VBILX vs. VTIP
Compare and contrast key facts about Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
VBILX is managed by Vanguard. It was launched on Nov 12, 2001. VTIP is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Oct 12, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBILX or VTIP.
Key characteristics
| VBILX | VTIP | |
|---|---|---|
| YTD Return | 2.36% | 4.61% |
| 1Y Return | 9.28% | 7.15% |
| 3Y Return (Ann) | -2.54% | 2.24% |
| 5Y Return (Ann) | -0.06% | 3.56% |
| 10Y Return (Ann) | 1.59% | 2.40% |
| Sharpe Ratio | 1.39 | 3.19 |
| Sortino Ratio | 2.06 | 5.64 |
| Omega Ratio | 1.25 | 1.74 |
| Calmar Ratio | 0.48 | 4.00 |
| Martin Ratio | 4.82 | 26.90 |
| Ulcer Index | 1.74% | 0.26% |
| Daily Std Dev | 6.06% | 2.17% |
| Max Drawdown | -20.65% | -6.27% |
| Current Drawdown | -9.95% | -0.41% |
Correlation
The correlation between VBILX and VTIP is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VBILX vs. VTIP - Performance Comparison
In the year-to-date period, VBILX achieves a 2.36% return, which is significantly lower than VTIP's 4.61% return. Over the past 10 years, VBILX has underperformed VTIP with an annualized return of 1.59%, while VTIP has yielded a comparatively higher 2.40% annualized 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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VBILX vs. VTIP - Expense Ratio Comparison
VBILX has a 0.07% expense ratio, which is higher than VTIP's 0.04% 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
VBILX vs. VTIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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
VBILX vs. VTIP - Dividend Comparison
VBILX's dividend yield for the trailing twelve months is around 3.66%, more than VTIP's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | 3.66% | 3.09% | 2.36% | 1.93% | 2.23% | 2.74% | 2.87% | 2.65% | 2.66% | 2.74% | 2.84% | 3.08% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.38% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
Drawdowns
VBILX vs. VTIP - Drawdown Comparison
The maximum VBILX drawdown since its inception was -20.65%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for VBILX and VTIP. For additional features, visit the drawdowns tool.
Volatility
VBILX vs. VTIP - Volatility Comparison
Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a higher volatility of 1.66% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.43%. This indicates that VBILX's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.