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STPZ vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

STPZ vs. VOO

Last updated Jun 4, 2026

STPZ (PIMCO 1-5 Year US TIPS Index ETF) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - STPZ is a Inflation-Protected Bonds fund tracking the ICE BofA US Inflation-Linked Treasury (1-5 Y), while VOO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, STPZ returned 2.89%/yr vs 15.56%/yr for VOO. At a 0.04 correlation, their price movements are largely independent. STPZ charges 0.20%/yr vs 0.03%/yr for VOO.

Performance

STPZ vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO 1-5 Year US TIPS Index ETF (STPZ) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STPZ achieves a 1.79% return, which is significantly lower than VOO's 10.91% return. Over the past 10 years, STPZ has underperformed VOO with an annualized return of 2.89%, while VOO has yielded a comparatively higher 15.56% annualized return.

STPZ

1D
-0.00%
1M
-0.09%
YTD
1.79%
6M
1.77%
1Y
4.51%
3Y*
5.03%
5Y*
2.90%
10Y*
2.89%

VOO

1D
-0.70%
1M
5.04%
YTD
10.91%
6M
10.93%
1Y
28.04%
3Y*
22.44%
5Y*
13.90%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STPZ vs. VOO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
STPZ
PIMCO 1-5 Year US TIPS Index ETF		1.79%6.40%4.30%4.28%-4.49%5.64%5.44%4.83%0.04%0.51%
VOO
Vanguard S&P 500 ETF		10.91%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between STPZ and VOO is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

0.04

The correlation between STPZ and VOO shifts across timeframes, from -0.02 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

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PIMCO 1-5 Year US TIPS Index ETF

Vanguard S&P 500 ETF

Often compared with STPZ:
STPZ vs. STIPSTPZ vs. JPSTSTPZ vs. SPIRSTPZ vs. VTIPSTPZ vs. GTIPSTPZ vs. TIPSTPZ vs. FTBFX
Often compared with VOO:
VOO vs. VTIVOO vs. QQQVOO vs. SCHDVOO vs. VTVOO vs. SPYVOO vs. FXAIXVOO vs. IVV

Return for Risk

STPZ vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
STPZ
STPZ Risk / Return Rank: 8282
Overall Rank
STPZ Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
STPZ Sortino Ratio Rank: 8686
Sortino Ratio Rank
STPZ Omega Ratio Rank: 8080
Omega Ratio Rank
STPZ Calmar Ratio Rank: 8686
Calmar Ratio Rank
STPZ Martin Ratio Rank: 8181
Martin Ratio Rank
VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.

STPZ vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO 1-5 Year US TIPS Index ETF (STPZ) and Vanguard S&P 500 ETF (VOO). 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.

STPZVOODifference

Sharpe ratio

Return per unit of total volatility

2.49

2.39

+0.10

Sortino ratio

Return per unit of downside risk

3.94

3.25

+0.69

Omega ratio

Gain probability vs. loss probability

1.49

1.43

+0.05

Calmar ratio

Return relative to maximum drawdown

4.87

3.16

+1.70

Martin ratio

Return relative to average drawdown

16.28

14.73

+1.56

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STPZ vs. VOO - Sharpe Ratio Comparison

The current STPZ Sharpe Ratio is 2.49, which is comparable to the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of STPZ and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

STPZVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.39

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.83

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.87

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.89

+0.02

Drawdowns

STPZ vs. VOO - Drawdown Comparison

The maximum STPZ drawdown since its inception was -6.77%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for STPZ and VOO.

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Drawdown Indicators

STPZVOODifference

Max Drawdown

Largest peak-to-trough decline

-6.77%

-33.99%

+27.22%

Max Drawdown (1Y)

Largest decline over 1 year

-0.93%

-8.90%

+7.97%

Max Drawdown (3Y)

Largest decline over 3 years

-1.35%

-18.69%

+17.34%

Max Drawdown (5Y)

Largest decline over 5 years

-6.70%

-24.52%

+17.82%

Max Drawdown (10Y)

Largest decline over 10 years

-6.77%

-33.99%

+27.22%

Current Drawdown

Current decline from peak

-0.11%

-0.70%

+0.59%

Average Drawdown

Average peak-to-trough decline

-1.31%

-3.69%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

1.91%

-1.63%

Volatility

STPZ vs. VOO - Volatility Comparison

The current volatility for PIMCO 1-5 Year US TIPS Index ETF (STPZ) is 0.46%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.84%. This indicates that STPZ experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

STPZVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

2.84%

-2.38%

Volatility (6M)

Calculated over the trailing 6-month period

1.20%

8.90%

-7.70%

Volatility (1Y)

Calculated over the trailing 1-year period

1.83%

11.80%

-9.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.29%

16.81%

-13.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.98%

18.01%

-15.03%

STPZ vs. VOO - Expense Ratio Comparison

STPZ has a 0.20% expense ratio, which is higher than VOO'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

STPZ vs. VOO - Dividend Comparison

STPZ's dividend yield for the trailing twelve months is around 4.10%, more than VOO's 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
STPZ
PIMCO 1-5 Year US TIPS Index ETF		4.10%3.65%1.97%1.63%5.88%3.65%1.86%1.76%2.23%1.51%0.65%0.49%
VOO
Vanguard S&P 500 ETF		1.03%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions

STPZ and VOO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOO has higher volatility (2.84%) compared to STPZ (0.46%). In terms of maximum drawdown, STPZ dropped -6.77% vs VOO's -33.99%.

On 10-year performance, VOO leads with 15.56% vs 2.89% for STPZ. On fees, VOO is cheaper at 0.03% per year. On volatility, STPZ has been the lower-risk option at 0.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VOO has performed better with a 15.56% return vs 2.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VOO is cheaper with a 0.03% expense ratio, compared with 0.20% for STPZ.

STPZ has the higher dividend yield at 4.10%, compared with 1.03% for VOO.

STPZ is categorized as Inflation-Protected Bonds, while VOO is S&P 500. STPZ tracks ICE BofA US Inflation-Linked Treasury (1-5 Y), while VOO tracks S&P 500 Index. They also come from different issuers: PIMCO and Vanguard. Their fees differ too: 0.20% for STPZ and 0.03% for VOO.

STPZ currently has the higher Sharpe Ratio (2.49 vs 2.39), 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.

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