VGI vs. VTIP
Compare and contrast key facts about Virtus Global Multi-Sector Income Fund (VGI) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
VGI is managed by Virtus. VTIP is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. It was launched on Oct 12, 2012.
Performance
VGI vs. VTIP - Performance Comparison
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VGI vs. VTIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGI Virtus Global Multi-Sector Income Fund | -2.92% | 16.14% | 10.43% | 14.58% | -21.70% | 1.40% | 9.81% | 27.29% | -28.73% | 27.46% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.99% | 6.07% | 4.74% | 4.62% | -2.94% | 5.36% | 4.95% | 4.86% | 0.56% | 0.82% |
Returns By Period
In the year-to-date period, VGI achieves a -2.92% return, which is significantly lower than VTIP's 0.99% return. Over the past 10 years, VGI has outperformed VTIP with an annualized return of 5.57%, while VTIP has yielded a comparatively lower 3.07% annualized return.
VGI
- 1D
- 2.22%
- 1M
- -5.23%
- YTD
- -2.92%
- 6M
- -1.22%
- 1Y
- 7.92%
- 3Y*
- 11.46%
- 5Y*
- 2.18%
- 10Y*
- 5.57%
VTIP
- 1D
- 0.02%
- 1M
- 0.10%
- YTD
- 0.99%
- 6M
- 1.37%
- 1Y
- 3.94%
- 3Y*
- 4.66%
- 5Y*
- 3.48%
- 10Y*
- 3.07%
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VGI vs. VTIP - Expense Ratio Comparison
Return for Risk
VGI vs. VTIP — Risk / Return Rank
VGI
VTIP
VGI vs. VTIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Multi-Sector Income Fund (VGI) 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.
| VGI | VTIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 2.09 | -1.28 |
Sortino ratioReturn per unit of downside risk | 1.06 | 3.15 | -2.08 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.44 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 4.11 | -3.13 |
Martin ratioReturn relative to average drawdown | 3.71 | 13.24 | -9.53 |
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
| VGI | VTIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 2.09 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 1.26 | -1.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 1.12 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.87 | -0.58 |
Correlation
The correlation between VGI and VTIP is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VGI vs. VTIP - Dividend Comparison
VGI's dividend yield for the trailing twelve months is around 13.01%, more than VTIP's 3.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGI Virtus Global Multi-Sector Income Fund | 13.01% | 12.24% | 12.57% | 12.26% | 13.42% | 10.22% | 11.81% | 12.10% | 15.00% | 10.70% | 12.21% | 15.60% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.77% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
Drawdowns
VGI vs. VTIP - Drawdown Comparison
The maximum VGI drawdown since its inception was -48.08%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for VGI and VTIP.
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Drawdown Indicators
| VGI | VTIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.08% | -6.27% | -41.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -0.98% | -7.23% |
Max Drawdown (5Y)Largest decline over 5 years | -33.79% | -5.50% | -28.29% |
Max Drawdown (10Y)Largest decline over 10 years | -48.08% | -6.27% | -41.81% |
Current DrawdownCurrent decline from peak | -6.18% | -0.26% | -5.92% |
Average DrawdownAverage peak-to-trough decline | -10.51% | -1.05% | -9.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 0.30% | +1.87% |
Volatility
VGI vs. VTIP - Volatility Comparison
Virtus Global Multi-Sector Income Fund (VGI) has a higher volatility of 4.25% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.60%. This indicates that VGI'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.
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Volatility by Period
| VGI | VTIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 0.60% | +3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 5.94% | 0.97% | +4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 1.90% | +7.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.98% | 2.78% | +8.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.72% | 2.74% | +13.98% |