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BIV vs. VTIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BIVVTIP
YTD Return-0.71%0.88%
1Y Return2.30%4.09%
3Y Return (Ann)-2.37%2.33%
5Y Return (Ann)0.80%3.29%
10Y Return (Ann)1.97%2.06%
Sharpe Ratio0.321.59
Daily Std Dev7.05%2.59%
Max Drawdown-18.95%-6.27%
Current Drawdown-10.85%0.00%

Correlation

0.56
-1.001.00

The correlation between BIV and VTIP is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BIV vs. VTIP - Performance Comparison

In the year-to-date period, BIV achieves a -0.71% return, which is significantly lower than VTIP's 0.88% return. Both investments have delivered pretty close results over the past 10 years, with BIV having a 1.97% annualized return and VTIP not far ahead at 2.06%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10.00%12.00%14.00%16.00%18.00%20.00%22.00%OctoberNovemberDecember2024FebruaryMarch
20.24%
21.33%
BIV
VTIP

Compare stocks, funds, or ETFs


Vanguard Intermediate-Term Bond ETF

Vanguard Short-Term Inflation-Protected Securities ETF

BIV vs. VTIP - Expense Ratio Comparison

Both BIV and VTIP have an expense ratio of 0.04%.

BIV
Vanguard Intermediate-Term Bond ETF
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

BIV vs. VTIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond ETF (BIV) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BIV
Vanguard Intermediate-Term Bond ETF
0.32
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.58

BIV vs. VTIP - Sharpe Ratio Comparison

The current BIV Sharpe Ratio is 0.32, which is lower than the VTIP Sharpe Ratio of 1.58. The chart below compares the 12-month rolling Sharpe Ratio of BIV and VTIP.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
0.32
1.58
BIV
VTIP

Dividends

BIV vs. VTIP - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 3.26%, less than VTIP's 3.33% yield.


TTM20232022202120202019201820172016201520142013
BIV
Vanguard Intermediate-Term Bond ETF
3.26%3.09%2.41%3.42%2.95%2.75%2.88%2.69%2.38%3.02%3.96%4.22%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.33%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%0.05%

Drawdowns

BIV vs. VTIP - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.95%, which is greater than VTIP's maximum drawdown of -6.27%. The drawdown chart below compares losses from any high point along the way for BIV and VTIP


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-10.85%
0
BIV
VTIP

Volatility

BIV vs. VTIP - Volatility Comparison

Vanguard Intermediate-Term Bond ETF (BIV) has a higher volatility of 1.26% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.46%. This indicates that BIV's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%OctoberNovemberDecember2024FebruaryMarch
1.26%
0.46%
BIV
VTIP