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SDSI vs. VTIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDSI vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Short Duration Strategic Income ETF (SDSI) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

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SDSI vs. VTIP - Yearly Performance Comparison


2026 (YTD)2025202420232022
SDSI
American Century Short Duration Strategic Income ETF
0.25%6.54%5.63%5.88%2.05%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.99%6.07%4.74%4.62%0.62%

Returns By Period

In the year-to-date period, SDSI achieves a 0.25% return, which is significantly lower than VTIP's 0.99% return.


SDSI

1D
0.39%
1M
-0.66%
YTD
0.25%
6M
1.57%
1Y
4.98%
3Y*
5.46%
5Y*
10Y*

VTIP

1D
0.02%
1M
0.10%
YTD
0.99%
6M
1.37%
1Y
3.94%
3Y*
4.66%
5Y*
3.48%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDSI vs. VTIP - Expense Ratio Comparison

SDSI has a 0.33% expense ratio, which is higher than VTIP's 0.03% expense ratio.


Return for Risk

SDSI vs. VTIP — Risk / Return Rank

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

SDSI
SDSI Risk / Return Rank: 9494
Overall Rank
SDSI Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SDSI Sortino Ratio Rank: 9393
Sortino Ratio Rank
SDSI Omega Ratio Rank: 9696
Omega Ratio Rank
SDSI Calmar Ratio Rank: 9595
Calmar Ratio Rank
SDSI Martin Ratio Rank: 9696
Martin Ratio Rank

VTIP
VTIP Risk / Return Rank: 9494
Overall Rank
VTIP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9595
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9696
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9393
Martin Ratio Rank
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.

SDSI vs. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Short Duration Strategic Income ETF (SDSI) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


SDSIVTIPDifference

Sharpe ratio

Return per unit of total volatility

2.03

2.09

-0.05

Sortino ratio

Return per unit of downside risk

2.81

3.15

-0.34

Omega ratio

Gain probability vs. loss probability

1.49

1.44

+0.04

Calmar ratio

Return relative to maximum drawdown

3.91

4.11

-0.20

Martin ratio

Return relative to average drawdown

16.48

13.24

+3.24

SDSI vs. VTIP - Sharpe Ratio Comparison

The current SDSI Sharpe Ratio is 2.03, which is comparable to the VTIP Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of SDSI and VTIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SDSIVTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

2.09

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

2.56

0.87

+1.69

Correlation

The correlation between SDSI and VTIP is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SDSI vs. VTIP - Dividend Comparison

SDSI's dividend yield for the trailing twelve months is around 4.94%, more than VTIP's 3.77% yield.


TTM2025202420232022202120202019201820172016
SDSI
American Century Short Duration Strategic Income ETF
4.94%4.91%5.49%5.37%0.98%0.00%0.00%0.00%0.00%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.77%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%

Drawdowns

SDSI vs. VTIP - Drawdown Comparison

The maximum SDSI drawdown since its inception was -1.29%, smaller than the maximum VTIP drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for SDSI and VTIP.


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Drawdown Indicators


SDSIVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-1.29%

-6.27%

+4.98%

Max Drawdown (1Y)

Largest decline over 1 year

-1.29%

-0.98%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-6.27%

Current Drawdown

Current decline from peak

-0.68%

-0.26%

-0.42%

Average Drawdown

Average peak-to-trough decline

-0.25%

-1.05%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

0.30%

+0.01%

Volatility

SDSI vs. VTIP - Volatility Comparison

American Century Short Duration Strategic Income ETF (SDSI) has a higher volatility of 0.80% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.60%. This indicates that SDSI's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDSIVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

0.60%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

0.97%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

2.46%

1.90%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.31%

2.78%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.31%

2.74%

-0.43%