VAIPX vs. PEP
Compare and contrast key facts about Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) and PepsiCo, Inc. (PEP).
VAIPX is managed by Vanguard. It was launched on Jun 10, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAIPX or PEP.
Key characteristics
| VAIPX | PEP | |
|---|---|---|
| YTD Return | 2.47% | -0.98% |
| 1Y Return | 6.69% | 1.00% |
| 3Y Return (Ann) | -2.26% | 3.22% |
| 5Y Return (Ann) | 2.06% | 7.30% |
| 10Y Return (Ann) | 2.12% | 8.45% |
| Sharpe Ratio | 1.33 | 0.10 |
| Sortino Ratio | 1.99 | 0.26 |
| Omega Ratio | 1.24 | 1.03 |
| Calmar Ratio | 0.52 | 0.10 |
| Martin Ratio | 6.08 | 0.32 |
| Ulcer Index | 1.09% | 4.73% |
| Daily Std Dev | 4.98% | 15.83% |
| Max Drawdown | -15.04% | -40.41% |
| Current Drawdown | -6.94% | -12.38% |
Correlation
The correlation between VAIPX and PEP is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
VAIPX vs. PEP - Performance Comparison
In the year-to-date period, VAIPX achieves a 2.47% return, which is significantly higher than PEP's -0.98% return. Over the past 10 years, VAIPX has underperformed PEP with an annualized return of 2.12%, while PEP has yielded a comparatively higher 8.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VAIPX vs. PEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) and PepsiCo, Inc. (PEP). 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.
Dividends
VAIPX vs. PEP - Dividend Comparison
VAIPX's dividend yield for the trailing twelve months is around 4.33%, more than PEP's 3.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 4.33% | 4.31% | 8.45% | 5.13% | 1.38% | 2.30% | 3.12% | 2.41% | 2.12% | 0.87% | 2.25% | 1.83% |
PEP PepsiCo, Inc. | 3.20% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Drawdowns
VAIPX vs. PEP - Drawdown Comparison
The maximum VAIPX drawdown since its inception was -15.04%, smaller than the maximum PEP drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for VAIPX and PEP. For additional features, visit the drawdowns tool.
Volatility
VAIPX vs. PEP - Volatility Comparison
The current volatility for Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) is 1.37%, while PepsiCo, Inc. (PEP) has a volatility of 3.06%. This indicates that VAIPX experiences smaller price fluctuations and is considered to be less risky than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.