SCHP vs. VIPSX
Compare and contrast key facts about Schwab U.S. TIPS ETF (SCHP) and Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX).
SCHP is a passively managed fund by Charles Schwab that tracks the performance of the Barclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L). It was launched on Aug 5, 2010. VIPSX is managed by Vanguard. It was launched on Jun 29, 2000.
Performance
SCHP vs. VIPSX - Performance Comparison
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SCHP vs. VIPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHP Schwab U.S. TIPS ETF | 0.37% | 6.76% | 1.95% | 3.91% | -12.02% | 5.87% | 10.86% | 8.52% | -1.78% | 3.02% |
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 0.34% | 6.77% | 1.74% | 3.73% | -12.04% | 5.57% | 10.90% | 8.06% | -1.48% | 2.81% |
Returns By Period
In the year-to-date period, SCHP achieves a 0.37% return, which is significantly higher than VIPSX's 0.34% return. Both investments have delivered pretty close results over the past 10 years, with SCHP having a 2.56% annualized return and VIPSX not far behind at 2.45%.
SCHP
- 1D
- -0.09%
- 1M
- -1.16%
- YTD
- 0.37%
- 6M
- 0.14%
- 1Y
- 2.84%
- 3Y*
- 3.12%
- 5Y*
- 1.37%
- 10Y*
- 2.56%
VIPSX
- 1D
- 0.09%
- 1M
- -1.10%
- YTD
- 0.34%
- 6M
- 0.21%
- 1Y
- 2.77%
- 3Y*
- 2.99%
- 5Y*
- 1.24%
- 10Y*
- 2.45%
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SCHP vs. VIPSX - Expense Ratio Comparison
SCHP has a 0.05% expense ratio, which is lower than VIPSX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SCHP vs. VIPSX — Risk / Return Rank
SCHP
VIPSX
SCHP vs. VIPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. TIPS ETF (SCHP) and Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX). 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.
| SCHP | VIPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.70 | 0.00 |
Sortino ratioReturn per unit of downside risk | 0.98 | 0.98 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.12 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.18 | -0.15 |
Martin ratioReturn relative to average drawdown | 3.07 | 3.52 | -0.44 |
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
| SCHP | VIPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.70 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.21 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.46 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.75 | -0.26 |
Correlation
The correlation between SCHP and VIPSX is 0.97, 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
SCHP vs. VIPSX - Dividend Comparison
SCHP's dividend yield for the trailing twelve months is around 3.72%, less than VIPSX's 4.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHP Schwab U.S. TIPS ETF | 3.72% | 4.06% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.26% | 1.90% | 1.38% | 0.28% |
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 4.39% | 4.64% | 4.07% | 4.20% | 8.34% | 5.03% | 1.28% | 2.22% | 3.03% | 2.32% | 3.38% | 0.77% |
Drawdowns
SCHP vs. VIPSX - Drawdown Comparison
The maximum SCHP drawdown since its inception was -14.26%, smaller than the maximum VIPSX drawdown of -15.13%. Use the drawdown chart below to compare losses from any high point for SCHP and VIPSX.
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Drawdown Indicators
| SCHP | VIPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.26% | -15.13% | +0.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.78% | -2.84% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -14.26% | -14.55% | +0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -14.26% | -14.55% | +0.29% |
Current DrawdownCurrent decline from peak | -1.35% | -1.34% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -3.26% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.95% | -0.01% |
Volatility
SCHP vs. VIPSX - Volatility Comparison
Schwab U.S. TIPS ETF (SCHP) and Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) have volatilities of 1.36% and 1.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHP | VIPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 1.36% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.22% | 2.30% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.04% | 4.11% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 6.00% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.60% | 5.34% | +0.26% |