BTC-USD vs. VIPSX
BTC-USD (Bitcoin) is a cryptocurrency, while VIPSX (Vanguard Inflation-Protected Securities Fund Investor Shares) is Inflation-Protected Bonds fund managed by Vanguard. Over the past 10 years, BTC-USD returned 55.97%/yr vs 2.46%/yr for VIPSX. At a 0.04 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VIPSX - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -25.06% return, which is significantly lower than VIPSX's 1.34% return. Over the past 10 years, BTC-USD has outperformed VIPSX with an annualized return of 55.97%, while VIPSX has yielded a comparatively lower 2.46% annualized return.
BTC-USD
- 1D
- 2.42%
- 1M
- -17.06%
- YTD
- -25.06%
- 6M
- -25.64%
- 1Y
- -37.83%
- 3Y*
- 36.87%
- 5Y*
- 10.30%
- 10Y*
- 55.97%
VIPSX
- 1D
- 0.42%
- 1M
- 0.51%
- YTD
- 1.34%
- 6M
- 1.45%
- 1Y
- 4.84%
- 3Y*
- 3.84%
- 5Y*
- 0.92%
- 10Y*
- 2.46%
BTC-USD vs. VIPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -25.06% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 1.34% | 6.77% | 1.74% | 3.73% | -12.04% | 5.57% | 10.90% | 8.06% | -1.48% | 2.81% |
Correlation
The correlation between BTC-USD and VIPSX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2012 | 0.04 |
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Return for Risk
BTC-USD vs. VIPSX — Risk / Return Rank
BTC-USD
VIPSX
BTC-USD vs. VIPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX). 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.
| BTC-USD | VIPSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -3.43 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.26 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 2.45 | -3.19 |
| Martin ratioReturn relative to average drawdown | -1.28 | 7.48 | -8.77 |
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Drawdowns
BTC-USD vs. VIPSX - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VIPSX's maximum drawdown of -15.13%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VIPSX.
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Drawdown Indicators
| BTC-USD | VIPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -15.13% | -70.17% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -2.02% | -49.19% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -4.57% | -46.64% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -14.55% | -62.12% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -14.55% | -69.25% |
Current DrawdownCurrent decline from peak | -47.43% | -0.37% | -47.06% |
Average DrawdownAverage peak-to-trough decline | -42.37% | -3.24% | -39.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.28% | 0.66% | +34.62% |
Volatility
BTC-USD vs. VIPSX - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.10% compared to Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) at 1.19%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VIPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | VIPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.10% | 1.19% | +10.91% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 2.40% | +32.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.63% | 3.37% | +32.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.55% | 5.99% | +38.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.61% | 5.33% | +51.28% |
Frequently Asked Questions
BTC-USD and VIPSX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.10%) compared to VIPSX (1.19%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VIPSX's -15.13%.
VIPSX currently has the higher Sharpe Ratio (1.47 vs -0.88), 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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