LTPZ vs. VTI
LTPZ (PIMCO 15+ Year US TIPS Index ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - LTPZ is a Inflation-Protected Bonds fund tracking the ICE BofA US Inflation-Linked Treasury (15+ Y), while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, LTPZ returned 0.75%/yr vs 15.02%/yr for VTI. At a correlation of -0.10, they often move in opposite directions. LTPZ charges 0.20%/yr vs 0.03%/yr for VTI.
Performance
LTPZ vs. VTI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LTPZ achieves a 0.53% return, which is significantly lower than VTI's 9.62% return. Over the past 10 years, LTPZ has underperformed VTI with an annualized return of 0.75%, while VTI has yielded a comparatively higher 15.02% annualized return.
LTPZ
- 1D
- 0.11%
- 1M
- 2.33%
- YTD
- 0.53%
- 6M
- 0.57%
- 1Y
- 4.30%
- 3Y*
- -0.67%
- 5Y*
- -5.50%
- 10Y*
- 0.75%
VTI
- 1D
- 0.57%
- 1M
- 1.00%
- YTD
- 9.62%
- 6M
- 9.69%
- 1Y
- 26.27%
- 3Y*
- 20.60%
- 5Y*
- 12.20%
- 10Y*
- 15.02%
LTPZ vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTPZ PIMCO 15+ Year US TIPS Index ETF | 0.53% | 4.00% | -4.80% | 0.96% | -31.71% | 7.02% | 24.89% | 17.47% | -7.22% | 9.07% |
VTI Vanguard Total Stock Market ETF | 9.62% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between LTPZ and VTI is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2009 | -0.10 |
The correlation between LTPZ and VTI shifts across timeframes, from -0.10 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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
LTPZ vs. VTI — Risk / Return Rank
LTPZ
VTI
LTPZ vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO 15+ Year US TIPS Index ETF (LTPZ) and Vanguard Total Stock Market ETF (VTI). 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.
| LTPZ | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.35 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 2.79 | -2.27 |
| Martin ratioReturn relative to average drawdown | 1.11 | 12.52 | -11.41 |
Loading charts...
Drawdowns
LTPZ vs. VTI - Drawdown Comparison
The maximum LTPZ drawdown since its inception was -40.99%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for LTPZ and VTI.
Loading charts...
Drawdown Indicators
| LTPZ | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.99% | -55.45% | +14.46% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -8.92% | +1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -16.27% | -19.30% | +3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -40.99% | -25.36% | -15.63% |
Max Drawdown (10Y)Largest decline over 10 years | -40.99% | -35.00% | -5.99% |
Current DrawdownCurrent decline from peak | -32.66% | -2.14% | -30.52% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -8.02% | -4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 1.99% | +1.29% |
Volatility
LTPZ vs. VTI - Volatility Comparison
The current volatility for PIMCO 15+ Year US TIPS Index ETF (LTPZ) is 2.55%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.50%. This indicates that LTPZ experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LTPZ | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 4.50% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 6.54% | 9.82% | -3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.19% | 12.64% | -3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 17.47% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 18.33% | -3.26% |
LTPZ vs. VTI - Expense Ratio Comparison
LTPZ has a 0.20% expense ratio, which is higher than VTI'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
LTPZ vs. VTI - Dividend Comparison
LTPZ's dividend yield for the trailing twelve months is around 5.22%, more than VTI's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTPZ PIMCO 15+ Year US TIPS Index ETF | 5.22% | 4.64% | 3.71% | 3.71% | 8.38% | 3.56% | 1.42% | 1.74% | 3.05% | 2.25% | 2.32% | 0.71% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
LTPZ and VTI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTI has higher volatility (4.50%) compared to LTPZ (2.55%). In terms of maximum drawdown, LTPZ dropped -40.99% vs VTI's -55.45%.
On 10-year performance, VTI leads with 15.02% vs 0.75% for LTPZ. On fees, VTI is cheaper at 0.03% per year. On volatility, LTPZ has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VTI has performed better with a 15.02% return vs 0.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTI is cheaper with a 0.03% expense ratio, compared with 0.20% for LTPZ.
LTPZ has the higher dividend yield at 5.22%, compared with 1.03% for VTI.
LTPZ is categorized as Inflation-Protected Bonds, while VTI is Large Cap Blend Equities. LTPZ tracks ICE BofA US Inflation-Linked Treasury (15+ Y), while VTI tracks CRSP US Total Market Index. They also come from different issuers: PIMCO and Vanguard. Their fees differ too: 0.20% for LTPZ and 0.03% for VTI.
VTI currently has the higher Sharpe Ratio (1.97 vs 0.40), 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.
Find the right allocation for LTPZ and VTI
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