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TIP vs. VGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIP vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares TIPS Bond ETF (TIP) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TIP achieves a 1.40% return, which is significantly lower than VGT's 24.03% return. Over the past 10 years, TIP has underperformed VGT with an annualized return of 2.53%, while VGT has yielded a comparatively higher 25.19% annualized return.


TIP

1D
0.01%
1M
0.25%
YTD
1.40%
6M
1.42%
1Y
4.76%
3Y*
4.00%
5Y*
0.91%
10Y*
2.53%

VGT

1D
0.58%
1M
3.03%
YTD
24.03%
6M
24.13%
1Y
50.48%
3Y*
29.84%
5Y*
20.35%
10Y*
25.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIP vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIP
iShares TIPS Bond ETF
1.40%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%
VGT
Vanguard Information Technology ETF
24.03%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%

Correlation

The correlation between TIP and VGT is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.13

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

0.14

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

-0.09

The correlation between TIP and VGT shifts across timeframes, from -0.09 (all time) to 0.14 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TIP vs. VGT — Risk / Return Rank

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

TIP
TIP Risk / Return Rank: 4747
Overall Rank
TIP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 4848
Sortino Ratio Rank
TIP Omega Ratio Rank: 4242
Omega Ratio Rank
TIP Calmar Ratio Rank: 5353
Calmar Ratio Rank
TIP Martin Ratio Rank: 4949
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 7070
Overall Rank
VGT Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 7171
Sortino Ratio Rank
VGT Omega Ratio Rank: 7272
Omega Ratio Rank
VGT Calmar Ratio Rank: 6767
Calmar Ratio Rank
VGT Martin Ratio Rank: 5959
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.

TIP vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) and Vanguard Information Technology ETF (VGT). 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.


TIPVGTDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.24

1.36

-0.12

Calmar ratioReturn relative to maximum drawdown

2.34

2.94

-0.60

Martin ratioReturn relative to average drawdown

7.00

9.11

-2.11

TIP vs. VGT - Sharpe Ratio Comparison

The current TIP Sharpe Ratio is 1.37, which is lower than the VGT Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of TIP and VGT, 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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Drawdowns

TIP vs. VGT - Drawdown Comparison

The maximum TIP drawdown since its inception was -14.57%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for TIP and VGT.


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Drawdown Indicators


TIPVGTDifference

Max Drawdown

Largest peak-to-trough decline

-14.57%

-54.63%

+40.06%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-16.40%

+14.42%

Max Drawdown (3Y)

Largest decline over 3 years

-4.54%

-27.23%

+22.69%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

-35.07%

+20.56%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

-35.07%

+20.56%

Current Drawdown

Current decline from peak

-0.46%

-7.18%

+6.72%

Average Drawdown

Average peak-to-trough decline

-3.43%

-7.95%

+4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

5.28%

-4.62%

Volatility

TIP vs. VGT - Volatility Comparison

The current volatility for iShares TIPS Bond ETF (TIP) is 1.03%, while Vanguard Information Technology ETF (VGT) has a volatility of 10.00%. This indicates that TIP experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIPVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

10.00%

-8.97%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

18.00%

-15.68%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

22.00%

-18.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

25.40%

-19.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

24.72%

-18.98%

TIP vs. VGT - Expense Ratio Comparison

TIP has a 0.18% expense ratio, which is higher than VGT's 0.09% 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

TIP vs. VGT - Dividend Comparison

TIP's dividend yield for the trailing twelve months is around 3.76%, more than VGT's 0.33% yield.


PositionTTM20252024202320222021202020192018201720162015
TIP
iShares TIPS Bond ETF
3.76%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%
VGT
Vanguard Information Technology ETF
0.33%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Frequently Asked Questions


TIP and VGT have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGT has higher volatility (10.00%) compared to TIP (1.03%). In terms of maximum drawdown, TIP dropped -14.57% vs VGT's -54.63%.

On 10-year performance, VGT leads with 25.19% vs 2.53% for TIP. On fees, VGT is cheaper at 0.09% per year. On volatility, TIP has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VGT has performed better with a 25.19% return vs 2.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGT is cheaper with a 0.09% expense ratio, compared with 0.18% for TIP.

TIP has the higher dividend yield at 3.76%, compared with 0.33% for VGT.

TIP is categorized as Inflation-Protected Bonds, while VGT is Technology Equities. TIP tracks ICE U.S. Treasury Inflation Linked Bond Index, while VGT tracks MSCI USA IMI Information Technology 25/50 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for TIP and 0.09% for VGT.

VGT currently has the higher Sharpe Ratio (2.19 vs 1.37), 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.

Portfolio Optimizer

Find the right allocation for TIP and VGT

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