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VAIPX vs. BIIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VAIPX vs. BIIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) and iShares Short-Term TIPS Bond Index Fund (BIIPX). The values are adjusted to include any dividend payments, if applicable.

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VAIPX vs. BIIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VAIPX
Vanguard Inflation-Protected Securities Fund Admiral Shares
0.30%6.87%1.85%3.83%-11.92%5.69%10.96%8.16%-1.39%2.67%
BIIPX
iShares Short-Term TIPS Bond Index Fund
0.73%6.05%4.75%3.25%-4.12%5.19%4.89%4.83%0.58%0.88%

Returns By Period

In the year-to-date period, VAIPX achieves a 0.30% return, which is significantly lower than BIIPX's 0.73% return.


VAIPX

1D
0.66%
1M
-1.41%
YTD
0.30%
6M
0.40%
1Y
2.94%
3Y*
3.07%
5Y*
1.36%
10Y*
2.55%

BIIPX

1D
0.20%
1M
-0.20%
YTD
0.73%
6M
1.05%
1Y
3.65%
3Y*
4.19%
5Y*
2.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VAIPX vs. BIIPX - Expense Ratio Comparison

VAIPX has a 0.10% expense ratio, which is higher than BIIPX's 0.08% 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%.


Return for Risk

VAIPX vs. BIIPX — Risk / Return Rank

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

VAIPX
VAIPX Risk / Return Rank: 4141
Overall Rank
VAIPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VAIPX Sortino Ratio Rank: 3636
Sortino Ratio Rank
VAIPX Omega Ratio Rank: 3030
Omega Ratio Rank
VAIPX Calmar Ratio Rank: 6060
Calmar Ratio Rank
VAIPX Martin Ratio Rank: 4040
Martin Ratio Rank

BIIPX
BIIPX Risk / Return Rank: 9393
Overall Rank
BIIPX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BIIPX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BIIPX Omega Ratio Rank: 9292
Omega Ratio Rank
BIIPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BIIPX 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.

VAIPX vs. BIIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) and iShares Short-Term TIPS Bond Index Fund (BIIPX). 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.


VAIPXBIIPXDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.81

-0.98

Sortino ratio

Return per unit of downside risk

1.16

3.21

-2.05

Omega ratio

Gain probability vs. loss probability

1.15

1.43

-0.28

Calmar ratio

Return relative to maximum drawdown

1.38

4.25

-2.88

Martin ratio

Return relative to average drawdown

4.17

11.88

-7.71

VAIPX vs. BIIPX - Sharpe Ratio Comparison

The current VAIPX Sharpe Ratio is 0.83, which is lower than the BIIPX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of VAIPX and BIIPX, 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


VAIPXBIIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.81

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.94

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.10

-0.59

Correlation

The correlation between VAIPX and BIIPX is 0.70, 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

VAIPX vs. BIIPX - Dividend Comparison

VAIPX's dividend yield for the trailing twelve months is around 4.46%, more than BIIPX's 3.57% yield.


TTM20252024202320222021202020192018201720162015
VAIPX
Vanguard Inflation-Protected Securities Fund Admiral Shares
4.46%4.74%4.17%4.31%8.45%5.13%1.38%2.29%3.12%2.41%3.49%0.88%
BIIPX
iShares Short-Term TIPS Bond Index Fund
3.57%4.64%4.30%2.65%4.56%4.39%1.58%2.27%2.74%1.89%0.00%0.00%

Drawdowns

VAIPX vs. BIIPX - Drawdown Comparison

The maximum VAIPX drawdown since its inception was -15.04%, which is greater than BIIPX's maximum drawdown of -6.46%. Use the drawdown chart below to compare losses from any high point for VAIPX and BIIPX.


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Drawdown Indicators


VAIPXBIIPXDifference

Max Drawdown

Largest peak-to-trough decline

-15.04%

-6.46%

-8.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-1.12%

-1.73%

Max Drawdown (5Y)

Largest decline over 5 years

-14.40%

-6.46%

-7.94%

Max Drawdown (10Y)

Largest decline over 10 years

-14.40%

Current Drawdown

Current decline from peak

-1.41%

-0.51%

-0.90%

Average Drawdown

Average peak-to-trough decline

-3.84%

-1.09%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.40%

+0.54%

Volatility

VAIPX vs. BIIPX - Volatility Comparison

Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) has a higher volatility of 1.42% compared to iShares Short-Term TIPS Bond Index Fund (BIIPX) at 0.57%. This indicates that VAIPX's price experiences larger fluctuations and is considered to be riskier than BIIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAIPXBIIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

0.57%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

1.28%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

2.53%

+1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

3.07%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

2.63%

+2.71%