G vs. VTIP

Last updated Jun 5, 2026

G (Genpact Limited) is a stock, while VTIP (Vanguard Short-Term Inflation-Protected Securities ETF) is Inflation-Protected Bonds fund tracking the Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. Over the past 10 years, G returned 2.62%/yr vs 3.13%/yr for VTIP. At a 0.05 correlation, their price movements are largely independent.

Performance

G vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genpact Limited (G) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, G achieves a -29.41% return, which is significantly lower than VTIP's 1.97% return. Over the past 10 years, G has underperformed VTIP with an annualized return of 2.62%, while VTIP has yielded a comparatively higher 3.13% annualized return.

G

• 1D: 1.73%
• 1M: -3.58%
• YTD: -29.41%
• 6M: -27.96%
• 1Y: -21.62%
• 3Y*: -2.67%
• 5Y*: -5.27%
• 10Y*: 2.62%

VTIP

• 1D: -0.08%
• 1M: 0.10%
• YTD: 1.97%
• 6M: 1.99%
• 1Y: 4.51%
• 3Y*: 5.18%
• 5Y*: 3.35%
• 10Y*: 3.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

G vs. VTIP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
G Genpact Limited	-29.41%	10.56%	25.78%	-23.98%	-11.74%	29.51%	-0.93%	57.66%	-14.12%	31.54%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	1.97%	6.07%	4.74%	4.62%	-2.94%	5.36%	4.95%	4.86%	0.56%	0.82%

Correlation

The correlation between G and VTIP is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (10Y) Calculated over the trailing 10-year period	0.10
Correlation (All Time) Calculated using the full available price history since Oct 17, 2012	0.05

Return for Risk

G vs. VTIP — Risk / Return Rank

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

G

G Risk / Return Rank: 16
G Sharpe Ratio Rank: 15
G Sortino Ratio Rank: 15
G Omega Ratio Rank: 15
G Calmar Ratio Rank: 23
G Martin Ratio Rank: 10

VTIP

VTIP Risk / Return Rank: 93
VTIP Sharpe Ratio Rank: 89
VTIP Sortino Ratio Rank: 95
VTIP Omega Ratio Rank: 93
VTIP Calmar Ratio Rank: 93
VTIP Martin Ratio Rank: 93

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.

G vs. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genpact Limited (G) 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.

	G	VTIP	Difference
Sharpe ratio: Return per unit of total volatility	-0.62	3.02	-3.64
Sortino ratio: Return per unit of downside risk	-0.77	5.13	-5.90
Omega ratio: Gain probability vs. loss probability	0.90	1.63	-0.73
Calmar ratio: Return relative to maximum drawdown	-0.54	6.48	-7.02
Martin ratio: Return relative to average drawdown	-1.34	25.53	-26.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

G vs. VTIP - Sharpe Ratio Comparison

The current G Sharpe Ratio is -0.62, which is lower than the VTIP Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of G and VTIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	G	VTIP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.62	3.02	-3.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.18	1.21	-1.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.09	1.15	-1.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.89	-0.73

Drawdowns

G vs. VTIP - Drawdown Comparison

The maximum G drawdown since its inception was -64.14%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for G and VTIP.

Drawdown Indicators

	G	VTIP	Difference
Max Drawdown Largest peak-to-trough decline	-64.14%	-6.27%	-57.87%
Max Drawdown (1Y) Largest decline over 1 year	-40.04%	-0.70%	-39.34%
Max Drawdown (3Y) Largest decline over 3 years	-46.85%	-0.98%	-45.87%
Max Drawdown (5Y) Largest decline over 5 years	-46.85%	-5.50%	-41.35%
Max Drawdown (10Y) Largest decline over 10 years	-49.47%	-6.27%	-43.20%
Current Drawdown Current decline from peak	-39.65%	-0.10%	-39.55%
Average Drawdown Average peak-to-trough decline	-15.50%	-1.04%	-14.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.15%	0.18%	+15.97%

Volatility

G vs. VTIP - Volatility Comparison

Genpact Limited (G) has a higher volatility of 14.99% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.42%. This indicates that G'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.

Volatility by Period

	G	VTIP	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.99%	0.42%	+14.57%
Volatility (6M) Calculated over the trailing 6-month period	27.31%	1.03%	+26.28%
Volatility (1Y) Calculated over the trailing 1-year period	35.05%	1.50%	+33.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.66%	2.77%	+25.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.13%	2.74%	+25.39%

Dividends

G vs. VTIP - Dividend Comparison

G's dividend yield for the trailing twelve months is around 2.12%, less than VTIP's 3.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
G Genpact Limited	2.12%	1.45%	1.42%	1.58%	1.08%	0.81%	0.94%	0.81%	1.11%	0.76%	0.00%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.59%	3.81%	2.70%	2.86%	6.84%	4.68%	1.20%	1.95%	2.45%	1.52%	0.76%

Frequently Asked Questions

Can I hold both G and VTIP in my portfolio?

G and VTIP have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, G or VTIP?

G has higher volatility (14.99%) compared to VTIP (0.42%). In terms of maximum drawdown, G dropped -64.14% vs VTIP's -6.27%.

Which has better risk-adjusted returns?

VTIP currently has the higher Sharpe Ratio (3.02 vs -0.62), 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.