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VCTPX vs. BKIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCTPX vs. BKIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Inflation Protected Fund (VCTPX) and iShares Short-Term TIPS Bond Index Fund Class K (BKIPX). The values are adjusted to include any dividend payments, if applicable.

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VCTPX vs. BKIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCTPX
VALIC Company I Inflation Protected Fund
0.73%4.22%1.15%4.03%-10.23%5.10%8.76%8.66%-3.13%4.86%
BKIPX
iShares Short-Term TIPS Bond Index Fund Class K
0.73%6.08%4.77%3.37%-4.18%5.21%4.86%4.90%0.61%0.90%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VCTPX at 0.73% and BKIPX at 0.73%.


VCTPX

1D
0.58%
1M
-1.27%
YTD
0.73%
6M
0.73%
1Y
3.28%
3Y*
2.20%
5Y*
1.23%
10Y*
2.32%

BKIPX

1D
0.20%
1M
-0.20%
YTD
0.73%
6M
1.06%
1Y
3.68%
3Y*
4.22%
5Y*
2.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCTPX vs. BKIPX - Expense Ratio Comparison

VCTPX has a 0.52% expense ratio, which is higher than BKIPX's 0.06% expense ratio.


Return for Risk

VCTPX vs. BKIPX — Risk / Return Rank

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

VCTPX
VCTPX Risk / Return Rank: 4646
Overall Rank
VCTPX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VCTPX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VCTPX Omega Ratio Rank: 4242
Omega Ratio Rank
VCTPX Calmar Ratio Rank: 5252
Calmar Ratio Rank
VCTPX Martin Ratio Rank: 4040
Martin Ratio Rank

BKIPX
BKIPX Risk / Return Rank: 9393
Overall Rank
BKIPX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BKIPX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BKIPX Omega Ratio Rank: 9292
Omega Ratio Rank
BKIPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BKIPX Martin Ratio Rank: 9494
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.

VCTPX vs. BKIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Inflation Protected Fund (VCTPX) and iShares Short-Term TIPS Bond Index Fund Class K (BKIPX). 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.


VCTPXBKIPXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.84

-0.84

Sortino ratio

Return per unit of downside risk

1.39

3.16

-1.78

Omega ratio

Gain probability vs. loss probability

1.19

1.44

-0.25

Calmar ratio

Return relative to maximum drawdown

1.27

4.28

-3.02

Martin ratio

Return relative to average drawdown

4.18

12.41

-8.23

VCTPX vs. BKIPX - Sharpe Ratio Comparison

The current VCTPX Sharpe Ratio is 0.99, which is lower than the BKIPX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of VCTPX and BKIPX, 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


VCTPXBKIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.84

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.95

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

1.11

-0.86

Correlation

The correlation between VCTPX and BKIPX is 0.66, 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

VCTPX vs. BKIPX - Dividend Comparison

VCTPX's dividend yield for the trailing twelve months is around 2.59%, less than BKIPX's 3.60% yield.


TTM202520242023202220212020201920182017
VCTPX
VALIC Company I Inflation Protected Fund
2.59%0.00%13.97%13.35%8.00%1.86%2.20%1.63%1.98%0.39%
BKIPX
iShares Short-Term TIPS Bond Index Fund Class K
3.60%4.68%4.33%2.77%4.80%4.41%1.17%2.54%2.56%1.90%

Drawdowns

VCTPX vs. BKIPX - Drawdown Comparison

The maximum VCTPX drawdown since its inception was -17.48%, which is greater than BKIPX's maximum drawdown of -6.42%. Use the drawdown chart below to compare losses from any high point for VCTPX and BKIPX.


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Drawdown Indicators


VCTPXBKIPXDifference

Max Drawdown

Largest peak-to-trough decline

-17.48%

-6.42%

-11.06%

Max Drawdown (1Y)

Largest decline over 1 year

-3.45%

-1.12%

-2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-12.81%

-6.42%

-6.39%

Max Drawdown (10Y)

Largest decline over 10 years

-12.81%

Current Drawdown

Current decline from peak

-1.27%

-0.51%

-0.76%

Average Drawdown

Average peak-to-trough decline

-5.88%

-1.08%

-4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.39%

+0.65%

Volatility

VCTPX vs. BKIPX - Volatility Comparison

VALIC Company I Inflation Protected Fund (VCTPX) has a higher volatility of 1.32% compared to iShares Short-Term TIPS Bond Index Fund Class K (BKIPX) at 0.66%. This indicates that VCTPX's price experiences larger fluctuations and is considered to be riskier than BKIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCTPXBKIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

0.66%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

2.14%

1.27%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.94%

2.51%

+1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.61%

3.08%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

2.62%

+2.24%