BIP vs. VTI
BIP (Brookfield Infrastructure Partners L.P.) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, BIP returned 12.92%/yr vs 14.66%/yr for VTI. At a 0.43 correlation, their price movements are largely independent.
Performance
BIP vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, BIP achieves a 17.70% return, which is significantly higher than VTI's 11.20% return. Over the past 10 years, BIP has underperformed VTI with an annualized return of 12.92%, while VTI has yielded a comparatively higher 14.66% annualized return.
BIP
- 1D
- 1.11%
- 1M
- 2.81%
- 6M
- 17.39%
- YTD
- 17.70%
- 1Y
- 29.27%
- 3Y*
- 9.23%
- 5Y*
- 6.62%
- 10Y*
- 12.92%
VTI
- 1D
- -0.49%
- 1M
- 0.34%
- 6M
- 8.99%
- YTD
- 11.20%
- 1Y
- 22.02%
- 3Y*
- 19.69%
- 5Y*
- 12.32%
- 10Y*
- 14.66%
BIP vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIP Brookfield Infrastructure Partners L.P. | 17.70% | 15.15% | 6.40% | 6.64% | -20.73% | 27.77% | 15.45% | 51.38% | -19.15% | 39.72% |
VTI Vanguard Total Stock Market ETF | 11.20% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between BIP and VTI is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2008 | 0.43 |
The correlation between BIP and VTI shifts across timeframes, from 0.33 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BIP vs. VTI — Risk / Return Rank
BIP
VTI
BIP vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Infrastructure Partners L.P. (BIP) and Vanguard Total Stock Market ETF (VTI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BIP | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.31 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 2.48 | -0.08 |
| Martin ratioReturn relative to average drawdown | 6.16 | 10.85 | -4.69 |
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Drawdowns
BIP vs. VTI - Drawdown Comparison
The maximum BIP drawdown since its inception was -56.07%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BIP and VTI.
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Drawdown Indicators
| BIP | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.07% | -55.45% | -0.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.25% | -8.92% | -3.33% |
Max Drawdown (3Y)Largest decline over 3 years | -39.90% | -19.30% | -20.60% |
Max Drawdown (5Y)Largest decline over 5 years | -49.85% | -25.36% | -24.49% |
Max Drawdown (10Y)Largest decline over 10 years | -51.33% | -35.00% | -16.33% |
Current DrawdownCurrent decline from peak | 0.00% | -0.73% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -8.00% | -2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 2.03% | +2.73% |
Volatility
BIP vs. VTI - Volatility Comparison
Brookfield Infrastructure Partners L.P. (BIP) has a higher volatility of 6.43% compared to Vanguard Total Stock Market ETF (VTI) at 3.38%. This indicates that BIP's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIP | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 3.38% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.54% | 10.13% | +5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.94% | 12.82% | +7.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.77% | 17.51% | +9.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.97% | 18.28% | +9.69% |
Dividends
BIP vs. VTI - Dividend Comparison
BIP's dividend yield for the trailing twelve months is around 6.47%, more than VTI's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIP Brookfield Infrastructure Partners L.P. | 6.47% | 4.95% | 5.10% | 4.86% | 4.65% | 3.35% | 3.92% | 4.02% | 5.44% | 3.88% | 4.62% | 5.59% |
VTI Vanguard Total Stock Market ETF | 1.05% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
BIP and VTI have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIP has higher volatility (6.43%) compared to VTI (3.38%). In terms of maximum drawdown, BIP dropped -56.07% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.72 vs 1.47), 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.
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