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

Correlation

The correlation between VAIPX and VSIGX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

VAIPX vs. VSIGX - Performance Comparison

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

0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
0.65%
0.69%
VAIPX
VSIGX

Key characteristics

Sharpe Ratio

VAIPX:

0.65

VSIGX:

0.45

Sortino Ratio

VAIPX:

0.92

VSIGX:

0.66

Omega Ratio

VAIPX:

1.11

VSIGX:

1.08

Calmar Ratio

VAIPX:

0.27

VSIGX:

0.15

Martin Ratio

VAIPX:

1.83

VSIGX:

0.99

Ulcer Index

VAIPX:

1.60%

VSIGX:

2.12%

Daily Std Dev

VAIPX:

4.47%

VSIGX:

4.67%

Max Drawdown

VAIPX:

-15.04%

VSIGX:

-17.20%

Current Drawdown

VAIPX:

-7.09%

VSIGX:

-9.89%

Returns By Period

In the year-to-date period, VAIPX achieves a 0.44% return, which is significantly higher than VSIGX's 0.00% return. Over the past 10 years, VAIPX has outperformed VSIGX with an annualized return of 1.85%, while VSIGX has yielded a comparatively lower 0.77% annualized return.


VAIPX

YTD

0.44%

1M

0.36%

6M

0.56%

1Y

2.92%

5Y*

1.78%

10Y*

1.85%

VSIGX

YTD

0.00%

1M

0.17%

6M

0.69%

1Y

2.20%

5Y*

-0.54%

10Y*

0.77%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VAIPX vs. VSIGX - Expense Ratio Comparison

VAIPX has a 0.10% expense ratio, which is higher than VSIGX's 0.07% 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%.


VAIPX
Vanguard Inflation-Protected Securities Fund Admiral Shares
Expense ratio chart for VAIPX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VSIGX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VAIPX vs. VSIGX — 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 2525
Overall Rank
The Sharpe Ratio Rank of VAIPX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of VAIPX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of VAIPX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of VAIPX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of VAIPX is 2323
Martin Ratio Rank

VSIGX
The Risk-Adjusted Performance Rank of VSIGX is 1515
Overall Rank
The Sharpe Ratio Rank of VSIGX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VSIGX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VSIGX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of VSIGX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of VSIGX is 1313
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. VSIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) and Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX). 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.


Sharpe ratio
The chart of Sharpe ratio for VAIPX, currently valued at 0.65, compared to the broader market-1.000.001.002.003.004.000.650.45
The chart of Sortino ratio for VAIPX, currently valued at 0.92, compared to the broader market0.005.0010.000.920.66
The chart of Omega ratio for VAIPX, currently valued at 1.11, compared to the broader market1.002.003.004.001.111.08
The chart of Calmar ratio for VAIPX, currently valued at 0.27, compared to the broader market0.005.0010.0015.0020.000.270.15
The chart of Martin ratio for VAIPX, currently valued at 1.83, compared to the broader market0.0020.0040.0060.0080.001.830.99
VAIPX
VSIGX

The current VAIPX Sharpe Ratio is 0.65, which is higher than the VSIGX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of VAIPX and VSIGX, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.65
0.45
VAIPX
VSIGX

Dividends

VAIPX vs. VSIGX - Dividend Comparison

VAIPX's dividend yield for the trailing twelve months is around 4.15%, more than VSIGX's 3.64% yield.


TTM20242023202220212020201920182017201620152014
VAIPX
Vanguard Inflation-Protected Securities Fund Admiral Shares
4.15%4.17%4.31%8.45%5.13%1.38%2.30%3.12%2.41%2.12%0.87%2.25%
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
3.64%3.64%2.70%1.70%1.11%1.51%2.21%2.06%1.67%1.69%1.80%1.56%

Drawdowns

VAIPX vs. VSIGX - Drawdown Comparison

The maximum VAIPX drawdown since its inception was -15.04%, smaller than the maximum VSIGX drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for VAIPX and VSIGX. For additional features, visit the drawdowns tool.


-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%AugustSeptemberOctoberNovemberDecember2025
-7.09%
-9.89%
VAIPX
VSIGX

Volatility

VAIPX vs. VSIGX - Volatility Comparison

Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) and Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) have volatilities of 1.36% and 1.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%AugustSeptemberOctoberNovemberDecember2025
1.36%
1.35%
VAIPX
VSIGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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