VFIJX vs. VTIP
Compare and contrast key facts about Vanguard GNMA Fund Admiral Shares (VFIJX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
VFIJX is managed by Vanguard. It was launched on Feb 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: VFIJX or VTIP.
Performance
VFIJX vs. VTIP - Performance Comparison
Returns By Period
In the year-to-date period, VFIJX achieves a 0.86% return, which is significantly lower than VTIP's 4.42% return. Over the past 10 years, VFIJX has underperformed VTIP with an annualized return of 0.91%, while VTIP has yielded a comparatively higher 2.40% annualized return.
VFIJX
0.86%
-1.94%
2.52%
6.83%
-0.45%
0.91%
VTIP
4.42%
-0.27%
2.91%
6.55%
3.51%
2.40%
Key characteristics
| VFIJX | VTIP | |
|---|---|---|
| Sharpe Ratio | 1.23 | 3.16 |
| Sortino Ratio | 1.78 | 5.62 |
| Omega Ratio | 1.22 | 1.73 |
| Calmar Ratio | 0.61 | 5.00 |
| Martin Ratio | 4.08 | 24.86 |
| Ulcer Index | 1.82% | 0.27% |
| Daily Std Dev | 6.05% | 2.13% |
| Max Drawdown | -15.95% | -6.27% |
| Current Drawdown | -6.25% | -0.59% |
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VFIJX vs. VTIP - Expense Ratio Comparison
VFIJX has a 0.11% 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%.
Correlation
The correlation between VFIJX and VTIP is 0.50, 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.
Risk-Adjusted Performance
VFIJX vs. VTIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard GNMA Fund Admiral Shares (VFIJX) 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
VFIJX vs. VTIP - Dividend Comparison
VFIJX's dividend yield for the trailing twelve months is around 3.63%, more than VTIP's 3.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIJX Vanguard GNMA Fund Admiral Shares | 3.63% | 3.34% | 2.46% | 0.85% | 1.98% | 2.86% | 3.00% | 2.75% | 2.41% | 2.44% | 2.68% | 2.39% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.39% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
Drawdowns
VFIJX vs. VTIP - Drawdown Comparison
The maximum VFIJX drawdown since its inception was -15.95%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for VFIJX and VTIP. For additional features, visit the drawdowns tool.
Volatility
VFIJX vs. VTIP - Volatility Comparison
Vanguard GNMA Fund Admiral Shares (VFIJX) has a higher volatility of 1.57% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.49%. This indicates that VFIJX'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.