VFSUX vs. VTIP
Compare and contrast key facts about Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
VFSUX 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: VFSUX or VTIP.
Performance
VFSUX vs. VTIP - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VFSUX having a 4.43% return and VTIP slightly higher at 4.61%. Over the past 10 years, VFSUX has underperformed VTIP with an annualized return of 2.14%, while VTIP has yielded a comparatively higher 2.41% annualized return.
VFSUX
4.43%
-0.77%
3.57%
7.26%
1.89%
2.14%
VTIP
4.61%
-0.08%
3.01%
6.59%
3.53%
2.41%
Key characteristics
| VFSUX | VTIP | |
|---|---|---|
| Sharpe Ratio | 2.65 | 3.15 |
| Sortino Ratio | 4.27 | 5.58 |
| Omega Ratio | 1.55 | 1.73 |
| Calmar Ratio | 1.91 | 4.96 |
| Martin Ratio | 14.58 | 24.40 |
| Ulcer Index | 0.50% | 0.27% |
| Daily Std Dev | 2.78% | 2.13% |
| Max Drawdown | -9.59% | -6.27% |
| Current Drawdown | -1.24% | -0.41% |
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VFSUX vs. VTIP - Expense Ratio Comparison
VFSUX has a 0.10% 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 VFSUX and VTIP is 0.54, 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
VFSUX vs. VTIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX) 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
VFSUX vs. VTIP - Dividend Comparison
VFSUX's dividend yield for the trailing twelve months is around 4.02%, more than VTIP's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFSUX Vanguard Short-Term Investment-Grade Fund Admiral Shares | 4.02% | 3.14% | 2.03% | 1.73% | 2.33% | 2.92% | 2.78% | 2.10% | 2.05% | 2.07% | 2.00% | 1.93% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.38% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
Drawdowns
VFSUX vs. VTIP - Drawdown Comparison
The maximum VFSUX drawdown since its inception was -9.59%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for VFSUX and VTIP. For additional features, visit the drawdowns tool.
Volatility
VFSUX vs. VTIP - Volatility Comparison
Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX) has a higher volatility of 0.70% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.48%. This indicates that VFSUX'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.