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VAIPX vs. PEP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VAIPX and PEP is -0.13. 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.


-0.50.00.51.0
Correlation: -0.1

Performance

VAIPX vs. PEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) and PepsiCo, Inc. (PEP). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
84.49%
318.17%
VAIPX
PEP

Key characteristics

Sharpe Ratio

VAIPX:

1.51

PEP:

-0.98

Sortino Ratio

VAIPX:

2.12

PEP:

-1.30

Omega Ratio

VAIPX:

1.27

PEP:

0.84

Calmar Ratio

VAIPX:

0.65

PEP:

-0.71

Martin Ratio

VAIPX:

4.39

PEP:

-1.71

Ulcer Index

VAIPX:

1.61%

PEP:

11.43%

Daily Std Dev

VAIPX:

4.70%

PEP:

19.52%

Max Drawdown

VAIPX:

-15.04%

PEP:

-40.41%

Current Drawdown

VAIPX:

-4.17%

PEP:

-27.63%

Returns By Period

In the year-to-date period, VAIPX achieves a 3.60% return, which is significantly higher than PEP's -11.51% return. Over the past 10 years, VAIPX has underperformed PEP with an annualized return of 2.15%, while PEP has yielded a comparatively higher 6.61% annualized return.


VAIPX

YTD

3.60%

1M

0.56%

6M

2.44%

1Y

7.46%

5Y*

1.51%

10Y*

2.15%

PEP

YTD

-11.51%

1M

-10.27%

6M

-21.00%

1Y

-21.99%

5Y*

2.82%

10Y*

6.61%

*Annualized

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Risk-Adjusted Performance

VAIPX vs. PEP — Risk-Adjusted Performance Rank

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

VAIPX
The Risk-Adjusted Performance Rank of VAIPX is 8383
Overall Rank
The Sharpe Ratio Rank of VAIPX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VAIPX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VAIPX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VAIPX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VAIPX is 8282
Martin Ratio Rank

PEP
The Risk-Adjusted Performance Rank of PEP is 77
Overall Rank
The Sharpe Ratio Rank of PEP is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of PEP is 88
Sortino Ratio Rank
The Omega Ratio Rank of PEP is 1010
Omega Ratio Rank
The Calmar Ratio Rank of PEP is 99
Calmar Ratio Rank
The Martin Ratio Rank of PEP is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VAIPX, currently valued at 1.51, compared to the broader market-1.000.001.002.003.00
VAIPX: 1.51
PEP: -0.98
The chart of Sortino ratio for VAIPX, currently valued at 2.12, compared to the broader market-2.000.002.004.006.008.00
VAIPX: 2.12
PEP: -1.30
The chart of Omega ratio for VAIPX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.00
VAIPX: 1.27
PEP: 0.84
The chart of Calmar ratio for VAIPX, currently valued at 0.65, compared to the broader market0.002.004.006.008.0010.00
VAIPX: 0.65
PEP: -0.71
The chart of Martin ratio for VAIPX, currently valued at 4.39, compared to the broader market0.0010.0020.0030.0040.0050.00
VAIPX: 4.39
PEP: -1.71

The current VAIPX Sharpe Ratio is 1.51, which is higher than the PEP Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of VAIPX and PEP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.51
-0.98
VAIPX
PEP

Dividends

VAIPX vs. PEP - Dividend Comparison

VAIPX's dividend yield for the trailing twelve months is around 4.16%, more than PEP's 4.08% yield.


TTM20242023202220212020201920182017201620152014
VAIPX
Vanguard Inflation-Protected Securities Fund Admiral Shares
4.16%4.17%4.31%8.45%5.13%1.38%2.30%3.12%2.41%2.12%0.87%2.25%
PEP
PepsiCo, Inc.
4.08%3.52%2.92%2.51%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-4.17%
-27.63%
VAIPX
PEP

Volatility

VAIPX vs. PEP - Volatility Comparison

The current volatility for Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) is 2.29%, while PepsiCo, Inc. (PEP) has a volatility of 9.14%. 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.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
2.29%
9.14%
VAIPX
PEP