PortfoliosLab logoPortfoliosLab logo
GUNR vs. VTIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GUNR vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GUNR achieves a 15.74% return, which is significantly higher than VTIP's 1.85% return. Over the past 10 years, GUNR has outperformed VTIP with an annualized return of 11.10%, while VTIP has yielded a comparatively lower 3.09% annualized return.


GUNR

1D
1.19%
1M
-4.60%
YTD
15.74%
6M
17.02%
1Y
32.88%
3Y*
12.40%
5Y*
9.47%
10Y*
11.10%

VTIP

1D
-0.04%
1M
-0.06%
YTD
1.85%
6M
1.95%
1Y
4.51%
3Y*
5.25%
5Y*
3.37%
10Y*
3.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GUNR vs. VTIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GUNR
FlexShares Morningstar Global Upstream Natural Resources Index Fund
15.74%30.03%-8.37%-2.40%14.83%26.06%0.46%18.41%-9.42%18.74%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.85%6.07%4.74%4.62%-2.94%5.36%4.95%4.86%0.56%0.82%

Correlation

The correlation between GUNR and VTIP is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2012

0.19

Compare stocks, funds, or ETFs

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


Return for Risk

GUNR vs. VTIP — Risk / Return Rank

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

GUNR
GUNR Risk / Return Rank: 8080
Overall Rank
GUNR Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
GUNR Sortino Ratio Rank: 7272
Sortino Ratio Rank
GUNR Omega Ratio Rank: 7575
Omega Ratio Rank
GUNR Calmar Ratio Rank: 8787
Calmar Ratio Rank
GUNR Martin Ratio Rank: 8888
Martin Ratio Rank

VTIP
VTIP Risk / Return Rank: 9595
Overall Rank
VTIP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9595
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9595
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9595
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.

GUNR vs. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) 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.

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.


GUNRVTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-2.45

Omega ratioGain probability vs. loss probability

1.38

1.65

-0.27

Calmar ratioReturn relative to maximum drawdown

4.40

6.57

-2.17

Martin ratioReturn relative to average drawdown

16.53

25.36

-8.84

GUNR vs. VTIP - Sharpe Ratio Comparison

The current GUNR Sharpe Ratio is 2.18, which is comparable to the VTIP Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of GUNR 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.


Loading charts...

Drawdowns

GUNR vs. VTIP - Drawdown Comparison

The maximum GUNR drawdown since its inception was -45.64%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for GUNR and VTIP.


Loading charts...

Drawdown Indicators


GUNRVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-45.64%

-6.27%

-39.37%

Max Drawdown (1Y)

Largest decline over 1 year

-7.77%

-0.70%

-7.07%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-0.98%

-18.61%

Max Drawdown (5Y)

Largest decline over 5 years

-24.06%

-5.50%

-18.56%

Max Drawdown (10Y)

Largest decline over 10 years

-43.04%

-6.27%

-36.77%

Current Drawdown

Current decline from peak

-5.39%

-0.22%

-5.17%

Average Drawdown

Average peak-to-trough decline

-10.39%

-1.04%

-9.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

0.18%

+1.88%

Volatility

GUNR vs. VTIP - Volatility Comparison

FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) has a higher volatility of 5.11% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.40%. This indicates that GUNR'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.


Loading charts...

Volatility by Period


GUNRVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

0.40%

+4.71%

Volatility (6M)

Calculated over the trailing 6-month period

13.13%

1.04%

+12.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.69%

1.50%

+14.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.06%

2.77%

+16.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.44%

2.74%

+17.70%

GUNR vs. VTIP - Expense Ratio Comparison

GUNR has a 0.46% expense ratio, which is higher than VTIP's 0.03% expense ratio.


Dividends

GUNR vs. VTIP - Dividend Comparison

GUNR's dividend yield for the trailing twelve months is around 2.31%, less than VTIP's 3.59% yield.


PositionTTM20252024202320222021202020192018201720162015
GUNR
FlexShares Morningstar Global Upstream Natural Resources Index Fund
2.31%2.81%3.39%3.55%4.12%3.61%2.79%3.25%3.27%2.00%1.73%4.50%
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%0.00%

Frequently Asked Questions


GUNR and VTIP have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GUNR has higher volatility (5.11%) compared to VTIP (0.40%). In terms of maximum drawdown, GUNR dropped -45.64% vs VTIP's -6.27%.

On 10-year performance, GUNR leads with 11.10% vs 3.09% for VTIP. On fees, VTIP is cheaper at 0.03% per year. On volatility, VTIP has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GUNR has performed better with a 11.10% return vs 3.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTIP is cheaper with a 0.03% expense ratio, compared with 0.46% for GUNR.

VTIP has the higher dividend yield at 3.59%, compared with 2.31% for GUNR.

GUNR is categorized as Natural Resources, while VTIP is Inflation-Protected Bonds. GUNR tracks Morningstar Global Upstream Natural Resources Index, while VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. They also come from different issuers: Northern Trust and Vanguard. Their fees differ too: 0.46% for GUNR and 0.03% for VTIP.

VTIP currently has the higher Sharpe Ratio (3.07 vs 2.18), 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.

Portfolio Optimizer

Find the right allocation for GUNR and VTIP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer