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BKIPX vs. VTSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKIPX vs. VTSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short-Term TIPS Bond Index Fund Class K (BKIPX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX). The values are adjusted to include any dividend payments, if applicable.

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BKIPX vs. VTSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKIPX
iShares Short-Term TIPS Bond Index Fund Class K
0.73%6.08%4.77%3.37%-4.18%5.21%4.86%4.90%0.61%0.90%
VTSPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares
0.97%6.06%4.75%4.61%-2.82%5.32%4.99%4.82%0.59%0.83%

Returns By Period

In the year-to-date period, BKIPX achieves a 0.73% return, which is significantly lower than VTSPX's 0.97% return.


BKIPX

1D
0.20%
1M
-0.20%
YTD
0.73%
6M
1.06%
1Y
3.68%
3Y*
4.22%
5Y*
2.90%
10Y*

VTSPX

1D
0.28%
1M
0.04%
YTD
0.97%
6M
1.36%
1Y
3.93%
3Y*
4.69%
5Y*
3.51%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKIPX vs. VTSPX - Expense Ratio Comparison

BKIPX has a 0.06% expense ratio, which is higher than VTSPX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BKIPX vs. VTSPX — Risk / Return Rank

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

BKIPX
BKIPX Risk / Return Rank: 9393
Overall Rank
BKIPX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BKIPX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BKIPX Omega Ratio Rank: 9292
Omega Ratio Rank
BKIPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BKIPX Martin Ratio Rank: 9494
Martin Ratio Rank

VTSPX
VTSPX Risk / Return Rank: 9696
Overall Rank
VTSPX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VTSPX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTSPX Omega Ratio Rank: 9595
Omega Ratio Rank
VTSPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VTSPX Martin Ratio Rank: 9696
Martin Ratio Rank
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.

BKIPX vs. VTSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short-Term TIPS Bond Index Fund Class K (BKIPX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX). 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.


BKIPXVTSPXDifference

Sharpe ratio

Return per unit of total volatility

1.84

2.31

-0.47

Sortino ratio

Return per unit of downside risk

3.16

3.51

-0.35

Omega ratio

Gain probability vs. loss probability

1.44

1.51

-0.07

Calmar ratio

Return relative to maximum drawdown

4.28

4.69

-0.41

Martin ratio

Return relative to average drawdown

12.41

14.73

-2.32

BKIPX vs. VTSPX - Sharpe Ratio Comparison

The current BKIPX Sharpe Ratio is 1.84, which is comparable to the VTSPX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of BKIPX and VTSPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BKIPXVTSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.31

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

1.32

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

1.05

+0.06

Correlation

The correlation between BKIPX and VTSPX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BKIPX vs. VTSPX - Dividend Comparison

BKIPX's dividend yield for the trailing twelve months is around 3.60%, which matches VTSPX's 3.58% yield.


TTM2025202420232022202120202019201820172016
BKIPX
iShares Short-Term TIPS Bond Index Fund Class K
3.60%4.68%4.33%2.77%4.80%4.41%1.17%2.54%2.56%1.90%0.00%
VTSPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares
3.58%3.81%2.70%2.86%6.84%4.69%1.21%1.96%2.47%1.52%0.80%

Drawdowns

BKIPX vs. VTSPX - Drawdown Comparison

The maximum BKIPX drawdown since its inception was -6.42%, which is greater than VTSPX's maximum drawdown of -5.35%. Use the drawdown chart below to compare losses from any high point for BKIPX and VTSPX.


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Drawdown Indicators


BKIPXVTSPXDifference

Max Drawdown

Largest peak-to-trough decline

-6.42%

-5.35%

-1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-1.12%

-0.92%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-6.42%

-5.35%

-1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-5.35%

Current Drawdown

Current decline from peak

-0.51%

-0.28%

-0.23%

Average Drawdown

Average peak-to-trough decline

-1.08%

-1.02%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

0.29%

+0.10%

Volatility

BKIPX vs. VTSPX - Volatility Comparison

iShares Short-Term TIPS Bond Index Fund Class K (BKIPX) has a higher volatility of 0.66% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX) at 0.60%. This indicates that BKIPX's price experiences larger fluctuations and is considered to be riskier than VTSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKIPXVTSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

0.60%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.27%

0.96%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

1.78%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.08%

2.67%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.62%

2.23%

+0.39%