VFITX vs. SCHP
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) and Schwab U.S. TIPS ETF (SCHP).
VFITX is managed by Vanguard. It was launched on Oct 28, 1991. SCHP is a passively managed fund by Charles Schwab that tracks the performance of the Barclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L). It was launched on Aug 5, 2010.
Performance
VFITX vs. SCHP - Performance Comparison
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VFITX vs. SCHP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | -0.48% | 7.54% | 1.39% | 4.08% | -10.43% | -2.38% | 8.20% | 6.29% | 1.01% | 1.57% |
SCHP Schwab U.S. TIPS ETF | 0.37% | 6.76% | 1.95% | 3.91% | -12.02% | 5.87% | 10.86% | 8.52% | -1.78% | 3.02% |
Returns By Period
In the year-to-date period, VFITX achieves a -0.48% return, which is significantly lower than SCHP's 0.37% return. Over the past 10 years, VFITX has underperformed SCHP with an annualized return of 1.33%, while SCHP has yielded a comparatively higher 2.56% annualized return.
VFITX
- 1D
- 0.10%
- 1M
- -1.68%
- YTD
- -0.48%
- 6M
- 0.38%
- 1Y
- 3.52%
- 3Y*
- 3.18%
- 5Y*
- 0.27%
- 10Y*
- 1.33%
SCHP
- 1D
- -0.09%
- 1M
- -1.16%
- YTD
- 0.37%
- 6M
- 0.14%
- 1Y
- 2.84%
- 3Y*
- 3.12%
- 5Y*
- 1.37%
- 10Y*
- 2.56%
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VFITX vs. SCHP - Expense Ratio Comparison
VFITX has a 0.20% expense ratio, which is higher than SCHP's 0.05% 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%.
Return for Risk
VFITX vs. SCHP — Risk / Return Rank
VFITX
SCHP
VFITX vs. SCHP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) and Schwab U.S. TIPS ETF (SCHP). 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.
| VFITX | SCHP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.71 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.33 | 0.98 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.13 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.03 | +0.47 |
Martin ratioReturn relative to average drawdown | 4.59 | 3.07 | +1.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFITX | SCHP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.71 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.22 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.46 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.50 | +0.43 |
Correlation
The correlation between VFITX and SCHP is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VFITX vs. SCHP - Dividend Comparison
VFITX's dividend yield for the trailing twelve months is around 3.58%, less than SCHP's 3.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | 3.58% | 3.90% | 4.05% | 3.45% | 1.97% | 0.99% | 4.84% | 2.30% | 2.34% | 1.75% | 2.77% | 2.50% |
SCHP Schwab U.S. TIPS ETF | 3.72% | 4.06% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.26% | 1.90% | 1.38% | 0.28% |
Drawdowns
VFITX vs. SCHP - Drawdown Comparison
The maximum VFITX drawdown since its inception was -15.58%, which is greater than SCHP's maximum drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for VFITX and SCHP.
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Drawdown Indicators
| VFITX | SCHP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.58% | -14.26% | -1.32% |
Max Drawdown (1Y)Largest decline over 1 year | -2.85% | -2.78% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -14.98% | -14.26% | -0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -15.58% | -14.26% | -1.32% |
Current DrawdownCurrent decline from peak | -2.16% | -1.35% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -2.65% | -3.97% | +1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.94% | 0.00% |
Volatility
VFITX vs. SCHP - Volatility Comparison
Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) has a higher volatility of 1.44% compared to Schwab U.S. TIPS ETF (SCHP) at 1.36%. This indicates that VFITX's price experiences larger fluctuations and is considered to be riskier than SCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFITX | SCHP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.44% | 1.36% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.56% | 2.22% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.29% | 4.04% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.59% | 6.13% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.65% | 5.60% | -0.95% |