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

Correlation

The correlation between VAIPX and VSIGX is -0.11. 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. 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.

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Key characteristics

Sharpe Ratio

VAIPX:

1.09

VSIGX:

1.29

Sortino Ratio

VAIPX:

1.56

VSIGX:

1.96

Omega Ratio

VAIPX:

1.20

VSIGX:

1.23

Calmar Ratio

VAIPX:

0.54

VSIGX:

0.45

Martin Ratio

VAIPX:

3.23

VSIGX:

3.01

Ulcer Index

VAIPX:

1.63%

VSIGX:

1.95%

Daily Std Dev

VAIPX:

4.76%

VSIGX:

4.58%

Max Drawdown

VAIPX:

-15.04%

VSIGX:

-17.20%

Current Drawdown

VAIPX:

-5.12%

VSIGX:

-7.49%

Returns By Period

The year-to-date returns for both investments are quite close, with VAIPX having a 2.58% return and VSIGX slightly higher at 2.66%. Over the past 10 years, VAIPX has outperformed VSIGX with an annualized return of 2.16%, while VSIGX has yielded a comparatively lower 1.06% annualized return.


VAIPX

YTD

2.58%

1M

0.83%

6M

1.34%

1Y

5.14%

5Y*

1.43%

10Y*

2.16%

VSIGX

YTD

2.66%

1M

0.57%

6M

2.53%

1Y

5.87%

5Y*

-1.39%

10Y*

1.06%

*Annualized

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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%.


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 7777
Overall Rank
The Sharpe Ratio Rank of VAIPX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VAIPX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VAIPX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VAIPX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VAIPX is 7575
Martin Ratio Rank

VSIGX
The Risk-Adjusted Performance Rank of VSIGX is 7777
Overall Rank
The Sharpe Ratio Rank of VSIGX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VSIGX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VSIGX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of VSIGX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of VSIGX is 7272
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.


The current VAIPX Sharpe Ratio is 1.09, which is comparable to the VSIGX Sharpe Ratio of 1.29. 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.


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Dividends

VAIPX vs. VSIGX - Dividend Comparison

VAIPX's dividend yield for the trailing twelve months is around 4.20%, more than VSIGX's 3.73% yield.


TTM20242023202220212020201920182017201620152014
VAIPX
Vanguard Inflation-Protected Securities Fund Admiral Shares
4.20%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
3.73%3.64%2.70%1.71%1.66%2.21%2.21%2.05%1.67%1.69%1.70%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.


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Volatility

VAIPX vs. VSIGX - Volatility Comparison

Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) has a higher volatility of 1.59% compared to Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) at 1.49%. This indicates that VAIPX's price experiences larger fluctuations and is considered to be riskier than VSIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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