PQTSX vs. VTAPX
Compare and contrast key facts about PGIM TIPS Fund (PQTSX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX).
PQTSX is managed by PGIM. It was launched on Nov 14, 2016. VTAPX is managed by Vanguard. It was launched on Oct 16, 2012.
Performance
PQTSX vs. VTAPX - Performance Comparison
Loading graphics...
PQTSX vs. VTAPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQTSX PGIM TIPS Fund | 0.12% | 6.58% | 1.74% | 2.34% | -13.56% | 7.91% | 10.20% | 8.19% | -1.64% | 0.92% |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 0.97% | 6.03% | 4.73% | 4.59% | -2.84% | 5.26% | 4.97% | 4.85% | 0.53% | 0.82% |
Returns By Period
In the year-to-date period, PQTSX achieves a 0.12% return, which is significantly lower than VTAPX's 0.97% return.
PQTSX
- 1D
- 0.60%
- 1M
- -1.64%
- YTD
- 0.12%
- 6M
- 0.04%
- 1Y
- 2.55%
- 3Y*
- 2.37%
- 5Y*
- 1.01%
- 10Y*
- —
VTAPX
- 1D
- 0.28%
- 1M
- 0.04%
- YTD
- 0.97%
- 6M
- 1.31%
- 1Y
- 3.86%
- 3Y*
- 4.67%
- 5Y*
- 3.48%
- 10Y*
- 3.05%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PQTSX vs. VTAPX - Expense Ratio Comparison
PQTSX has a 0.39% expense ratio, which is higher than VTAPX's 0.06% expense ratio.
Return for Risk
PQTSX vs. VTAPX — Risk / Return Rank
PQTSX
VTAPX
PQTSX vs. VTAPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM TIPS Fund (PQTSX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). 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.
| PQTSX | VTAPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 2.28 | -1.43 |
Sortino ratioReturn per unit of downside risk | 1.23 | 3.41 | -2.19 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.49 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 4.65 | -3.14 |
Martin ratioReturn relative to average drawdown | 4.50 | 14.74 | -10.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PQTSX | VTAPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 2.28 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 1.31 | -1.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.04 | -0.65 |
Correlation
The correlation between PQTSX and VTAPX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PQTSX vs. VTAPX - Dividend Comparison
PQTSX's dividend yield for the trailing twelve months is around 3.84%, more than VTAPX's 3.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
PQTSX PGIM TIPS Fund | 3.84% | 4.95% | 4.39% | 3.25% | 6.51% | 9.54% | 2.60% | 2.48% | 3.26% | 1.11% | 0.00% |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 3.55% | 3.78% | 2.68% | 2.84% | 6.82% | 4.67% | 1.19% | 1.94% | 2.45% | 1.52% | 0.76% |
Drawdowns
PQTSX vs. VTAPX - Drawdown Comparison
The maximum PQTSX drawdown since its inception was -16.40%, which is greater than VTAPX's maximum drawdown of -5.33%. Use the drawdown chart below to compare losses from any high point for PQTSX and VTAPX.
Loading graphics...
Drawdown Indicators
| PQTSX | VTAPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.40% | -5.33% | -11.07% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -0.92% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -16.40% | -5.33% | -11.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.33% | — |
Current DrawdownCurrent decline from peak | -4.31% | -0.28% | -4.03% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -1.04% | -3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.29% | +0.66% |
Volatility
PQTSX vs. VTAPX - Volatility Comparison
PGIM TIPS Fund (PQTSX) has a higher volatility of 1.43% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) at 0.59%. This indicates that PQTSX's price experiences larger fluctuations and is considered to be riskier than VTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PQTSX | VTAPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 0.59% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 2.39% | 0.96% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.42% | 1.79% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.32% | 2.67% | +3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.69% | 2.23% | +3.46% |