VAIPX vs. VTWAX
Compare and contrast key facts about Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX).
VAIPX is managed by Vanguard. It was launched on Jun 10, 2005. VTWAX is managed by Vanguard. It was launched on Feb 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAIPX or VTWAX.
Key characteristics
| VAIPX | VTWAX | |
|---|---|---|
| YTD Return | 2.47% | 18.66% |
| 1Y Return | 6.69% | 30.01% |
| 3Y Return (Ann) | -2.26% | 5.67% |
| 5Y Return (Ann) | 2.06% | 11.36% |
| Sharpe Ratio | 1.33 | 2.56 |
| Sortino Ratio | 1.99 | 3.48 |
| Omega Ratio | 1.24 | 1.47 |
| Calmar Ratio | 0.52 | 3.15 |
| Martin Ratio | 6.08 | 16.91 |
| Ulcer Index | 1.09% | 1.77% |
| Daily Std Dev | 4.98% | 11.71% |
| Max Drawdown | -15.04% | -34.20% |
| Current Drawdown | -6.94% | -0.88% |
Correlation
The correlation between VAIPX and VTWAX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VAIPX vs. VTWAX - Performance Comparison
In the year-to-date period, VAIPX achieves a 2.47% return, which is significantly lower than VTWAX's 18.66% 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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VAIPX vs. VTWAX - Expense Ratio Comparison
Both VAIPX and VTWAX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VAIPX vs. VTWAX - 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 Total World Stock Index Fund Admiral Shares (VTWAX). 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. VTWAX - Dividend Comparison
VAIPX's dividend yield for the trailing twelve months is around 4.33%, more than VTWAX's 1.81% 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% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 1.81% | 2.06% | 2.16% | 1.79% | 1.64% | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VAIPX vs. VTWAX - Drawdown Comparison
The maximum VAIPX drawdown since its inception was -15.04%, smaller than the maximum VTWAX drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for VAIPX and VTWAX. For additional features, visit the drawdowns tool.
Volatility
VAIPX vs. VTWAX - Volatility Comparison
The current volatility for Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) is 1.37%, while Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) has a volatility of 3.30%. This indicates that VAIPX experiences smaller price fluctuations and is considered to be less risky than VTWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.