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CPI vs. VGIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CPIVGIT

Correlation

-0.50.00.51.00.1

The correlation between CPI and VGIT is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

CPI vs. VGIT - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%NovemberDecember2024FebruaryMarchApril
2.62%
3.74%
CPI
VGIT

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IQ Real Return ETF

Vanguard Intermediate-Term Treasury ETF

CPI vs. VGIT - Expense Ratio Comparison

CPI has a 0.38% expense ratio, which is higher than VGIT's 0.04% expense ratio.

CPI
IQ Real Return ETF
0.50%1.00%1.50%2.00%0.38%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

CPI vs. VGIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ Real Return ETF (CPI) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.


CPI
Sharpe ratio
The chart of Sharpe ratio for CPI, currently valued at 0.64, compared to the broader market-1.000.001.002.003.004.005.000.64
Sortino ratio
The chart of Sortino ratio for CPI, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.000.99
Omega ratio
The chart of Omega ratio for CPI, currently valued at 1.14, compared to the broader market1.001.502.002.501.14
Calmar ratio
The chart of Calmar ratio for CPI, currently valued at 0.03, compared to the broader market0.002.004.006.008.0010.0012.000.03
Martin ratio
The chart of Martin ratio for CPI, currently valued at 2.44, compared to the broader market0.0020.0040.0060.0080.002.44
VGIT
Sharpe ratio
The chart of Sharpe ratio for VGIT, currently valued at -0.13, compared to the broader market-1.000.001.002.003.004.005.00-0.13
Sortino ratio
The chart of Sortino ratio for VGIT, currently valued at -0.15, compared to the broader market-2.000.002.004.006.008.00-0.15
Omega ratio
The chart of Omega ratio for VGIT, currently valued at 0.98, compared to the broader market1.001.502.002.500.98
Calmar ratio
The chart of Calmar ratio for VGIT, currently valued at -0.05, compared to the broader market0.002.004.006.008.0010.0012.00-0.05
Martin ratio
The chart of Martin ratio for VGIT, currently valued at -0.25, compared to the broader market0.0020.0040.0060.0080.00-0.25

CPI vs. VGIT - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.00NovemberDecember2024FebruaryMarchApril
0.64
-0.13
CPI
VGIT

Dividends

CPI vs. VGIT - Dividend Comparison

CPI has not paid dividends to shareholders, while VGIT's dividend yield for the trailing twelve months is around 3.05%.


TTM20232022202120202019201820172016201520142013
CPI
IQ Real Return ETF
2.21%2.49%3.36%0.38%0.99%2.13%1.31%1.07%0.00%0.00%0.01%0.01%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.05%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%1.63%

Drawdowns

CPI vs. VGIT - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-89.44%
-12.09%
CPI
VGIT

Volatility

CPI vs. VGIT - Volatility Comparison

The current volatility for IQ Real Return ETF (CPI) is 0.00%, while Vanguard Intermediate-Term Treasury ETF (VGIT) has a volatility of 1.69%. This indicates that CPI experiences smaller price fluctuations and is considered to be less risky than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%NovemberDecember2024FebruaryMarchApril0
1.69%
CPI
VGIT