected Securities Fund Investor Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.67
2.10
VIPSX (Vanguard Inflation-Protected Securities Fund Investor Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Inflation-Protected Securities Fund Investor Shares granted a 4.25% dividend yield in the last twelve months. The annual payout for that period amounted to $0.50 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.50$0.49$0.98$0.73$0.19$0.29$0.38$0.30$0.44$0.10$0.30$0.26

Dividend yield

4.25%4.20%8.34%5.03%1.28%2.22%3.02%2.32%3.38%0.77%2.25%2.01%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Inflation-Protected Securities Fund Investor Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.01$0.00$0.00$0.15$0.00$0.16
2023$0.00$0.00$0.04$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.23$0.49
2022$0.00$0.00$0.15$0.00$0.00$0.31$0.00$0.00$0.21$0.00$0.00$0.30$0.98
2021$0.00$0.00$0.03$0.00$0.00$0.14$0.00$0.00$0.27$0.00$0.00$0.29$0.73
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.15$0.19
2019$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.09$0.00$0.00$0.15$0.29
2018$0.00$0.00$0.04$0.00$0.00$0.08$0.00$0.00$0.10$0.00$0.00$0.16$0.38
2017$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.09$0.00$0.00$0.19$0.30
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.44
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2014$0.00$0.00$0.01$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.18$0.30
2013$0.05$0.00$0.00$0.01$0.00$0.00$0.09$0.00$0.00$0.11$0.26

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-7.33%
-1.39%
VIPSX (Vanguard Inflation-Protected Securities Fund Investor Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Inflation-Protected Securities Fund Investor Shares. 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 Vanguard Inflation-Protected Securities Fund Investor Shares was 15.13%, occurring on Nov 24, 2008. Recovery took 226 trading sessions.

The current Vanguard Inflation-Protected Securities Fund Investor Shares drawdown is 7.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.13%Mar 11, 2008180Nov 24, 2008226Oct 19, 2009406
-14.55%Nov 10, 2021479Oct 6, 2023
-11.22%Dec 11, 2012185Sep 5, 20131395Mar 22, 20191580
-8.95%Mar 9, 20208Mar 18, 202028Apr 28, 202036
-7.32%Jun 16, 200335Aug 5, 2003113Jan 15, 2004148

Volatility

Volatility Chart

The current Vanguard Inflation-Protected Securities Fund Investor Shares volatility is 1.11%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%FebruaryMarchAprilMayJuneJuly
1.11%
2.59%
VIPSX (Vanguard Inflation-Protected Securities Fund Investor Shares)
Benchmark (^GSPC)