LIAM vs. VTP
LIAM (LifeX 2055 Inflation-Protected Longevity Income ETF) and VTP (Vanguard Total Inflation-Protected Securities ETF) are both Inflation-Protected Bonds funds. LIAM is actively managed, while VTP is passively managed. Their correlation of 0.91 suggests significant overlap in exposure. LIAM charges 0.25%/yr vs 0.05%/yr for VTP.
Performance
LIAM vs. VTP - Performance Comparison
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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*
- —
LIAM vs. VTP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LIAM LifeX 2055 Inflation-Protected Longevity Income ETF | 0.34% | 2.04% |
VTP Vanguard Total Inflation-Protected Securities ETF | 1.08% | 2.27% |
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
LIAM
VTP
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.
| LIAM | VTP | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LIAM | VTP | Difference | |
|---|---|---|---|
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
| LIAM | VTP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.39% | -1.92% | -6.47% |
Max Drawdown (1Y)Largest decline over 1 year | -4.45% | — | — |
Current DrawdownCurrent decline from peak | -2.60% | -0.76% | -1.84% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -0.52% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | — | — |
Volatility
LIAM vs. VTP - Volatility Comparison
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Volatility by Period
| LIAM | VTP | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
LIAM LifeX 2055 Inflation-Protected Longevity Income ETF | 6.48% | 9.02% | 1.21% |
VTP Vanguard Total Inflation-Protected Securities ETF | 1.62% | 1.56% | 0.00% |
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.
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