PortfoliosLab logo
VAIPX vs. VTWAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VAIPX and VTWAX is 0.09, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

VAIPX vs. VTWAX - 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 World Stock Index Fund Admiral Shares (VTWAX). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
21.11%
86.30%
VAIPX
VTWAX

Key characteristics

Sharpe Ratio

VAIPX:

1.51

VTWAX:

0.58

Sortino Ratio

VAIPX:

2.12

VTWAX:

0.93

Omega Ratio

VAIPX:

1.27

VTWAX:

1.13

Calmar Ratio

VAIPX:

0.65

VTWAX:

0.61

Martin Ratio

VAIPX:

4.39

VTWAX:

2.76

Ulcer Index

VAIPX:

1.61%

VTWAX:

3.65%

Daily Std Dev

VAIPX:

4.70%

VTWAX:

17.32%

Max Drawdown

VAIPX:

-15.04%

VTWAX:

-34.20%

Current Drawdown

VAIPX:

-4.17%

VTWAX:

-6.35%

Returns By Period

In the year-to-date period, VAIPX achieves a 3.60% return, which is significantly higher than VTWAX's -1.15% return.


VAIPX

YTD

3.60%

1M

0.56%

6M

2.44%

1Y

7.46%

5Y*

1.51%

10Y*

2.15%

VTWAX

YTD

-1.15%

1M

-1.94%

6M

-1.46%

1Y

10.53%

5Y*

13.70%

10Y*

N/A

*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. 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%.


Expense ratio chart for VAIPX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VAIPX: 0.10%
Expense ratio chart for VTWAX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTWAX: 0.10%

Risk-Adjusted Performance

VAIPX vs. VTWAX — 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

VTWAX
The Risk-Adjusted Performance Rank of VTWAX is 6565
Overall Rank
The Sharpe Ratio Rank of VTWAX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWAX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VTWAX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VTWAX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VTWAX is 6969
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. 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.


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
VTWAX: 0.58
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
VTWAX: 0.93
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
VTWAX: 1.13
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
VTWAX: 0.61
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
VTWAX: 2.76

The current VAIPX Sharpe Ratio is 1.51, which is higher than the VTWAX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of VAIPX and VTWAX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.51
0.58
VAIPX
VTWAX

Dividends

VAIPX vs. VTWAX - Dividend Comparison

VAIPX's dividend yield for the trailing twelve months is around 4.16%, more than VTWAX's 1.92% 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%
VTWAX
Vanguard Total World Stock Index Fund Admiral Shares
1.92%1.92%2.06%2.17%1.79%1.64%2.28%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.17%
-6.35%
VAIPX
VTWAX

Volatility

VAIPX vs. VTWAX - Volatility Comparison

The current volatility for Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) is 2.29%, while Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) has a volatility of 12.34%. 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
2.29%
12.34%
VAIPX
VTWAX