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IGBH vs. VTIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGBH vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) 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, IGBH achieves a 2.48% return, which is significantly higher than VTIP's 1.34% return. Over the past 10 years, IGBH has outperformed VTIP with an annualized return of 5.07%, while VTIP has yielded a comparatively lower 3.03% annualized return.


IGBH

1D
0.24%
1M
0.37%
YTD
2.48%
6M
2.81%
1Y
8.91%
3Y*
8.60%
5Y*
5.41%
10Y*
5.07%

VTIP

1D
-0.18%
1M
-0.24%
YTD
1.34%
6M
1.46%
1Y
3.64%
3Y*
5.00%
5Y*
3.26%
10Y*
3.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGBH vs. VTIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
2.48%7.90%7.80%12.12%-2.82%2.20%1.09%9.62%-4.54%9.36%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.34%6.07%4.74%4.62%-2.94%5.36%4.95%4.86%0.56%0.82%

Correlation

The correlation between IGBH and VTIP is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

-0.03

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

0.07

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

0.06

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2015

0.05

The correlation between IGBH and VTIP shifts across timeframes, from -0.11 (1 year) to 0.07 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGBH vs. VTIP — Risk / Return Rank

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

IGBH
IGBH Risk / Return Rank: 6363
Overall Rank
IGBH Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IGBH Sortino Ratio Rank: 7979
Sortino Ratio Rank
IGBH Omega Ratio Rank: 7676
Omega Ratio Rank
IGBH Calmar Ratio Rank: 4444
Calmar Ratio Rank
IGBH Martin Ratio Rank: 4747
Martin Ratio Rank

VTIP
VTIP Risk / Return Rank: 8484
Overall Rank
VTIP Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 8585
Sortino Ratio Rank
VTIP Omega Ratio Rank: 8383
Omega Ratio Rank
VTIP Calmar Ratio Rank: 8989
Calmar Ratio Rank
VTIP Martin Ratio Rank: 8888
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.

IGBH vs. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) 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.


IGBHVTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.43

1.47

-0.04

Calmar ratioReturn relative to maximum drawdown

2.11

5.12

-3.01

Martin ratioReturn relative to average drawdown

7.75

18.66

-10.90

IGBH vs. VTIP - Sharpe Ratio Comparison

The current IGBH Sharpe Ratio is 2.22, which is comparable to the VTIP Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of IGBH 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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Drawdowns

IGBH vs. VTIP - Drawdown Comparison

The maximum IGBH drawdown since its inception was -33.67%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for IGBH and VTIP.


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Drawdown Indicators


IGBHVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-6.27%

-27.40%

Max Drawdown (1Y)

Largest decline over 1 year

-4.24%

-0.71%

-3.53%

Max Drawdown (3Y)

Largest decline over 3 years

-6.93%

-0.98%

-5.95%

Max Drawdown (5Y)

Largest decline over 5 years

-10.48%

-5.50%

-4.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.67%

-6.27%

-27.40%

Current Drawdown

Current decline from peak

-0.20%

-0.71%

+0.51%

Average Drawdown

Average peak-to-trough decline

-2.65%

-1.04%

-1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

0.20%

+0.95%

Volatility

IGBH vs. VTIP - Volatility Comparison

iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) has a higher volatility of 0.69% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.65%. This indicates that IGBH'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


IGBHVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

0.65%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

1.17%

+1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

1.58%

+2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.05%

2.77%

+3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.21%

2.74%

+6.47%

IGBH vs. VTIP - Expense Ratio Comparison

IGBH has a 0.16% 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

IGBH vs. VTIP - Dividend Comparison

IGBH's dividend yield for the trailing twelve months is around 5.65%, more than VTIP's 3.61% yield.


PositionTTM20252024202320222021202020192018201720162015
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
5.65%6.23%6.88%7.32%3.84%2.71%2.39%3.40%5.56%2.87%2.62%1.12%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.61%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


IGBH and VTIP 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.

IGBH has higher volatility (0.69%) compared to VTIP (0.65%). In terms of maximum drawdown, IGBH dropped -33.67% vs VTIP's -6.27%.

On 10-year performance, IGBH leads with 5.07% vs 3.03% 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 10-year period, IGBH has performed better with a 5.07% return vs 3.03%. 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 0.16% for IGBH.

IGBH has the higher dividend yield at 5.65%, compared with 3.61% for VTIP.

IGBH is categorized as Corporate Bonds, while VTIP is Inflation-Protected Bonds. IGBH tracks BlackRock Interest Rate Hedged Long-Term Corporate Bond 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: 0.16% for IGBH and 0.03% for VTIP.

VTIP currently has the higher Sharpe Ratio (2.32 vs 2.22), 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

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