VFTNX vs. VTSPX
VFTNX (Vanguard FTSE Social Index Fund Institutional Shares) and VTSPX (Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares) are both mutual funds - VFTNX is a Large Cap Growth Equities fund tracking the FTSE4Good US Select Index, while VTSPX is a Inflation-Protected Bonds fund managed by Vanguard. Over the past 10 years, VFTNX returned 16.22%/yr vs 3.16%/yr for VTSPX. At a 0.05 correlation, their price movements are largely independent. VFTNX charges 0.12%/yr vs 0.04%/yr for VTSPX.
Performance
VFTNX vs. VTSPX - Performance Comparison
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Returns By Period
In the year-to-date period, VFTNX achieves a 11.69% return, which is significantly higher than VTSPX's 2.06% return. Over the past 10 years, VFTNX has outperformed VTSPX with an annualized return of 16.22%, while VTSPX has yielded a comparatively lower 3.16% annualized return.
VFTNX
- 1D
- 0.02%
- 1M
- 7.29%
- YTD
- 11.69%
- 6M
- 11.62%
- 1Y
- 29.37%
- 3Y*
- 23.29%
- 5Y*
- 13.86%
- 10Y*
- 16.22%
VTSPX
- 1D
- 0.00%
- 1M
- 0.04%
- YTD
- 2.06%
- 6M
- 2.05%
- 1Y
- 4.72%
- 3Y*
- 5.26%
- 5Y*
- 3.40%
- 10Y*
- 3.16%
VFTNX vs. VTSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 11.69% | 17.32% | 26.01% | 31.77% | -24.20% | 27.76% | 22.62% | 33.96% | -3.41% | 24.19% |
VTSPX Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares | 2.06% | 6.06% | 4.75% | 4.61% | -2.82% | 5.32% | 4.99% | 4.82% | 0.59% | 0.83% |
Correlation
The correlation between VFTNX and VTSPX is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013 | 0.05 |
The correlation between VFTNX and VTSPX shifts across timeframes, from -0.03 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VFTNX vs. VTSPX — Risk / Return Rank
VFTNX
VTSPX
VFTNX vs. VTSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX). 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.
| VFTNX | VTSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.67 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 6.50 | -3.94 |
| Martin ratioReturn relative to average drawdown | 10.87 | 25.54 | -14.67 |
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
| VFTNX | VTSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 3.06 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 1.28 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 1.42 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.08 | -0.70 |
Drawdowns
VFTNX vs. VTSPX - Drawdown Comparison
The maximum VFTNX drawdown since its inception was -64.04%, which is greater than VTSPX's maximum drawdown of -5.35%. Use the drawdown chart below to compare losses from any high point for VFTNX and VTSPX.
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Drawdown Indicators
| VFTNX | VTSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.04% | -5.35% | -58.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -0.72% | -11.11% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -0.92% | -19.26% |
Max Drawdown (5Y)Largest decline over 5 years | -29.11% | -5.35% | -23.76% |
Max Drawdown (10Y)Largest decline over 10 years | -34.22% | -5.35% | -28.87% |
Current DrawdownCurrent decline from peak | 0.00% | -0.04% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -15.70% | -1.01% | -14.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 0.18% | +2.60% |
Volatility
VFTNX vs. VTSPX - Volatility Comparison
Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) has a higher volatility of 3.26% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX) at 0.57%. This indicates that VFTNX's price experiences larger fluctuations and is considered to be riskier than VTSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFTNX | VTSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 0.57% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 1.12% | +9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.28% | 1.52% | +11.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.36% | 2.67% | +15.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.07% | 2.23% | +16.84% |
VFTNX vs. VTSPX - Expense Ratio Comparison
VFTNX has a 0.12% expense ratio, which is higher than VTSPX'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%.
Dividends
VFTNX vs. VTSPX - Dividend Comparison
VFTNX's dividend yield for the trailing twelve months is around 0.84%, less than VTSPX's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 0.84% | 0.90% | 1.01% | 1.12% | 1.37% | 0.95% | 1.23% | 1.46% | 1.81% | 1.49% | 1.82% | 1.60% |
VTSPX Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares | 3.59% | 3.81% | 2.70% | 2.86% | 6.84% | 4.69% | 1.21% | 1.96% | 2.47% | 1.52% | 0.80% | 0.00% |
Frequently Asked Questions
VFTNX and VTSPX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFTNX has higher volatility (3.26%) compared to VTSPX (0.57%). In terms of maximum drawdown, VFTNX dropped -64.04% vs VTSPX's -5.35%.
VTSPX currently has the higher Sharpe Ratio (3.06 vs 2.28), 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.
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