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LIAM vs. VTP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LIAM vs. VTP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LifeX 2055 Inflation-Protected Longevity Income ETF (LIAM) and Vanguard Total Inflation-Protected Securities ETF (VTP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LIAM achieves a 0.34% return, which is significantly lower than VTP's 1.08% return.


LIAM

1D
-0.64%
1M
-0.63%
YTD
0.34%
6M
-0.10%
1Y
3.56%
3Y*
5Y*
10Y*

VTP

1D
-0.42%
1M
-0.58%
YTD
1.08%
6M
1.03%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LIAM vs. VTP - Yearly Performance Comparison


Correlation

The correlation between LIAM and VTP 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 (All Time)
Calculated using the full available price history since Jul 10, 2025

0.91

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Return for Risk

LIAM vs. VTP — Risk / Return Rank

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

LIAM
LIAM Risk / Return Rank: 1919
Overall Rank
LIAM Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
LIAM Sortino Ratio Rank: 1818
Sortino Ratio Rank
LIAM Omega Ratio Rank: 1717
Omega Ratio Rank
LIAM Calmar Ratio Rank: 2020
Calmar Ratio Rank
LIAM Martin Ratio Rank: 1919
Martin Ratio Rank

VTP
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.

LIAM vs. VTP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LifeX 2055 Inflation-Protected Longevity Income ETF (LIAM) and Vanguard Total Inflation-Protected Securities ETF (VTP). 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.


LIAMVTPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.10

Calmar ratioReturn relative to maximum drawdown

0.80

Martin ratioReturn relative to average drawdown

1.92

LIAM vs. VTP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LIAMVTPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

1.14

-1.28

Drawdowns

LIAM vs. VTP - Drawdown Comparison

The maximum LIAM drawdown since its inception was -8.39%, which is greater than VTP's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for LIAM and VTP.


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Drawdown Indicators


LIAMVTPDifference

Max Drawdown

Largest peak-to-trough decline

-8.39%

-1.92%

-6.47%

Max Drawdown (1Y)

Largest decline over 1 year

-4.45%

Current Drawdown

Current decline from peak

-2.60%

-0.76%

-1.84%

Average Drawdown

Average peak-to-trough decline

-3.35%

-0.52%

-2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

Volatility

LIAM vs. VTP - Volatility Comparison


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Volatility by Period


LIAMVTPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

Volatility (6M)

Calculated over the trailing 6-month period

4.52%

Volatility (1Y)

Calculated over the trailing 1-year period

6.35%

3.28%

+3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.66%

3.28%

+4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.66%

3.28%

+4.38%

LIAM vs. VTP - Expense Ratio Comparison

LIAM has a 0.25% expense ratio, which is higher than VTP's 0.05% 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

LIAM vs. VTP - Dividend Comparison

LIAM's dividend yield for the trailing twelve months is around 6.48%, more than VTP's 1.62% yield.


Frequently Asked Questions


With a correlation of 0.91, LIAM and VTP 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.

On fees, VTP is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTP is cheaper with a 0.05% expense ratio, compared with 0.25% for LIAM.

LIAM has the higher dividend yield at 6.48%, compared with 1.62% for VTP.

They also come from different issuers: Stone Ridge and Vanguard. Their fees differ too: 0.25% for LIAM and 0.05% for VTP.

Portfolio Optimizer

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