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VDADX vs. VTAPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDADX vs. VTAPX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VDADX achieves a 7.70% return, which is significantly higher than VTAPX's 2.05% return. Over the past 10 years, VDADX has outperformed VTAPX with an annualized return of 13.22%, while VTAPX has yielded a comparatively lower 3.13% annualized return.


VDADX

1D
0.72%
1M
3.96%
YTD
7.70%
6M
7.14%
1Y
19.81%
3Y*
16.52%
5Y*
10.75%
10Y*
13.22%

VTAPX

1D
0.00%
1M
0.04%
YTD
2.05%
6M
2.04%
1Y
4.69%
3Y*
5.23%
5Y*
3.38%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDADX vs. VTAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
7.70%14.17%16.99%14.44%-9.80%23.59%15.47%29.68%-2.06%22.22%
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
2.05%6.03%4.73%4.59%-2.84%5.26%4.97%4.85%0.53%0.82%

Correlation

The correlation between VDADX and VTAPX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Dec 23, 2013

0.05

The correlation between VDADX and VTAPX shifts across timeframes, from -0.01 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VDADX vs. VTAPX — Risk / Return Rank

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

VDADX
VDADX Risk / Return Rank: 4949
Overall Rank
VDADX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VDADX Sortino Ratio Rank: 5050
Sortino Ratio Rank
VDADX Omega Ratio Rank: 4646
Omega Ratio Rank
VDADX Calmar Ratio Rank: 4747
Calmar Ratio Rank
VDADX Martin Ratio Rank: 5151
Martin Ratio Rank

VTAPX
VTAPX Risk / Return Rank: 9494
Overall Rank
VTAPX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VTAPX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VTAPX Omega Ratio Rank: 9090
Omega Ratio Rank
VTAPX Calmar Ratio Rank: 9696
Calmar Ratio Rank
VTAPX Martin Ratio Rank: 9797
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.

VDADX vs. VTAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). 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.


VDADXVTAPXDifference

Sharpe ratio

Return per unit of total volatility

2.05

3.03

-0.98

Sortino ratio

Return per unit of downside risk

2.98

5.02

-2.04

Omega ratio

Gain probability vs. loss probability

1.37

1.65

-0.28

Calmar ratio

Return relative to maximum drawdown

2.61

6.45

-3.84

Martin ratio

Return relative to average drawdown

10.51

25.59

-15.08

VDADX vs. VTAPX - Sharpe Ratio Comparison

The current VDADX Sharpe Ratio is 2.05, which is lower than the VTAPX Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of VDADX and VTAPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VDADXVTAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

3.03

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

1.27

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

1.41

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.07

-0.31

Drawdowns

VDADX vs. VTAPX - Drawdown Comparison

The maximum VDADX drawdown since its inception was -31.70%, which is greater than VTAPX's maximum drawdown of -5.33%. Use the drawdown chart below to compare losses from any high point for VDADX and VTAPX.


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Drawdown Indicators


VDADXVTAPXDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-5.33%

-26.37%

Max Drawdown (1Y)

Largest decline over 1 year

-7.93%

-0.72%

-7.21%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-0.92%

-14.03%

Max Drawdown (5Y)

Largest decline over 5 years

-20.42%

-5.33%

-15.09%

Max Drawdown (10Y)

Largest decline over 10 years

-31.70%

-5.33%

-26.37%

Current Drawdown

Current decline from peak

0.00%

-0.04%

+0.04%

Average Drawdown

Average peak-to-trough decline

-3.41%

-1.03%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

0.18%

+1.78%

Volatility

VDADX vs. VTAPX - Volatility Comparison

Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) has a higher volatility of 2.31% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) at 0.57%. This indicates that VDADX's price experiences larger fluctuations and is considered to be riskier than VTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDADXVTAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

0.57%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

1.11%

+6.54%

Volatility (1Y)

Calculated over the trailing 1-year period

10.07%

1.52%

+8.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.27%

2.67%

+11.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.20%

2.23%

+13.97%

VDADX vs. VTAPX - Expense Ratio Comparison

VDADX has a 0.08% expense ratio, which is higher than VTAPX's 0.06% 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%.


Dividends

VDADX vs. VTAPX - Dividend Comparison

VDADX's dividend yield for the trailing twelve months is around 1.45%, less than VTAPX's 3.55% yield.


PositionTTM20252024202320222021202020192018201720162015
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.45%1.60%1.71%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
3.55%3.78%2.68%2.84%6.82%4.67%1.19%1.94%2.45%1.52%0.76%0.00%

Frequently Asked Questions


VDADX and VTAPX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VDADX has higher volatility (2.31%) compared to VTAPX (0.57%). In terms of maximum drawdown, VDADX dropped -31.70% vs VTAPX's -5.33%.

VTAPX currently has the higher Sharpe Ratio (3.03 vs 2.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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