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VAIPX vs. VTP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAIPX vs. VTP - 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 Total Inflation-Protected Securities ETF (VTP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VAIPX achieves a 1.65% return, which is significantly higher than VTP's 1.55% return.


VAIPX

1D
0.00%
1M
0.13%
YTD
1.65%
6M
1.27%
1Y
5.31%
3Y*
4.04%
5Y*
1.17%
10Y*
2.64%

VTP

1D
-0.16%
1M
-0.08%
YTD
1.55%
6M
1.09%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAIPX vs. VTP - Yearly Performance Comparison


Correlation

The correlation between VAIPX and VTP is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 10, 2025

0.94

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Return for Risk

VAIPX vs. VTP — Risk / Return Rank

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

VAIPX
VAIPX Risk / Return Rank: 3434
Overall Rank
VAIPX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VAIPX Sortino Ratio Rank: 3232
Sortino Ratio Rank
VAIPX Omega Ratio Rank: 2828
Omega Ratio Rank
VAIPX Calmar Ratio Rank: 4444
Calmar Ratio Rank
VAIPX Martin Ratio Rank: 3636
Martin Ratio Rank

VTP
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. VTP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) and Vanguard Total Inflation-Protected Securities ETF (VTP). 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.


VAIPXVTPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.53

Martin ratioReturn relative to average drawdown

8.02

VAIPX vs. VTP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VAIPXVTPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

1.31

-0.80

Drawdowns

VAIPX vs. VTP - Drawdown Comparison

The maximum VAIPX drawdown since its inception was -15.04%, which is greater than VTP's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for VAIPX and VTP.


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Drawdown Indicators


VAIPXVTPDifference

Max Drawdown

Largest peak-to-trough decline

-15.04%

-1.92%

-13.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-4.52%

Max Drawdown (5Y)

Largest decline over 5 years

-14.40%

Max Drawdown (10Y)

Largest decline over 10 years

-14.40%

Current Drawdown

Current decline from peak

-0.09%

-0.30%

+0.21%

Average Drawdown

Average peak-to-trough decline

-3.81%

-0.52%

-3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

Volatility

VAIPX vs. VTP - Volatility Comparison


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Volatility by Period


VAIPXVTPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

3.26%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.99%

3.26%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.32%

3.26%

+2.06%

VAIPX vs. VTP - Expense Ratio Comparison

VAIPX has a 0.10% expense ratio, which is higher than VTP's 0.05% 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%.


Dividends

VAIPX vs. VTP - Dividend Comparison

VAIPX's dividend yield for the trailing twelve months is around 4.49%, more than VTP's 1.61% yield.


PositionTTM20252024202320222021202020192018201720162015
VAIPX
Vanguard Inflation-Protected Securities Fund Admiral Shares
4.49%4.74%4.17%4.31%8.45%5.13%1.38%2.29%3.12%2.41%3.49%0.88%
VTP
Vanguard Total Inflation-Protected Securities ETF
1.61%1.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, VAIPX and VTP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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