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VBITX vs. VIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBITX vs. VIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Bond Index Fund Institutional Shares (VBITX) and Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX). The values are adjusted to include any dividend payments, if applicable.

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VBITX vs. VIPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBITX
Vanguard Short-Term Bond Index Fund Institutional Shares
-0.32%6.11%3.77%4.43%-5.61%-1.18%4.72%4.89%1.38%1.20%
VIPIX
Vanguard Inflation-Protected Securities Fund Institutional Shares
0.32%6.98%1.85%3.85%-11.93%5.73%11.05%8.18%-1.40%2.97%

Returns By Period

In the year-to-date period, VBITX achieves a -0.32% return, which is significantly lower than VIPIX's 0.32% return. Over the past 10 years, VBITX has underperformed VIPIX with an annualized return of 1.87%, while VIPIX has yielded a comparatively higher 2.58% annualized return.


VBITX

1D
0.20%
1M
-1.25%
YTD
-0.32%
6M
0.87%
1Y
3.67%
3Y*
3.99%
5Y*
1.51%
10Y*
1.87%

VIPIX

1D
0.64%
1M
-1.37%
YTD
0.32%
6M
0.46%
1Y
2.99%
3Y*
3.12%
5Y*
1.40%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBITX vs. VIPIX - Expense Ratio Comparison

VBITX has a 0.05% expense ratio, which is lower than VIPIX's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VBITX vs. VIPIX — Risk / Return Rank

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

VBITX
VBITX Risk / Return Rank: 9090
Overall Rank
VBITX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VBITX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VBITX Omega Ratio Rank: 8585
Omega Ratio Rank
VBITX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VBITX Martin Ratio Rank: 9191
Martin Ratio Rank

VIPIX
VIPIX Risk / Return Rank: 4343
Overall Rank
VIPIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VIPIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
VIPIX Omega Ratio Rank: 3030
Omega Ratio Rank
VIPIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
VIPIX Martin Ratio Rank: 4242
Martin Ratio Rank
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.

VBITX vs. VIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond Index Fund Institutional Shares (VBITX) and Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX). 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.


VBITXVIPIXDifference

Sharpe ratio

Return per unit of total volatility

1.71

0.84

+0.86

Sortino ratio

Return per unit of downside risk

2.80

1.18

+1.62

Omega ratio

Gain probability vs. loss probability

1.35

1.15

+0.19

Calmar ratio

Return relative to maximum drawdown

2.79

1.43

+1.36

Martin ratio

Return relative to average drawdown

10.38

4.28

+6.10

VBITX vs. VIPIX - Sharpe Ratio Comparison

The current VBITX Sharpe Ratio is 1.71, which is higher than the VIPIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VBITX and VIPIX, 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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Sharpe Ratios by Period


VBITXVIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

0.84

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.23

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.48

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.61

-0.60

Correlation

The correlation between VBITX and VIPIX is 0.64, 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.


Dividends

VBITX vs. VIPIX - Dividend Comparison

VBITX's dividend yield for the trailing twelve months is around 3.62%, less than VIPIX's 4.48% yield.


TTM20252024202320222021202020192018201720162015
VBITX
Vanguard Short-Term Bond Index Fund Institutional Shares
3.62%3.85%3.39%1.99%1.48%1.24%1.80%2.26%2.03%1.69%1.52%1.44%
VIPIX
Vanguard Inflation-Protected Securities Fund Institutional Shares
4.48%4.77%4.20%4.34%8.49%5.16%1.41%2.32%3.15%2.45%3.50%0.91%

Drawdowns

VBITX vs. VIPIX - Drawdown Comparison

The maximum VBITX drawdown since its inception was -79.18%, which is greater than VIPIX's maximum drawdown of -15.04%. Use the drawdown chart below to compare losses from any high point for VBITX and VIPIX.


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Drawdown Indicators


VBITXVIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-79.18%

-15.04%

-64.14%

Max Drawdown (1Y)

Largest decline over 1 year

-1.54%

-2.82%

+1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-8.61%

-14.33%

+5.72%

Max Drawdown (10Y)

Largest decline over 10 years

-79.18%

-14.33%

-64.85%

Current Drawdown

Current decline from peak

-74.94%

-1.37%

-73.57%

Average Drawdown

Average peak-to-trough decline

-45.89%

-3.38%

-42.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.94%

-0.53%

Volatility

VBITX vs. VIPIX - Volatility Comparison

The current volatility for Vanguard Short-Term Bond Index Fund Institutional Shares (VBITX) is 0.75%, while Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX) has a volatility of 1.46%. This indicates that VBITX experiences smaller price fluctuations and is considered to be less risky than VIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBITXVIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

1.46%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

1.50%

2.39%

-0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

2.42%

4.17%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.93%

6.03%

-3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

160.21%

5.38%

+154.83%