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IBIF vs. VTIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIF vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2029 Term TIPS ETF (IBIF) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBIF achieves a 1.81% return, which is significantly lower than VTIP's 1.97% return.


IBIF

1D
-0.09%
1M
-0.08%
YTD
1.81%
6M
1.76%
1Y
4.69%
3Y*
5Y*
10Y*

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)

IBIF vs. VTIP - Yearly Performance Comparison


2026 (YTD)202520242023
IBIF
iShares iBonds Oct 2029 Term TIPS ETF
1.81%7.27%3.11%3.95%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.97%6.07%4.74%2.47%

Correlation

The correlation between IBIF and VTIP is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2023

0.93

The correlation between IBIF and VTIP has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

IBIF vs. VTIP — Risk / Return Rank

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

IBIF
IBIF Risk / Return Rank: 8282
Overall Rank
IBIF Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IBIF Sortino Ratio Rank: 8888
Sortino Ratio Rank
IBIF Omega Ratio Rank: 7979
Omega Ratio Rank
IBIF Calmar Ratio Rank: 8787
Calmar Ratio Rank
IBIF Martin Ratio Rank: 8383
Martin Ratio Rank

VTIP
VTIP Risk / Return Rank: 9393
Overall Rank
VTIP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9595
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9393
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9393
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9393
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.

IBIF vs. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2029 Term TIPS ETF (IBIF) 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.


IBIFVTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

1.46

1.63

-0.17

Calmar ratioReturn relative to maximum drawdown

4.96

6.48

-1.52

Martin ratioReturn relative to average drawdown

16.65

25.53

-8.88

IBIF vs. VTIP - Sharpe Ratio Comparison

The current IBIF Sharpe Ratio is 2.33, which is comparable to the VTIP Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of IBIF 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.


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Sharpe Ratios by Period


IBIFVTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

3.02

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.70

0.89

+0.81

Drawdowns

IBIF vs. VTIP - Drawdown Comparison

The maximum IBIF drawdown since its inception was -2.50%, smaller than the maximum VTIP drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for IBIF and VTIP.


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Drawdown Indicators


IBIFVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-2.50%

-6.27%

+3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-0.95%

-0.70%

-0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-6.27%

Current Drawdown

Current decline from peak

-0.21%

-0.10%

-0.11%

Average Drawdown

Average peak-to-trough decline

-0.55%

-1.04%

+0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

0.18%

+0.11%

Volatility

IBIF vs. VTIP - Volatility Comparison

iShares iBonds Oct 2029 Term TIPS ETF (IBIF) has a higher volatility of 0.45% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.42%. This indicates that IBIF'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.


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Volatility by Period


IBIFVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

0.42%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.33%

1.03%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

2.03%

1.50%

+0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.54%

2.77%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.54%

2.74%

+0.80%

IBIF vs. VTIP - Expense Ratio Comparison

IBIF has a 0.10% expense ratio, which is higher than VTIP's 0.03% 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%.


Dividends

IBIF vs. VTIP - Dividend Comparison

IBIF's dividend yield for the trailing twelve months is around 3.74%, more than VTIP's 3.59% yield.


PositionTTM2025202420232022202120202019201820172016
IBIF
iShares iBonds Oct 2029 Term TIPS ETF
3.74%4.51%4.05%0.96%0.00%0.00%0.00%0.00%0.00%0.00%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


With a correlation of 0.91, IBIF and VTIP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IBIF has higher volatility (0.45%) compared to VTIP (0.42%). In terms of maximum drawdown, IBIF dropped -2.50% vs VTIP's -6.27%.

On 1-year performance, IBIF leads with 4.69% vs 4.51% for VTIP. On fees, VTIP is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBIF has performed better with a 4.69% return vs 4.51%. 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 0.10% for IBIF.

IBIF has the higher dividend yield at 3.74%, compared with 3.59% for VTIP.

IBIF tracks ICE 2029 Maturity US Inflation-Linked Treasury Index, while VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for IBIF and 0.03% for VTIP.

VTIP currently has the higher Sharpe Ratio (3.02 vs 2.33), 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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