ANBIX vs. VTIPX

Last updated Jun 5, 2026

ANBIX (AB Bond Inflation Strategy) and VTIPX (Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares) are both Inflation-Protected Bonds funds. Over the past 10 years, ANBIX returned 3.64%/yr vs 3.05%/yr for VTIPX. Their correlation of 0.82 suggests significant overlap in exposure. ANBIX charges 0.59%/yr vs 0.14%/yr for VTIPX.

Performance

ANBIX vs. VTIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Bond Inflation Strategy (ANBIX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ANBIX achieves a 1.58% return, which is significantly lower than VTIPX's 1.99% return. Over the past 10 years, ANBIX has outperformed VTIPX with an annualized return of 3.64%, while VTIPX has yielded a comparatively lower 3.05% annualized return.

ANBIX

• 1D: -0.03%
• 1M: 0.08%
• YTD: 1.58%
• 6M: 1.58%
• 1Y: 4.33%
• 3Y*: 5.15%
• 5Y*: 2.34%
• 10Y*: 3.64%

VTIPX

• 1D: 0.00%
• 1M: 0.12%
• YTD: 1.99%
• 6M: 2.00%
• 1Y: 4.48%
• 3Y*: 5.15%
• 5Y*: 3.27%
• 10Y*: 3.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ANBIX vs. VTIPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ANBIX AB Bond Inflation Strategy	1.58%	7.52%	3.20%	5.20%	-8.50%	6.35%	9.35%	9.29%	-0.76%	2.93%
VTIPX Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares	1.99%	5.96%	4.65%	4.51%	-2.93%	5.21%	4.85%	4.74%	0.49%	0.72%

Correlation

The correlation between ANBIX and VTIPX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013	0.83

The correlation between ANBIX and VTIPX has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

Return for Risk

ANBIX vs. VTIPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANBIX

ANBIX Risk / Return Rank: 75
ANBIX Sharpe Ratio Rank: 57
ANBIX Sortino Ratio Rank: 73
ANBIX Omega Ratio Rank: 67
ANBIX Calmar Ratio Rank: 88
ANBIX Martin Ratio Rank: 87

VTIPX

VTIPX Risk / Return Rank: 94
VTIPX Sharpe Ratio Rank: 91
VTIPX Sortino Ratio Rank: 95
VTIPX Omega Ratio Rank: 89
VTIPX Calmar Ratio Rank: 96
VTIPX Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANBIX vs. VTIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Bond Inflation Strategy (ANBIX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX). 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.

	ANBIX	VTIPX	Difference
Sharpe ratio: Return per unit of total volatility	2.19	3.07	-0.88
Sortino ratio: Return per unit of downside risk	3.55	5.17	-1.62
Omega ratio: Gain probability vs. loss probability	1.45	1.65	-0.20
Calmar ratio: Return relative to maximum drawdown	4.35	6.44	-2.09
Martin ratio: Return relative to average drawdown	16.38	25.13	-8.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ANBIX vs. VTIPX - Sharpe Ratio Comparison

The current ANBIX Sharpe Ratio is 2.19, which is comparable to the VTIPX Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of ANBIX and VTIPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ANBIX	VTIPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	3.07	-0.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	1.24	-0.71
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.91	1.38	-0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	1.03	-0.17

Drawdowns

ANBIX vs. VTIPX - Drawdown Comparison

The maximum ANBIX drawdown since its inception was -11.56%, which is greater than VTIPX's maximum drawdown of -5.36%. Use the drawdown chart below to compare losses from any high point for ANBIX and VTIPX.

Drawdown Indicators

	ANBIX	VTIPX	Difference
Max Drawdown Largest peak-to-trough decline	-11.56%	-5.36%	-6.20%
Max Drawdown (1Y) Largest decline over 1 year	-1.05%	-0.72%	-0.33%
Max Drawdown (3Y) Largest decline over 3 years	-2.52%	-0.95%	-1.57%
Max Drawdown (5Y) Largest decline over 5 years	-10.85%	-5.36%	-5.49%
Max Drawdown (10Y) Largest decline over 10 years	-11.56%	-5.36%	-6.20%
Current Drawdown Current decline from peak	-0.03%	-0.04%	+0.01%
Average Drawdown Average peak-to-trough decline	-2.19%	-1.11%	-1.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.28%	0.18%	+0.10%

Volatility

ANBIX vs. VTIPX - Volatility Comparison

AB Bond Inflation Strategy (ANBIX) has a higher volatility of 0.60% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) at 0.52%. This indicates that ANBIX's price experiences larger fluctuations and is considered to be riskier than VTIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ANBIX	VTIPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.60%	0.52%	+0.08%
Volatility (6M) Calculated over the trailing 6-month period	1.44%	1.09%	+0.35%
Volatility (1Y) Calculated over the trailing 1-year period	2.10%	1.51%	+0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.49%	2.66%	+1.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.00%	2.22%	+1.78%

ANBIX vs. VTIPX - Expense Ratio Comparison

ANBIX has a 0.59% expense ratio, which is higher than VTIPX's 0.14% expense ratio.

Dividends

ANBIX vs. VTIPX - Dividend Comparison

ANBIX's dividend yield for the trailing twelve months is around 4.27%, more than VTIPX's 3.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ANBIX AB Bond Inflation Strategy	4.27%	4.93%	3.86%	4.55%	6.47%	4.70%	2.22%	3.19%	3.39%	2.05%	2.13%	1.61%
VTIPX Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares	3.48%	3.70%	2.60%	2.76%	6.74%	4.59%	1.11%	1.88%	2.37%	1.50%	0.55%	0.00%

Frequently Asked Questions

Can I hold both ANBIX and VTIPX in my portfolio?

ANBIX and VTIPX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ANBIX or VTIPX?

ANBIX has higher volatility (0.60%) compared to VTIPX (0.52%). In terms of maximum drawdown, ANBIX dropped -11.56% vs VTIPX's -5.36%.

Which has better risk-adjusted returns?

VTIPX currently has the higher Sharpe Ratio (3.07 vs 2.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.